Portfolio Theory, Financial Risk Analysis and Applications
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 10 January 2025 | Viewed by 858
Special Issue Editors
Interests: asset allocation; risk management; portfolio optimization and quantitative finance
Special Issues, Collections and Topics in MDPI journals
Interests: financial mathematics and risk management
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Portfolio optimization and related financial risk analysis are central themes in financial mathematics. The pioneering work of Markowitz on optimal portfolio theory has had a profound impact on both financial theory and practice. Early portfolio theory focused on the trade-off between return as an indication of reward and risk measured by volatility.
Nevertheless, portfolio optimization has evolved over the years, with several recent contributions made under the general portfolio theory framework. A major focus has been on systematically handling multiple risks in asset allocation.
Accordingly, we welcome research submissions to this Special Issue concerning new developments in portfolio theory with an emphasis on multiple financial risks, risk diversification, and applications. Contributions may be theoretical, practical, or a combination of both.
We encourage applications supported by statistical approaches, with a preference for distinguishing between in-sample and out-of-sample results to evaluate predictive quality. Comparisons with standard benchmarks such as indices or equal-weight portfolios are also welcome.
We welcome high-quality paper submissions related, but not limited, to the following topics:
- Portfolio theory/optimization;
- Analysis of risk measures and multiple risks;
- Applied risk management;
- Asset allocation in theory and practice;
- Applications in finance and elsewhere;
- Combinations of the above.
Prof. Dr. Stanislaus Maier-Paape
Prof. Dr. Qiji Zhu
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- portfolio theory and optimization
- applied finance
- asset allocation
- multiple risks
- portfolio diversification
