Journal of Risk and Financial Management — Journal Editorial Board

Editor

Prof. Dr. Michael McAleer
Editor-in-Chief
University Chair Professor, Department of Finance, College of Management, Asia University, Wufeng 41354, Taiwan
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Interests: theoretical and applied econometrics; financial econometrics; financial economics; finance, theoretical and applied statistics; time series analysis; forecasting; risk management; energy economics and finance; applied mathematics
Special Issues and Collections in MDPI journals

Advisory Board (17)

Prof. Dr. Larry Blume
Department of Economics, Uris Hall, Cornell University, Ithaca, NY 14850, USA
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Prof. Dr. Chia-Lin Chang
Department of Applied Economics and Department of Finance, National Chung Hsing University, 145 Xingda Road, Taichung 40227, Taiwan
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Interests: applied econometrics; financial econometrics; energy finance; time series analysis; forecasting; empirical industrial organisation; risk management
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Selected Papers from the Fifth International Conference on Mathematics in Finance (MiF) 2014, Organized by North-West University, University of Cape Town and University of Johannesburg, South Africa
Special Issue in Journal of Risk and Financial Management: Applied Econometrics
Prof. Dr. Raymond A.K. Cox *
University of Northern British Columbia Canada
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Interests: corporate finance; investments; superstardom theory
* Founding Editor-in-Chief
Prof. Dr. Shigeyuki Hamori
Graduate School of Economics, Kobe University, Rokkodai, Nada-Ku, Kobe 657-8504, Japan
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Interests: applied time series analysis; empirical finance; data science; international finance
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Empirical Finance
Prof. Dr. Xuezhong (Tony) He
UTS Business School, University of Technology Sydney, Broadway, New South Wales, Australia
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Interests: asset pricing with heterogeneous beliefs, learning, and social interactions; nonlinear economic dynamics and financial market modelling; heterogeneous expectations and empirical testing in equity CDS, commodity, and foreign exchange markets; profitability, return predictability, and market sentiment; high frequency trading and learning in limit order markets
Prof. Dr. Robert Alan Jarrow
Samuel Curtis Johnson Graduate School of Management, Cornell University, Ithaca, NY 14853, USA
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Interests: asset management, liquidity risk, and risk management
Prof. Dr. Esfandiar Maasoumi
Department of Economics, Emory University, Atlanta, GA 30322, USA
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Interests: theoretical econometrics; inequality measures; financial econometrics
Prof. Dr. Dilip B. Madan
Department of Finance, Robert H. Smith School of Business, Van Munching Hall, University of Maryland, College Park, MD 20742, USA
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Interests: financial management; investments; finance theory; futures and options; mathematical finance
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Option Pricing
Prof. Dr. Stefan Mittnik
Center for Quantitative Risk Analysis (CEQURA) and Department of Statistics, Ludwig Maximilian University of Munich, Germany
E-Mail
Interests: statistics; econometrics; financial econometrics; quantitative finance; empirical finance; risk management; time series; volatility; forecasting
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Advances in Modeling Value at Risk and Expected Shortfall
Special Issue in Journal of Risk and Financial Management: Advances in Financial and Insurance Risk Management – Selected Papers from the Sixth CEQURA Conference, 1–2 October 2015, Munich, Germany
Special Issue in Journal of Risk and Financial Management: Advances in Financial and Insurance Risk Management – Selected Papers from the Seventh CEQURA Conference, 26-27 September 2016, Munich, Germany
Prof. Dr. Kazuo Nishimura
Research Institute for Economics and Business Administration, Kobe University, 2-1 Rokkoudaicho, Nadaku, Kobe 657-8501, Japan
Tel. +078-803-7005
E-Mail
Interests: economic theory; mathematical economics; dynamic systems

Editorial Board Members (67)

Prof. Dr. Moawia Alghalith
University of the West Indies, Trinidad and Tobago
Tel. +868 662 2002
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Interests: stochastic analysis; PDEs; volatility; optimization; the portfolio models; options; futures
Prof. Dr. David Allen
1 Honorary Professor, School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia
2 Honorary Professor, School of Business and Law, Edith Cowan University, Joondalup, WA 6027, Australia
3 Honorary Chair Professor, Department of Finance, Asia University, Wufeng 41354, Taiwan
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Interests: investments; market microstructure; risk modelling; financial econometrics
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Risk Analysis and Portfolio Modelling
Prof. Dr. Manabu Asai
Faculty of Economics, Soka University, Tokyo 192-8577, Japan
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Interests: econometrics; especially times series analysis; financial econometrics; statistics; forecasting
Prof. Dr. Dirk Baur
Accounting and Finance (UWA Business School), The University of Western Australia (M251)35 Stirling Highway, CRAWLEY WA 6009, Australia
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Interests: gold; financial contagion; virtual currencies; shadow banking; sustainable finance; dependence modelling; quantile regression
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Housing Market Bubbles, Credit and Crashes
Prof. Dr. Bernardo Bortolotti
1. Department of Economics and Finance, University of Turin, Italy
2. Director of the Sovereign Investment Lab, Paolo Baffi Center on Central Banking and Financial Regulation, Bocconi University, Milan, Italy
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Interests: complex relationships between state and markets, with special emphasis on state ownership of firms, regulation, and corporate governance
Prof. Dr. Sabri Boubaker
South Champagne Business School, Troyes 10000, France
Tel. +33 3 25 71 22 31
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Interests: corporate finance; corporate governance; initial public offerings
Prof. Dr. Paul Brockman
College of Business and Economics, Lehigh University, Bethlehem, PA 18015, USA
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Interests: corporate finance; capital markets; market microstructure; derivative securities; international finance
Prof. Dr. Christian Brownlees
Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005, Barcelona, Spain
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Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Econometric Analysis of Networks
Prof. Dr. Daniel Buncic
Institute of Mathematics & Statistics, University of St. Gallen, Bodanstrasse 6, 9000 St. Gallen
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Interests: financial economics; macroeconomics; empirical asset pricing and forecasting
Prof. Dr. Nusret Cakici
Professor of Finance, Fordham University, New York, NY 10023, USA
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Interests: empirical asset pricing; derivatives
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Empirical Asset Pricing
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