Journal of Risk and Financial Management — Editors

Journal Contact

JRFM Editorial Office
MDPI AG, Klybeckstrasse 64, 4057 Basel, Switzerland
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Mr. Luca Rasetti

Managing Editor
MDPI AG, Klybeckstrasse 64, CH-4057 Basel, Switzerland
E-Mail: rasetti@mdpi.com

Editor

Prof. Dr. Michael McAleer

Editor-in-Chief
Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan, and Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Burgemeester Oudlaan 50, 3062 PA Rotterdam, The Netherlands
Website: http://ideas.repec.org/e/pmc90.html
E-Mail: michael.mcaleer.botdefense.please.enable.javaScript.gmail.com
Interests: econometrics; financial econometrics; statistics; time series analysis; empirical finance; risk management; applied mathematics

Advisory Board

Prof. Dr. Naoto Kunitomo

Faculty of Economics, University of Tokyo Hongo 7-3-1, Bunkyo-ku, Tokyo 113-0033, Japan
Website: http://www.kunitomo.e.u-tokyo.ac.jp/
Interests: statistics; econometrics; financial econometrics
Prof. Dr. Wing-Keung Wong

Department of Economics, School of Business, Hong Kong Baptist University, WLB, Shaw Campus, Kowloon Tong, Hong Kong
Website: http://www.hkbu.edu.hk/~awong/
Interests: world stock markets; anomalies and behavioral finance; capital markets; asset pricing and Portfolio management; quantitative and computing methods; financial economics; advanced econometrics; econometrics; mathematical economics; macroeconomics; microeconomics; money and banking
Prof. Dr. Raymond A.K. Cox *

University of Northern British Columbia Canada
Website: http://www.unbc.ca/raymond-cox
Interests: corporate finance; investments; superstardom theory
* Founding Editor-in-Chief
Prof. Dr. Robert James Elliott

Haskayne School of Business, University of Calgary, Calgary, Alberta T2N 1N4, Canada
Website: http:// http://people.ucalgary.ca/~relliott/index.html
Interests: stochastic processes; american options; term structure; estimation of volatility; value at risk
Prof. Dr. Kazuo Nishimura

Institute of Economic Research, Kyoto University, Japan
Interests: economic theory; mathematical economics; dynamic systems
Prof. Dr. Jonathan M. Karpoff

Foster School of Business, University of Washington, Seattle, WA 98195-3226, USA
Website: http://foster.uw.edu/faculty-research/directory/jonathan-karpoff/
Interests: corporate governance; corporate crime and punishment; corporate finance
Prof. Dr. Esfandiar Maasoumi

Department of Economics, Emory University, USA
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
Website: http://www.rhsmith.umd.edu/faculty/dmadan/
Interests: financial management; investments; finance theory; futures and options; mathematical finance
Prof. Dr. Charles S. Tapiero

Department of Finance and Risk Engineering, Polytechnic Institute of New York University, Brooklyn, NY 11201, USA
Website: http://charlestapiero.com/
Interests: risk assessment and analysis in finance; currency wars and international finance and economics; industrial economics in supply chain management; infrastructure investments; mathematical finance; value at risk and risk management; environmental management
Prof. Dr. Stefan Mittnik

Center for Quantitative Risk Analysis (CEQURA) and Department of Statistics, Ludwig Maximilian University of Munich, Germany
Interests: statistics; econometrics; financial econometrics; quantitative finance; empirical finance; risk management; time series; volatility; forecasting
Contribution: Special Issue: Advances in Modeling Value at Risk and Expected Shortfall
Special Issue: Advances in Financial and Insurance Risk Management – Selected Papers from the Sixth CEQURA Conference, 1–2 October 2015, Munich, Germany
Prof. Dr. Chia-Lin Chang

Department of Applied Economics and Department of Finance, National Chung Hsing University, 250 Kuo Kuang Road, Taichung 402, Taiwan
Website: http://nchuae.nchu.edu.tw/index.php/professor/127-chia-lin-chang
Interests: applied econometrics; financial econometrics; energy finance; time series analysis; forecasting; empirical industrial organisation; risk management
Contribution: Special Issue: 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

Editorial Board

Prof. Dr. Guillaume Martinet

Quantitative Research, BNP Paribas, New York
Interests: financial engineering; operations research; statistics; econometrics
Dr. Xiao-Guang Yue

International Engineering and Technology Institute, Hong Kong
Website: http://www.ieti.net/FF.html#Yue
Interests: financial engineering
Contribution: Special Issue: Risk Management Based on Intelligent Information Processing
Prof. Dr. Joseph Macri

Department of Economics, Macquarie University, Sydney, New South Wales, Australia
Website: http://www.businessandeconomics.mq.edu.au/contact_the_faculty/all_fbe_staff/joseph_macri
Prof. Dr. Kazumitsu Nawata

Graduate School of Engineering, University of Tokyo
Website: http://park.itc.u-tokyo.ac.jp/qal/index.html
Interests: econometrics, statistics, systems engineering, risk management, health risk, risk of nuclear accidents
Prof. Dr. Zhuo Qiao

Department of Finance and Business Economics, Faculty of Business Administration, University of Macau, Avenida Padre Tomas Pereira, Taipa, Macau, China
Website: http://www.umac.mo/fba/staff/qiaozhuo.html
Interests: financial economics; macroeconomics; applied econometrics
Prof. Dr. Robert Taylor

Essex Business School, Colchester, UK
Website: https://www.essex.ac.uk/ebs/staff/profile.aspx?ID=3257
Interests: econometric theory; time series; financial econometrics
Prof. Dr. Shih-Ti Yu

Department of Quantitative Finance, National Tsing Hua University, Taiwan
Website: http://www.qf.nthu.edu.tw/files/11-1173-5738.php
Interests: microeconometrics, financial econometrics
Prof. Dr. Donald Lien

College of Business, the University of Texas at San Antonio, San Antonio, TX 78249-0631, USA
Website: http://business.utsa.edu/faculty/dlien/
Interests: economics; development economics; finance; statistics; econometrics
Contribution: Special Issue: Financial Derivatives and Hedging
Prof. Dr. Antonio Mele

Swiss Finance Institute, University of Lugano
Website: http://www.antoniomele.org/index.html
Interests: financial economics; financial econometrics; capital market volatility; interest rates; credit markets; macro-finance; business cycles; information in securities markets
Prof. Dr. Christian Brownlees

Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005, Barcelona, Spain
Website: http://www.econ.upf.edu/~cbrownlees/
Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Contribution: Special Issue: Econometric Analysis of Networks
Prof. Dr. Lars Stentoft

Department of Economics, University of Western Ontario, Social Science Centre Room 4071, London, Ontario, Canada, N6A 5C2
Website: http://economics.uwo.ca/people/faculty/stentoft.html
Interests: finance; financial econometrics; computational finance; econometrics
Contribution: Special Issue: Financial Risk Modeling and Forecasting
Prof. Dr. João Paulo Torre Vieito

School of Business Studies, Polytechnic Institute of Viana do Castelo, 4930 Valença, Portugal
Website: http://portal.ipvc.pt/images/ipvc/esce/docentes/jvieito/index.html
Interests: market efficiency; neuro economics; corporate governance
Prof. Dr. Tai-Leung Terence Chong

Institute of Global Economics and Finance, The Chinese University of Hong Kong, Cheng Yu Tung Building, Shatin, NT, Hong Kong, China and the Department of International Economics and Trade, School of Business, Nanjing University, Anzhong Building, Hankou Road #22, Gulou District, Nanjing, Jiangsu Province, China
Website: http://www.cuhk.edu.hk/eco/staff/tlchong/tlchong3.htm
Interests: econometrics; econometric theory; banking and finance
Contribution: Special Issue: Financial Stability and Regulation / Basel III
Prof. Dr. Bento J. Lobo

Department of Finance, University of Tennessee at Chattanooga, 615 McCallie Avenue, Chattanooga, TN 37403, USA
Website: http://web2.utc.edu/~qfp962/
Interests: domestic and international asset pricing; monetary policy effects on asset markets; political risk and globalization; behavioral finance
Prof. Dr. Sanjay Ramchander

College of Business, Colorado State University, 1201 Campus Delivery, Fort Collins, CO 80523, USA
Website: http://biz.colostate.edu/facultypages/sanjayr/pages/default.aspx
Interests: empirical asset pricing; market microstructure; business analysis and valuation; international finance
Prof. Dr. Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, MA 02467, USA
Website: http://www.bc.edu/schools/cas/economics/faculty-and-staff/faculty-listing/zhijie-xiao.html
Interests: econometrics
Prof. Dr. Manabu Asai

Faculty of Economics, Soka University, Japan
Website: http://home.soka.ac.jp/~m-asai/
Interests: econometrics; especially times series analysis; financial econometrics; statistics; forecasting
Prof. Dr. Martín Egozcue

Universidad de la Republica del Uruguay, Montevideo, Uruguay
Website: http://works.bepress.com/martin_egozcue/
Interests: applied economics; behavioral economics; Portfolio theory; behavioral finance; financial economics; decision making under risk and uncertainty; applied management mathematics
Prof. Jacky Yuk-chow So

Faculty of Business Administration, University of Macau, Avenida Padre Tomas Pereira, Taipa, Macau, China
Website: http://www.umac.mo/fba/staff/jackyso.html
Prof. Dr. Christian Hafner

CORE and Institute of statistics, biostatistics and actuarial sciences, Université catholique de Louvain, Louvain-la-neuve, Belgium
Website: http://www.uclouvain.be/christian.hafner
Interests: financial econometrics
Prof. Dr. Moawia Alghalith

University of the West Indies, Trinidad and Tobago
Website: http://www.scirp.org/Journal/DetailedInforOfEditorialBoard.aspx?personID=3319
Interests: stochastic analysis; PDEs; volatility; optimization; the portfolio models; options; futures
Prof. Dr. Christopher Gan

Lincoln University Centre for International Development (LUCID), Lincoln University, Lincoln 7647, Canterbury, New Zealand
Website: http://www.lincoln.ac.nz/staff-profile?staffId=Christopher.Gan
Interests: commercial banking; micro-finance; rural finance; development economics; financial economics; Asian economy
Prof. Dr. Christopher J. Neely

Research Division, Federal Reserve Bank of St. Louis, St. Louis, MO 63166-0442, USA
Website: http://research.stlouisfed.org/econ/cneely/
Interests: technical analysis; event studies; central bank intervention; volatility; monetary policy
Prof. Dr. Elvira Sojli

Finance Department, Erasmus University, Rotterdam, the Netherlands
Website: http://www.rsm.nl/people/elvira-sojli/
Interests: applied financial economics; international finance; market microstructure; sovereign wealth funds
Prof. Dr. Marcelo Medeiros

Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Brazil
Website: http://www.econ.puc-rio.br/mcm
Interests: econometrics; nonlinear time-series models; financial econometrics; classification and pattern recognition; electricity load forecasting
Prof. Dr. David Allen

Adjunct Professor Centre for Applied Financial Studies, UniSA, Australia
Website: http://www.dallenwapty.com/
Interests: investments; market microstructure; risk modelling; financial econometrics
Prof. Dr. Masahito Kobayashi

Faculty of Economics, Yokohama National University, Hodogaya-ku, Yokohama 240-8501, Japan
Website: http://er-web.jmk.ynu.ac.jp/html/KOBAYASHI_Masahito/en.html
Interests: stochastic volatility model; particle filters; survival analysis
Prof. Dr. Pin T. Ng

The W.A. Franke College of Business, Northern Arizona University, Flagstaff, Arizona, USA
Website: http://franke.nau.edu/pin-ng/
Interests: econometric theory; applied econometrics; international trade and finance; urban and regional economics; computational statistics; computer simulations
Prof. Dr. Evgueni Dmitrievich Solojentsev

Head of the Intelligent Integrated Systems Laboratory, Institute of Problems of Mechanical Engineering of Russian Academy of Sciences, Bolshoy 61, V.O., St-Petersburg 199178, Russia
Website: http://www.ipme.ru/ipme/labs/iisad/sol1.htm
Interests: management of risk at stages of design; operation in structurally-complex economical; engineering systems
Prof. Dr. Coenraad Labuschagne

Department of Finance and Investment Management, Faculty of Economic and Financial Sciences, University of Johannesburg, PO Box 524, Aucklandpark, Johannesburg, South Africa
Website: http://www.uj.ac.za/EN/Faculties/ecofin/fininvestman/about/Staff/Pages/home.aspx
Interests: mathematics; statistics; mathematics of finance; quantitative finance; investment management
Contribution: Special Issue: 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
Prof. Dr. Massimiliano Caporin

Affiliation Dipartimento di Scienze Economiche e Aziendali "M. Fanno" - Università degli Studi di Padova, Italy
Website: https://sites.google.com/site/massimilianocaporin/
Interests: Financial econometrics; empirical finance; GARCH models; portfolio allocation and management; market risk measurement; managed portfolios performance measurement; high frequency data analysis and trading strategies; weather derivative pricing; long-memory in economics and finance
Contribution: In other journals:
Special Issue: Big Data in Economics and Finance
Prof. Dr. Yoshihiko Nishiyama

Institute of Economic Research, Kyoto University, Sakyo-ku, Kyoto 606-8501, Japan
Website: http://www.kier.kyoto-u.ac.jp/~nishiyama/english.htm
Interests: nonparametric; semiparametric econometrics; specification testing
Prof. Dr. Marc S. Paolella

Department of Banking and Finance, University of Zurich, Zurich, Switzerland
Website: http://www.bf.uzh.ch/cms/en/paolella.marc.html
Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Contribution: Special Issue: Advances in Modeling Value at Risk and Expected Shortfall
In other journals:
Special Issue: Recent Developments of Financial Econometrics
Prof. Dr. Teodosio Perez-Amaral

Head, Department of Quantitative Economics, Complutense University of Madrid 28223, Madrid, Spain
Website: http://pendientedemigracion.ucm.es/info/ecocuan/tpa/
Interests: economics of telecommunications; demand of telecommunications services; panel data econometrics; model selection in econometric models; RETINA (Relevant Transformations of the Inputs Network Approach); finance; VaR; strategies for risk communication
Prof. Dr. Yiu-Kuen Tse

School of Economics, Singapore Management University
Website: http://www.smu.edu.sg/directory/tse-yiu-kuen
Interests: actuarial sciences; statistics; financial econometrics; risk management
Prof. Dr. Chung Chen

The Chinese Academy of Labor and Social Security, Policy Simulation Research Laboratory, Chinese Academy of Labor and Social Security, Beijing, China
Interests: data mining and risk management; time series modeling; forecasting methods; statistical analysis of financial models; technology management; applications of macro-econometric models; design and analysis of longitudinal data in biological research
Prof. Dr. Pui Lam Leung

Department of Statistics, Room 115,1/F., Lady Shaw Building, The Chinese University of Hong Kong, Shatin, New Territories, Honk Kong
Website: http://www.sta.cuhk.edu.hk/plleung/
Interests: multivariate analysis; decision-theoretic estimation; data mining
Prof. Dr. Kok Fai Phoon

Lee Kong Chian School of Business, Singapore Management University, 50 Stamford Road, Singapore 178899, Singapore
Website: http://business.smu.edu.sg/directory/phoon-kok-fai
Prof. Dr. Wing Wah Tham

Econometric Institute, Erasmus School of Economics, Rotterdam, the Netherlands
Website: http://people.few.eur.nl/tham/
Interests: market microstructure; financial econometrics; empirical asset pricing; political science; statistics of causal inference
Prof. Dr. Thomas C. Chiang

Department of Finance, Drexel University, 3141 Chestnut Street, Philadelphia, PA 19104, USA
Website: http://www.lebow.drexel.edu/academics/departments/finance/faculty/thomaschiang
Interests: behavioral finance; financial market volatility and risk management; global capital markets; multinational finance; time series analysis of financial series
Prof. Dr. Shiqing Ling

Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong
Website: http://www.math.ust.hk/~maling/
Interests: time series analysis; asymptotic theory of econometrics; financial econometrics
Prof. Dr. Daniel Preve

Department of Economics and Finance, City University of Hong Kong, Hong Kong SAR, China
Website: https://www.cb.cityu.edu.hk/staff/pdapreve/
Interests: computational econometrics; theoretical and applied econometrics; financial econometrics; empirical finance; time series; forecasting
Prof. Dr. Wai-Keung Li

Department of Statistics and Actuarial Science, University of Hong Kong, Hong Kong, China
Website: http://www.saasweb.hku.hk/staff/hrntlwk/
Interests: theoretical and applied statistics; time series analysis; financial econometrics; empirical finance
Prof. Dr. Hideatsu Tsukahara

Department of Economics, Seijo University, Tokyo, Japan
Website: http://www.researchgate.net/profile/Hideatsu_Tsukahara/publications
Interests: statistics; probability theory; financial econometrics; quantitative finance; risk management
Prof. Dr. Sabri Boubaker

Department of Finance, Economics, and Law, Champagne School of Management (Groupe ESC Troyes en Champagne), France
Website: http://www.get-formation.fr/chercheurs/sabri-boubaker
Interests: corporate finance; corporate governance; initial public offerings
Prof. Dr. Duc Khuong Nguyen

IPAG Business School, France, and School of Public and Environmental Affairs, Indiana University, USA
Website: http://nguyenduckhuong.com/index.php/en/
Interests: asset pricing; energy finance; financial economics; financial modeling
Prof. Dr. Renu Sukharomana

University Vice-President for Research Affairs, Director, Institute for Social and Economic Studies (ISES), Dhurakij Pundit University, Bangkok, Thailand
Website: www.dpu.ac.th/ises
Interests: quantitative economics; financial economics; environmental economics; natural resource management; applied econometrics
Contribution: Special Issue: Tourism Finance in Asia
Prof. Dr. Thanchanok Bejrananda

Deputy Director, Institute for Social and Economic Studies (ISES), Dhurakij Pundit University, Bangkok, Thailand
Website: http://www.dpu.ac.th/ises/manager.html
Interests: applied econometrics; financial econometrics; tourism finance; spatial econometrics
Contribution: Special Issue: Tourism Finance in Asia
Prof. Dr. Daniel Buncic

Institute of Mathematics & Statistics, University of St. Gallen, Bodanstrasse 6, 9000 St. Gallen
Website: http://www.danielbuncic.com/
Interests: financial economics; macroeconomics; empirical asset pricing and forecasting
J. Risk Financial Manag. EISSN 1911-8074 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert