Asset Pricing and Risk Management in a Changing Global Landscape
A Special Issue of International Journal of Financial Studies (ISSN 2227-7072).
Deadline for manuscript submissions: 5 July 2027 | Viewed by 193
Editor
Special Issue Information
Dear Colleagues,
The global financial system is undergoing a profound transformation, driven by intersecting forces of geopolitical realignment, climatic change, technological innovation, and the rewiring of international supply chains. These forces are not only reshaping the real economy but also fundamentally challenging the traditional paradigms of asset pricing and financial risk management. Standard models, which often rely on historical stationarity and rational expectations, are being tested by unprecedented events，such as the pandemic shocks and regional conflicts to the rapid adoption of artificial intelligence and the emergence of central bank digital currencies. In response, there is a pressing need for novel theoretical frameworks, empirical methodologies, and data-driven tools that can capture the new dimensions of risk and accurately price assets in this complex environment.
This Special Issue, entitled “Asset Pricing and Risk Management in a Changing Global Landscape” aims to bring together cutting-edge research that addresses these evolving challenges from an international and multi-faceted perspective. We invite scholars, practitioners, and policymakers to contribute original research articles and high-quality reviews that push the boundaries of our understanding. We are particularly interested in studies that employ innovative quantitative methods, leverage alternative data sources, and offer comparative insights across different regions, markets, and asset classes.
Topics of interest include, but are not limited to, the following:
- Integrated Climate Risk Pricing.
- Geopolitical Risk Premium and Supply Chain Networks.
- Artificial Intelligence-Driven Asset Pricing and Risk Management.
- Sudden Reversals in Cross-Border Capital Flows and Emerging Market Discounts.
- Central Bank Digital Currencies (CBDCs) and the Risk-Free Rate Benchmark.
- ESG Rating Divergence as a New Risk Factor.
- Commodity Super-Cycles, Inflation Expectations, and Sectoral Risk Transmission.
By bringing together diverse perspectives and rigorous empirical investigations, this Special Issue seeks to foster an interdisciplinary dialogue, advance evidence-based risk management practices, and contribute to the resilience of the global financial system. We look forward to receiving your contributions that challenge conventional wisdom and offer actionable insights for an uncertain future.
Prof. Dr. Xuesheng Chen
Guest Editor
Manuscript Submission Information
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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-anonymized peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. International Journal of Financial Studies 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
- asset pricing
- financial risk management
- quantitative finance
- climate risk
- geopolitical risk
- systemic risk
- commodity markets
- cross-border capital flows
- emerging markets
- supply chain risk
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