Portfolio Choice and Asset Allocation
A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".
Deadline for manuscript submissions: 31 May 2026 | Viewed by 1100
Special Issue Editors
Interests: portfolio management; portfolio optimization; risk management; asset pricing; valuation
Interests: mathematical optimization and its applications in logistics; supply-chain management; financial engineering (asset allocation, option pricing); smart material design
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
This Special Issue of JRFM aims to bring together recent work in the areas of asset pricing, risk assessment, risk management, and portfolio optimization in an effort to develop mathematical frameworks and models for portfolio choice and asset allocation that can be used in asset management and investment banking industries. We will place a special emphasis on practical usefulness on the proposed mathematical toolkits and illustrations of their efficacy on real-world asset cases. Ideally, an article should combine a clear and concise math model with numerical examples of practical investment strategies or risk budgeting for the set of publicly traded stocks, bonds, or ETFs that are based on the proposed model and can be replicated using the available market data.
Topics of interest include, but are not limited to, the following:
- Asset pricing models and their application for returns estimation;
- Risk assessment, risk measurement, risk budgeting for real-world assets;
- Portfolio construction and optimization for the asset-only strategies;
- Portfolio choice for the asset–liability matching strategies;
- Asset allocation and tracking risk management for tracking portfolios;
- Asset allocation for the core–satellite strategies;
- Incorporating practical nuances of rebalancing, transaction costs, and taxation into math models for portfolio management.
Dr. Valentyn Khokhlov
Prof. Dr. Roy H. Kwon
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 250 words) can be sent to the Editorial Office for assessment.
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. Journal of Risk and Financial Management 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 1600 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 models
- risk assessment
- risk management
- portfolio choice
- portfolio optimization
- asset allocation
- investment strategies
- rebalancing
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