Advanced Portfolio Optimization

Dear Colleagues,

Although modern portfolio theory dates back to Markowitz’s seminal contribution, the evolution of financial markets requires updated models and techniques to face the new challenges. In the last two decades, various national and worldwide events have produced large waves of risk propagation. The analysis of the financial risk should thus adopt a richer framework than the classic mean-variance, considering various aspects related to the risk. More recently, the pandemic has highlighted the dependence among the various markets and countries, calling for the careful analysis of risk and diversification. This Special Issue aims at collecting papers from academics and practitioners focused on the recent developments of models, techniques, and empirical analyses related to portfolio optimization and asset allocation, with particular interest in the analysis of financial risk and diversification.

The topics covered in this Special Issue will include, but are not limited to, the following:

• Theoretical research on portfolio optimization and asset allocation;
• Empirical application of portfolio optimization and asset allocation;
• Financial economics issues related to portfolio optimization;
• Financial risk and other related risks analysis;
• Numerical aspects and software development to support portfolio optimization and management.

Dr. Mario Maggi
Guest Editor

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. 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 1400 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.

• Portfolio optimization
• Asset management
• Financial risk
• Portfolio diversification
• Financial crisis