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Financial Optimization and Risk Management

This special issue belongs to the section "Risk".

Special Issue Information

Keywords

  • We seek original submissions in finance and risk management where optimization methods play a central role. Papers may be theoretical
  • e.g.
  • the development of methodology and theoretical properties
  • or applied. Application areas include asset allocation
  • asset-liability management
  • credit risk modeling
  • trade execution
  • and the calibration of financial models. Other novel applications are also encouraged
  • such as papers that develop optimization models for financial technology (fintech) and blockchain. In addition
  • papers are especially welcome that integrate machine learning or artificial intelligence. This Special Issue aims to represent the latest developments in modern financial optimization.

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Published Papers

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J. Risk Financ. Manag. - ISSN 1911-8074