Asset Pricing Models and Derivatives

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074).

Deadline for manuscript submissions: 30 June 2024 | Viewed by 236

Special Issue Editor


E-Mail Website
Guest Editor
Department of Accounting and Finance, Alabama A and M University, Normal, AL 35762, USA
Interests: asset pricing; derivatives; market efficiency; portfolio optimization
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

Financial models have been at the forefront of research in financial economics literature. Pioneering developments such as  the capital asset pricing model (CAPM), arbitrage pricing theory (APT), Black and Scholes option pricing model have been widely applied since their development both in academics and in practice. The extension and application of these models and testing validity of these models have been extending the field of research ever since. With the development of artificial intelligence and advanced computing models, asset pricing models are taking new shapes and finding new applications. This Special Issue aims to collect scientific research, theoretical or empirical, with application of any of these models and their extension in stock, option, bond, futures and options market. This Special Issue also welcomes of application of any of these models in other disciplines such as accounting, data analytics, and social sciences.

Dr. Rafiqul Bhuyan
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.

Keywords

  • CAPM
  • APT
  • behavioral finance
  • digital finance
  • derivatives
  • risk management
  • asset pricing

Published Papers

This special issue is now open for submission.
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