Risk Management and Pricing Assets within Market Imperfections

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: closed (31 May 2022) | Viewed by 464

Special Issue Editor


E-Mail Website
Guest Editor
Théorie Economique, Modélisation et Applications, University of Cergy-Pontoise, THEMA - 33, boulevard du Port, Cergy-Pontoise, CEDEX, France
Interests: asset pricing; derivatives; portfolio selection

Special Issue Information

Dear Colleagues,

Risk management and value are important in financial markets, in banking and insurance, as well as in corporate finance.

This Special Issue focuses on the specific topic of “Risk Management and the Pricing of Assets within Market Imperfections”. This includes research on the role of risk management in decision making and value creation in financial economics and corporate finance. The focus will be on the pricing of assets and derivatives within market imperfections, such as information and short selling, as well as the management of risks by investors.

Theoretical and empirical articles on risk management and pricing assets within market imperfections are welcome.

Contributions focusing on risk management and value; pricing assets within market imperfections, such as incomplete information and transaction costs; and short sales constraints are encouraged.

Dr. Mondher Bellalah
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

  • Derivatives
  • Risk management
  • Transaction costs
  • Incomplete information
  • Value
  • Asset pricing
  • Market imperfections
  • Short sales constraints
  • International regulations

Published Papers

There is no accepted submissions to this special issue at this moment.
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