Special Issue "Risk Analysis and Portfolio Modelling"
Deadline for manuscript submissions: closed (31 March 2019).
A printed edition of this Special Issue is available here.
2 Honorary Professor, School of Business and Law, Edith Cowan University, Joondalup, WA 6027, Australia
3 Honorary Chair Professor, Department of Finance, Asia University, Wufeng 41354, Taiwan
Interests: investments; market microstructure; risk modelling; financial econometrics
Interests: risk management; credit risk; dependence in financial markets; markets with frictions; insurance applications
This Special Issue is concerned with the broad topic of Portfolio Analysis, and includes any novel theoretical or empirical research associated with the theoretical and empirical applications in this area.
Theoretical contributions relating to Portfolio Analysis should be associated with an empirical example, or directions in which the novel ideas might be applied in the context of portfolio modelling and assessment.
The Special Issue may be associated with any contributions in: Advances in portfolio theory, risk modelling, risk assessment and management, objective modelling criteria, loss function and risk measures, conditional and unconditional modelling of risk; applications of extreme value theory, volatility modelling and methods for capturing dependencies. New methods in time series analysis or methods for capturing dependencies in a portfolio context, such as applications of copula analysis, innovations in performance testing and measurement, or empirical comparisons of the efficacy of different approaches to portfolio modelling and management.Prof. Dr. David Allen
Prof. Dr. Elisa Luciano
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 papers will be 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 1000 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.
- Innovations in Portfolio Analysis
- Analysis of dependencies
- Portfolio Performance Analysis
- Objective criteria
- Applications of time-series techniques