Advanced Measurement and Risk Analysis
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".
Deadline for manuscript submissions: 31 March 2027 | Viewed by 86
Editor
Special Issue Information
Dear Colleagues,
This Special Issue will showcase advances in defining, measuring, and reporting financial risk. The first type of articles featured will be essentially theoretical and will consider what risk means as a financial concept based on theories of probability, such as Bayesian or Frequentist theories, and, in particular, whether improper priors should be admissible in this context. The second category of articles will be more focused on empirical measurements of risk within the context of classical probability. The third group of articles will explore disclosures of risk associated with measurements proposed in concrete empirical examples.
Prof. Dr. Bharath Sarath
Guest Editor
Manuscript Submission Information
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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-anonymized peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Mathematics is an international peer-reviewed open access semimonthly 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 2600 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
- defining risk
- measuring risk
- reporting risk
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