Portfolio Optimization and Risk Management In Financial Markets
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".
Deadline for manuscript submissions: 30 June 2026 | Viewed by 1325
Special Issue Editors
Interests: financial mathematics; financial engineering; financial technology; big data; machine learning and its applications
Interests: statistical prediction; decision-making; optimization method
Interests: portfolio investment; venture risk model development and validation; AI-integrated financial modeling
Special Issue Information
Dear Colleagues,
Global financial markets are undergoing a period of unprecedented transformation. The deep integration of artificial intelligence, the rapid diffusion of market sentiment through digital channels, the growing frequency of geopolitical disruptions, and the widespread deployment of automated trading systems are collectively reshaping the logic and structure of financial systems.
In the face of escalating uncertainty and increasingly heterogeneous information environments, traditional models of portfolio construction and risk management are no longer sufficient. There is a pressing need to rethink and reconstruct foundational theories and methodologies to meet the challenges of modern markets.
Against this backdrop, portfolio optimization and risk management remain central to financial decision-making, while also giving rise to a broad spectrum of new and complex research questions. This Special Issue aims to capture the latest theoretical and practical advancements in this domain, with particular emphasis on—but not limited to—the following emerging topics:
- AI- and machine learning–based portfolio construction and factor discovery;
- Market sentiment modeling, social media analytics, and behavior-driven investment strategies;
- Real-time risk control in automated trading systems and high-frequency financial environments;
- Applications of reinforcement learning and robust optimization under uncertainty;
- Multi-objective investing in the context of sustainable finance and ESG considerations;
- Transmission mechanisms of geopolitical risk and systemic shocks in asset allocation strategies;
- New frameworks for assessing investment risk in digital assets such as cryptocurrencies and stable coins;
- Reassessment and adaptation of traditional risk models in response to structural changes in the market;
- Cross-market portfolio management involving multi-asset and multi-region coordination;
- Fintech-driven innovations in risk forecasting tools and evaluation methodologies.
We welcome original contributions from scholars in finance, artificial intelligence, econometrics, operations research, and systems science. The goal of this Special Issue is to promote cutting-edge research that advances the theory and practice of financial decision-making in an increasingly intelligent and complex world.
Prof. Dr. Chengli Zheng
Dr. Wenze Wu
Dr. Kuangxi Su
Dr. Qing Liu
Guest Editors
Manuscript Submission Information
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Keywords
- portfolio optimization
- risk management
- AI in finance
- reinforcement learning and robust optimization
- market sentiment modeling
- automated trading systems
- high-frequency finance
- ESG and sustainable investing
- financial uncertainty modeling
- crypto assets and digital finance
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