Advances in Portfolio Optimization and Risk Management
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 9
Special Issue Editors
Interests: financial mathematics; financial engineering; financial technology; big data; machine learning and its applications
Interests: statistical prediction; decision-making; optimization method
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
Guest Editors
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. 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
- 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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