Special Issue "Portfolio Optimization and Risk Management: New Development and Applications"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: 31 March 2019
Portfolio optimization and related risk analysis is one of the central themes in financial mathematics. Since the pioneering work of Markowitz, portfolio theory has had a great impact on both financial theory and applications. Early portfolio theory focused on the trade-off between mean as an indication for reward and variation as a risk measure.
The need in financial practice stimulated the development of more general reward and risk measures. Recently, new frameworks for portfolio theory have begun to emerge. For instance, practically important drawdown risk measures attracted more attention from both researchers and practitioners.
This Special Issue aims to stimulate discussions on new developments of the portfolio theory and their practical applications. We therefore welcome and encourage the submission of high quality papers related, but not limited to, the following topics:
- New framework for portfolio optimization
- Theory on trading strategies (multi-period portfolios)
- Analysis of risk measures
- Applied risk management
- Asset allocation in theory and practice
- Application in finance and elsewhere
Prof. Dr. Qiji (Jim) Zhu
Prof. Dr. Stanislaus Maier-Paape
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. Risks is an international peer-reviewed open access quarterly 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 350 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.
- portfolio theory
- applied finance
- risk measures
- asset allocation