Special Issue "Risk vs Performance Measures: Robustness, Elicitability and Time-Dependency"
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (31 October 2018)
I would like to invite you to submit a paper to a forthcoming Special Issue on “Risk vs Performance Measures: Robustness, Elicitability and Time-Dependency”.
This Special Issue aims to collect advances in the theory and practice of monetary risk measures, with special emphasis on the duality between risk and performance measures. It is well-established how investors deal with a trade-off between reward and risk associated with a financial position, either in a static or in a dynamic fashion. The literature devoted to the analysis of this trade-off needs to be enforced by focusing on the connection among risk measures, acceptable cash flows and indices of performance then delivering a unifying framework.
Submissions providing theoretical as well as empirical results are welcome. The submitted papers are expected to provide insights on the robustness, the elicitability and the time-consistency or path-dependency of the various measures considered in the unified framework.
Prof. Dr. Damiano Rossello
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.
- Elicitable risk functionals
- Statistical robustness
- Duality between risk and performance measures
- Acceptable indices of performance
- Elicitable indices of performance