Journal of Mathematical Finance

ISSN Print: 2162-2434    ISSN Online: 2162-2442

Call For Papers

    Special Issue on Arbitrage and Market Equilibrium

    Effective and balanced securities market is an ideal state. The process of making market price converge to value is the process of market arbitrage, and it is the existence of arbitrage mechanism that ensures the efficiency and equilibrium of the market. Non-arbitrage equilibrium analysis method is one of the main methods in the development of modern finance, which greatly promotes the emergence of financial derivatives. Successful investment comes from understanding and grasping risks. Like other investments, arbitrage investment also has certain risks, so it is helpful to make correct decisions and invest by analyzing and evaluating its risk sources.

    In this special issue, we intend to invite front-line researchers and authors to submit original researches and review articles on exploring arbitrage and market equilibrium. Potential topics include, but are not limited to:

    • Arbitrage trading model and strategy
    • Arbitrage risk assessment
    • Non-arbitrage equilibrium analysis
    • Arbitrage portfolio theory
    • The impact of arbitrage on financial markets
    • Statistical arbitrage
    • Analysis of arbitrage application

    Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.

    Please kindly notice that the “Special Issue” under your manuscript title is supposed to be specified and the research field “Special Issue – Arbitrage and Market Equilibrium” should be chosen during your submission.

    According to the following timetable:

    Submission Deadline

    August 26th, 2019

    Publication Date

    October 2019

    Guest Editor:

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    Please contact Editorial Assistant at