Special Issue on Portfolio Theory and Risk Management

Portfolio theory provides the foundation for estimating the return required by investors for different assets. Through diversification the exposure to risk could be minimized, which implies that portfolio risk is less than the average of the risk. The goal of this Special Issue is to provide a platform for scientists worldwide to promote, share, and discuss various new issues and developments in the area of portfolio theory and risk management.

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

• Risk and portfolio analysis
• Portfolio diversification
• Optimum portfolio
• Market portfolio
• Asset pricing models
• Risk management models
• Modern portfolio theory

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:

Guest Editor:

For further questions or inquiries

Please contact Editorial Assistant at

jmf@scirp.org