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:
Submission Deadline
|
October 25th, 2019
|
Publication Date
|
December 2019
|
Guest Editor:
For
further questions or inquiries
Please
contact Editorial Assistant at
jmf@scirp.org