Advances in Portfolio Optimization: Theory and Applications
A special issue of Axioms (ISSN 2075-1680). This special issue belongs to the section "Mathematical Analysis".
Deadline for manuscript submissions: closed (30 September 2024) | Viewed by 1271
Special Issue Editors
Interests: risk theory; risk optimization; portfolio optimization; multi-criteria decision-making; generalized convexity and generalized monotonicity; applications of optimization techniques in finance, economics, and engineering sciences
Interests: operations research; risk management; mathematics of finance; optimization theory; nonlinear functional analysis; differential equations; real analysis; numerical analysis
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Special Issue Information
Dear Colleagues,
Portfolio optimization and its further management are topics of particular interest to multinational firms, financial intermediaries, and institutional and individual investors. The problem of optimal portfolio selection involves computing the proportion of the given budget that should be allocated in the available assets, thus being at the core of financial management. Markowitz’s pioneering work plays an important and critical role in modern portfolio theory: the mean–variance model has revolutionized the way of thinking in this field, rapidly gained widespread acceptance and, consequently, been used as a practical tool for portfolio optimization. This field continues to attract the attention of academics and practitioners, and the mean–risk framework continues to be a subject of ongoing theoretical and empirical developments and extensions.
With this Special Issue, we aim to create a platform for papers that will foster the development of further insights into theoretical/mathematical issues in portfolio optimization, in addition to novel applications of methods and techniques of portfolio formalism in optimizing the economic activity in other domains.
In this Special Issue, original research articles and reviews are welcome. Research areas may include (but not limited to) the following:
- single- and multi-period portfolio selection models,
- multi-objective portfolio models,
- mean-risk portfolio selection models,
- continuous-time portfolio optimization,
- efficient frontiers of portfolio models,
- theory of risk measures,
- risk measures based on downside moments,
- modeling, measuring, and optimizing risk in the context of portfolio selection,
- portfolio models with missing data,
- artificial intelligence and data quality development in portfolio optimization,
- behavioral portfolio selection and optimization,
- assessment of portfolio performance,
- applications of financial portfolio theory in non-financial domains such as business management, healthcare services, agricultural decision-making, supply chain management, biodiversity conservation, energy, etc.
We look forward to receiving your contributions.
Prof. Dr. Cristinca Fulga
Prof. Dr. Marius Radulescu
Guest Editors
Manuscript Submission Information
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Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2400 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.
Keywords
- portfolio selection models
- modeling and measuring risk
- risk optimization
- applications of methods and techniques of financial portfolio theory in non-financial domains
- multi-objective portfolio models
- assessment of portfolio performance
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