INFORMS Open Forum

Dear Colleagues,

The aim of this Special Issue is to explore and advance the field of portfolio risk management. In the face of the fast-paced evolution of financial markets in a data-rich environment, the need for effective risk management is critically important. This Special Issue seeks to gather innovative research and practical applications that contribute to the understanding and management of risks associated with investment portfolios.

The scope of this Special Issue encompasses a wide range of topics within portfolio selection and risk management disciplines, including but not limited to risk measurement and evaluation methodologies, asset allocation strategies, portfolio optimization models and solutions, risk forecasting models, tail-risk management, and risk diversification approaches.

We invite researchers and industry practitioners to submit original contributions that shed light on novel concepts, empirical studies, theoretical frameworks, and practical insights in the domain of portfolio risk management. This Special Issue aspires to advance the knowledge and practice of portfolio management, leading to improved risk mitigation and superior portfolio performance in the increasingly complex financial investments landscape.

Guest Editors

Prof. Dr. Nalin Chanaka Edirisinghe, RPI, USA
Asso. Prof. Dr. Jaehwan Jeong, Radford University, USA

About the Journal (JRFM)

Open Access: free for readers, with article processing charges (APC) paid by authors or their institutions. 

High Visibility: indexed within Scopus, EconBiz, EconLit, RePEc, and other databases.