About this Research Topic
This Research Topic aims to bring together contributions from both theoretical and applications-oriented research, with a focus on recent developments and techniques for the empirical analysis of financial risk, including the measurement and management of financial risk during pandemics. The primary goals are to address issues of risk management resulting from pandemics, to present a focus on new risk-management techniques tailored for extreme events, to analyze the relationships between risk and pandemic outbreaks, and to develop ad-hoc methodologies for portfolio management during pandemics.
This Research Topic welcomes and encourages the submission of high-quality papers focusing on either theoretical or empirical research on the management of financial markets during periods of emergency. Topics of interest include, but are not limited to:
- Portfolio management and optimization
- Risk management
- Commodity markets
- Cryptocurrency markets
- Hedging strategies
- Risk arbitrage
- Numerical aspects and software development to support risk management
- Big data analytics
- Financial data mining
- Machine learning
- Non-linear dynamics
Keywords: Financial Risk, Portfolio Management, Asset Allocation, COVID-19 Pandemic, Systemic Risk
Important Note: All contributions to this Research Topic must be within the scope of the section and journal to which they are submitted, as defined in their mission statements. Frontiers reserves the right to guide an out-of-scope manuscript to a more suitable section or journal at any stage of peer review.