Nome da Revista: Journal of Banking & Finance
Classificação: B2
Dossiê Temático: "Asset Pricing and Factor Investing"
Prazo: 15/08/2021
Titulação: não informada
Link para a chamada: clique aqui
Texto da chamada
The special issue aims to invite submissions of state-of-the-art high-quality articles on topics related to asset pricing and factor investing. The asset pricing literature has identified hundreds of factors capable of capturing sizeable risk premia. The range of ‘successful’ styles that impact asset returns has become so wide that investors are likely to be somewhat bewildered by the possibilities. This special issue, edited jointly with the 2021 conference of the French Finance Association, aims at helping academics and practitioners alike in their search for risk premia and in their asset allocation decisions within and across asset classes. Topics of interest include, but are not limited to,
- Theoretical asset pricing models
- Estimating and evaluating asset pricing models
- Asset allocation
- Return predictability
- Factor identification, timing and forecasting
- Factor optimization
- Factor zoo
- Style integration
- Fading anomalies
- Big data and machine learning
- Risk management
- Performance evaluation
- Implementation and transaction costs
The special issue will be associated with the 2021 conference of the French Finance Association that will be held at Audencia Business School (Nantes, France), May 26-28, 2021. Any paper presented at the conference is eligible for publication in the special issue. For more on the publication opportunities, please go to:
https://affi2021.eventsadmin.com/i/PublicationOpportunities
Planned schedule:
· First submission date: May 28, 2021
· Submission deadline: Aug 15, 2021
· Notification of final decision: September 30, 2022
· Possible special issue publication date: Late 2022
Guest editors:
· Emilios Galariotis, Audencia Business School, France
· Joëlle Miffre, Audencia Business School, France
· Benoît Sévi, University of Nantes, France