Topics covered include Asset allocation and security selection Portfolio construction/optimisation Portfolio risk measurement/management Portfolio performance evaluation/attribution Portfolio re-engineering/rebalancing Mutual and hedge funds management Pension funds and institutional portfolio management Wealth and private portfolio management Equity and bond portfolio management Hedging and management of derivatives portfolios Commodities and alternative instruments portfolio management Active-passive portfolio management, investment styles Quantitative/algorithmic portfolio management Portfolio econometrics and foundations of portfolio theory Portfolio analytics and decision support investment platforms More on this journal... Objectives IJPAM is a scholarly journal whose objective is to contribute to PM as a distinct scientific field of economics and finance. Moreover, it aims at cultivating and fostering the generic idea of PM. IJPAM intends to act as a forum and to establish a platform for academic researchers and industry practitioners in the PM field. Its objectives are to establish an effective channel of communication between all people involved in the underlying research area and to promote and coordinate relevant developments and innovative research initiatives. It will: Raise awareness of importance regarding the gravity of the PM research field Focus on excellence in developing PM methodologies, models and techniques to deal with major economic and financial decision making problems Provide insights relative to the latest PM developments, and Offer a networking forum for academic researchers and industry practitioners Readership IJPAM shapes its content from the research needs of a wide-ranging but tightly focused set of groups that are actively involved in advancing the fields of PM. These groups include academic researchers active within the areas of economics and finance. Contributions from industry practitioners and professionals such as financial analysts, investment consultants, portfolio managers and financial engineers are also welcome. Contents IJPAM publishes high quality empirical, theoretical and survey research pieces that contribute significantly and provide meaningful insights in the field of PM. Priority is given to articles that reveal novel concepts of broad interest to the research community of finance. Contributions may be by submission or invitation. Suggestions for Special Issues that address specific and well-defined relevant topics are welcome. IJPAM hosts all of the basic methodological streams of PM. It focuses on papers presenting new theoretical insights and developments, as well as real-world case studies illustrating the implementation of PM approaches in financial practice. Papers exploring the interactions of PM with other relevant disciplines such as information technology, computer science, decision support systems and artificial intelligence are of particular interest. Research papers from eminent scientists reviewing the existing state-of-the-art are also welcome.   Hide

Browse issues Vol. 1 2012 Vol. 1 No. 2 2012 Vol. 1 No. 1

IJPAM is indexed in: Google Scholar    IJPAM is listed in: Cabell's Directory of Publishing Opportunities

Editor in Chief

• Xidonas, Panos, National Technical University of Athens, Greece
  (pxidepu.ntua.gr)

Editors

• Benninga, Simon, Tel Aviv University, Israel
• Steuer, Ralph, University of Georgia, USA

Advisory Board

• Brealey, Richard, London Business School, UK
• Constantinides, George M., University of Chicago Booth, USA
• Gruber, Martin, New York University, USA
• Hull, John, University of Torotno, Canada
• Jensen, Michael, Harvard University, USA
• Levy, Haim, Hebrew University of Jerusalem, Israel
• Luenberger, David, Stanford University, USA
• Markowitz, Harry, University of California, San Diego, USA

EB Members

• Adcock, Chris, University of Sheffield, UK
• Aouni, Belaid, Laurentian University, Canada
• Arenas Parra, Mar, University of Oviedo, Spain
• Avellaneda, Marco, New York University, USA
• Batten, Jonathan, Hong Kong University of Science & Technology, Hong Kong
• Bielecki, Tomasz, Illinois Institute of Technology, USA
• Bilbao, Amelia, University of Oviedo, Spain
• Brown, Keith, University of Texas, USA
• Chen, Jianguo, Massey University, New Zealand
• Chong, Tsui Kai, SIM University, Singapore
• Choudhry, Taufiq, University of Southampton, UK
• Cintioli, Dario, StatPro, Italy
• Coakley, Jerry, University of Essex, UK
• Cuthbertson, Keith, City University, UK
• Ding, David, Singapore Management University, Singapore
• Dragota, Victor, Bucharest University of Economics, Romania
• Dunis, Christian, Horus Partners Wealth Management Group, Switzerland
• Elder, John, Colorado State University, USA
• Faff, Robert, University of Queensland, Australia
• Ferson, Wayne, University of Southern California, USA
• Finnerty, John, Fordham University, USA
• Franke, Guenter, University of Constance, Germany
• Fuertes, Ana-Maria, City University, UK
• Gallati, Reto, University of Chicago Booth, USA
• Haliassos, Michael, Goethe University Frankfurt, Germany
• Halkos, George, University of Thessaly, Greece
• Kanas, Angelos, University of Piraeus, Greece
• Katopodis, Thanos, RBS Global Banking & Markets, UK
• Kavussanos, Manolis, Athens University of Economics & Business, Greece
• Kerstens, Kristiaan, Universite Catholique de Lille, France
• Kolm, Petter, New York University, USA
• Konno, Hiroshi, Chuo University, Japan
• Kotsou, Sofia, JP Morgan Chase, USA
• Krintas, Theodore, Attica Wealth Management, Greece
• La Torre, Davide, University of Milan, Italy
• Leal, Ricardo P. C., Federal University of Rio de Janeiro, Brazil
• Lekkos, Ilias, Piraeus Bank, Greece
• Loughran, Timothy, University of Notre Dame, USA
• Malliaris, A. G. (Tassos), Loyola University Chicago, USA
• Mansini, Renata, University of Brescia, Italy
• Mantegna, Rosario, University of Palermo, Italy
• Marchioro, Marco, University of Milan, Italy
• Masih, Mansour, Global University in Islamic Finance, Malaysia
• Mavrotas, George, National Technical University of Athens, Greece
• McDonald, Robert, Northwestern University, USA
• Minahan, John, Massachusetts Institute of Technology, USA
• Mitra, Gautam, Brunel University, UK
• Nordén, Lars, Stockholm University, Sweden
• Ogryczak, Włodzimierz, Warsaw University of Technology, Poland
• Pasiouras, Fotios, University of Surrey, UK and Technical University of Crete, Greece
• Perez, Blanca, University of Oviedo, Spain
• Refenes, Apostolos, Athens University of Economics and Business, Greece
• Rouwenhorst, Geert, Yale University, USA
• Rutkowski, Marek, University of Sydney, Australia
• Söderlind, Paul, University of St Gallen, Switzerland
• Satchell, Steve, University of Cambridge, UK
• Schoenmakers, John, Weierstrass Institute, Germany
• Schoutens, Wim, Katholieke Universiteit Leuven, Belgium
• Schwartz, Robert, City University of New York, USA
• Shanken, Jay, Emory University, USA
• Singal, Vijay, Virginia Tech, USA
• Siokos, Stavros, Sciens Capital Management, UK
• Siriopoulos, Kostas, University of Patras, Greece
• Soares, Joao Oliveira, Instituto Superior Tecnico, Portugal
• Sornette, Didier, ETH Zurich, Switzerland
• Speranza, Grazia, University of Brescia, Italy
• Spronk, Jaap, Erasmus University Rotterdam, Netherlands
• Stanley, Eugene, Boston University, USA
• Statman, Meir, Santa Clara University, USA
• Sweeney, Richard, Georgetown University, USA
• Trueck, Stefan, Macquarie University, Australia
• Vaihekoski, Mika, University of Turku, Finland
• Valkanov, Rossen, University of California, San Diego, USA
• Vorrias, John, UBS Investment Bank, Switzerland
• Vrontos, Ioannis, Athens University of Economics & Business, Greece
• Winston, Wayne, Indiana University, USA
• Wohar, Mark, University of Nebraska-Omaha, USA
• Young, Martin, Massey University, New Zealand
• Zanotti, Giovanna, Bergamo University, Italy
• Zhou, Guofu, Washington University, USA

A few essentials for publishing in this journal

 

• Submitted articles should not have been previously published or be currently under consideration for publication elsewhere.
• Conference papers may only be submitted if the paper has been completely re-written (taken to mean more than 50%) and the author has cleared any necessary permissions with the copyright owner if it has been previously copyrighted.
• All our articles are refereed through a double-blind process.
• All authors must declare they have read and agreed to the content of the submitted article. A full statement of our Ethical Guidelines for Authors is available.

 

Submission process

 

All articles for this journal must be submitted using our online submissions system.

Read our information on preparing and submitting articles.