Wednesday, December 7, 2011

Financial Networks -- Special Issue of Computational Management Science

Last December I very much enjoyed speaking on Financial Networks at the Measuring Systemic Risk Conference, organized by Lars Peter Hansen of the University of Chicago, Andrew W. Lo of the Sloan School at the Massachusetts Institute of Technology, and David Marshall of the Federal Reserve Bank of Chicago.

I wrote about the conference in a blogpost entitled, Oprah was not there and neither was George Clooney but Chicago still Sparkled with Intellectual Brilliance.

Recently, I received an invitation from the editor of the journal, Computational Management Science, Dr. Berc Rustem of Imperial College, to edit a Special Issue on Financial Networks.

This invitation I also could not refuse.

Below is a Call for Papers, which will also be posted shortly on the journal website.

Call for Papers

Special Issue of Computational Management Science

Financial Networks

Guest Editor:

Anna Nagurney

Isenberg School of Management, University of Massachusetts Amherst


Areas of Interest

Networks are a powerful scientific framework for the modeling, analysis, and solution of complex economic, social, and management problems.

Financial networks, in particular, have evolved to become a theoretical and computational paradigm for a spectrum of decision-making problems from the micro to the macro levels, and ranging from portfolio optimization to systemic risk assessment, financial intermediation, contagion analysis, and even electronic finance.

This special issue of Computational Management Science seeks to capture the state-of-the-art of financial networks through high quality, original research papers that include numerical results.

Reviewing Information

The submitted papers will be peer-reviewed by anonymous reviewers according to the standards of a leading international journal.

Submission Information

The deadline for submission is July 15, 2012. Manuscripts must be written in English and conform to the style of the journal Computational Management Science and not exceed 25 pages.

Please submit manuscripts to:

http://www.editorialmanager.com/cmsc/

and select Article Type: S.I. Networks, to ensure proper processing.

If you have questions, the Guest Editor can be contacted at:

e-mail: nagurney@isenberg.umass.edu