Rosella Giacometti, University of Bergamo

Aaron Kim, Stony Brook University

Sergio Ortobelli Lozza, University of Bergamo

Svetlozar Rachev, Texas Tech University

Gabriele Torri, University of Bergamo

This special issue is open to all researchers working in quantitative finance and aims to collect cutting-edge contributions that push forward the theoretical, methodological, and applied frontiers of the field. While it originates from the Workshop on Quantitative Finance 2026 (QFW 2026, Bergamo, Italy), submissions are not limited to workshop participants.

This special issue aims to serve as a reference point for recent advances in quantitative finance, insurance and risk modeling, promoting contributions with strong methodological rigor and high relevance for both academia and practice.

Potential topics

• Advanced risk measures
• Portfolio optimization and asset allocation under uncertainty
• Stochastic control and dynamic portfolio choice
• Insurance and actuarial modeling
• Machine learning and artificial intelligence in finance
• Market microstructure
• Agent-based and behavioral finance models
• ESG and climate risk modeling
• Systemic risk, financial networks, and stability

Timeline

• January 15, 2027: Submission deadline