期刊名：Risks

期刊主页：https://www.mdpi.com/journal/risks

本期文献精选聚焦投资组合优化、风险管理与资产配置等主题，涵盖量子计算、人工智能、熵理论、CVaR 等方法，并拓展至加密货币、ESG、保险资金等多元应用场景。相关研究兼顾理论方法创新与现实市场约束，为金融风险度量、投资组合管理和资产配置提供了多样化的研究视角。

Risks 诚邀国内外相关领域专家、学者及业界研究人员投稿，围绕投资组合优化、风险度量、资产配置、金融风险管理及相关交叉领域，分享理论创新与实践研究成果。

1. Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization

将偿付能力资本纳入投资组合优化的二次无约束二元优化方法

https://www.mdpi.com/2227-9091/12/2/23

Turkalj, I.; Assadsolimani, M.; Braun, M.; Halffmann, P.; Hegemann, N.; Kerstan, S.; Maciejewski, J.; Sharma, S.; Zhou, Y. Quadratic Unconstrained Binary Optimization Approach for Incorporating Solvency Capital into Portfolio Optimization. Risks 2024, 12, 23. https://doi.org/10.3390/risks12020023

2. Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference

基于 ESG 偏好的稳健投资组合优化

https://www.mdpi.com/2227-9091/12/2/33

Escobar-Anel, M.; Jiao, Y. Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference. Risks 2024, 12, 33. https://doi.org/10.3390/risks12020033

3. Navigating Inflation Challenges: AI-Based Portfolio Management Insights

应对通胀挑战：基于人工智能的投资组合管理研究

https://www.mdpi.com/2227-9091/12/3/46

Bareith, T.; Tatay, T.; Vancsura, L. Navigating Inflation Challenges: AI-Based Portfolio Management Insights. Risks 2024, 12, 46. https://doi.org/10.3390/risks12030046

4. Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs

揭示超额收益：头部AI相关股票相对IT指数与机器人 ETF 的投资组合分析

https://www.mdpi.com/2227-9091/12/3/52

Trabelsi Karoui, A.; Sayari, S.; Dammak, W.; Jeribi, A. Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs. Risks 2024, 12, 52. https://doi.org/10.3390/risks12030052

5. Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities

高相关环境下运用加密货币与银行股进行动态投资组合优化：多元化分析与资产选择

https://www.mdpi.com/2227-9091/13/6/113

Ntare, H.B.; Muteba Mwamba, J.W.; Adekambi, F. Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities. Risks 2025, 13, 113. https://doi.org/10.3390/risks13060113

6. Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios

面向现实约束的 ESG 友好型股票投资组合量子计算方法

https://www.mdpi.com/2227-9091/12/4/66

Catalano, F.; Nasello, L.; Guterding, D. Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios. Risks 2024, 12, 66. https://doi.org/10.3390/risks12040066

7. Optimising Portfolio Risk by Involving Crypto Assets in a Volatile Macroeconomic Environment

宏观经济波动环境下纳入加密资产的投资组合风险优化

https://www.mdpi.com/2227-9091/12/4/68

Bányai, A.; Tatay, T.; Thalmeiner, G.; Pataki, L. Optimising Portfolio Risk by Involving Crypto Assets in a Volatile Macroeconomic Environment. Risks 2024, 12, 68. https://doi.org/10.3390/risks12040068

8. Analyzing the Influence of Risk Models and Investor Risk-Aversion Disparity on Portfolio Selection in Community Solar Projects: A Comparative Case Study

风险模型与投资者风险厌恶差异对社区光伏项目投资组合选择的影响：比较案例研究

https://www.mdpi.com/2227-9091/12/5/75

Shakouri, M.; Nnaji, C.; Banihashemi, S.; Nguyen, K.L. Analyzing the Influence of Risk Models and Investor Risk-Aversion Disparity on Portfolio Selection in Community Solar Projects: A Comparative Case Study. Risks 2024, 12, 75. https://doi.org/10.3390/risks12050075

9. Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact

基于熵的投资组合策略探究：实证分析及加密货币的影响

https://www.mdpi.com/2227-9091/12/5/78

Giunta, N.; Orlando, G.; Carleo, A.; Ricci, J.M. Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact. Risks 2024, 12, 78. https://doi.org/10.3390/risks12050078

10. Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II

投资组合配置与保险偿付能力：Solvency II 时代保险集团的新证据

https://www.mdpi.com/2227-9091/12/12/191

Poufinas, T.; Siopi, E. Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II. Risks 2024, 12, 191. https://doi.org/10.3390/risks12120191

11. Limiting Loss Distribution of Default and Prepayment for Loan Portfolios and Its Application in RMBS

贷款资产组合违约与提前还款的极限损失分布及其在 RMBS 中的应用

https://www.mdpi.com/2227-9091/13/8/153

Xia, C.; Zang, X.; Bu, L.; Duan, Q.; Yang, J. Limiting Loss Distribution of Default and Prepayment for Loan Portfolios and Its Application in RMBS. Risks 2025, 13, 153. https://doi.org/10.3390/risks13080153

12. Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints

基于可信性 CVaR 准则及现实约束的加密货币投资组合配置

https://www.mdpi.com/2227-9091/12/10/163

Ghanbari, H.; Mohammadi, E.; Fooeik, A.M.L.; Kumar, R.R.; Stauvermann, P.J.; Shabani, M. Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints. Risks 2024, 12, 163. https://doi.org/10.3390/risks12100163

13. Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance

运用敏感性VaR 与扭曲随机占优方法提高投资组合去碳化水平

http://www.mdpi.com/2227-9091/12/10/167

Rohmawati, A.; Neswan, O.; Puspita, D.; Syuhada, K. Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance. Risks 2024, 12, 167. https://doi.org/10.3390/risks12100167

14. A Comparison of Financial Risk-Tolerance Assessment Methods in Predicting Subsequent Risk Tolerance and Future Portfolio Choices

金融风险承受能力评估方法在预测后续风险承受能力与未来投资组合选择方面的比较

https://www.mdpi.com/2227-9091/12/11/170

Kwak, E.J.; Grable, J.E. A Comparison of Financial Risk-Tolerance Assessment Methods in Predicting Subsequent Risk Tolerance and Future Portfolio Choices. Risks 2024, 12, 170. https://doi.org/10.3390/risks12110170

15. Optimal Investment Considerations for a Single Cohort Life Insurance Portfolio

单一批次寿险投资组合的最优投资策略

https://www.mdpi.com/2227-9091/13/12/233

Cahyaningtias, S.; Jevti?, P.; Gardner, C.; Pirvu, T.A. Optimal Investment Considerations for a Single Cohort Life Insurance Portfolio. Risks 2025, 13, 233. https://doi.org/10.3390/risks13120233

Risks 期刊介绍

主编：Steven Haberman教授，英国伦敦大学，城市圣乔治学院

期刊专注于发表和传播保险和金融风险管理领域的文章。目前已被Scopus、ESCI (Web of Science)、EconLit, EconBiz, RePEc等数据库收录。

2025 Impact Factor: 1.8

2025 CiteScore: 4.5

Time to First Decision: 21.8 Days

Acceptance to Publication: 7.6 Days