Special Issue of JFDM

The Journal of Financial Decision Making

Special Issue of papers on

“Multiple Criteria Decision Making in Finance“

http://www.jfdm.org/

Introduction:

Multiple Criteria Decision Making (MCDM) models enable the decision maker to take into consideration the trade-offs between criteria and his/her preferences. Consequently, the communities of finance have adopted these models to address complex financial decision problems, as portfolio selection, asset and liability management, capital budgeting, interest rate and risk analysis, etc.

The aim of this special issue is to publish selected papers presented during the International Conference on Multidimensional Finance, Insurance and Investment (ICMFII’2011), Hammamet, April 14-16, 2011. As, the field of MCDM in finance is a growing field, we are willing to extend this call to papers that were not presented during the ICMFII. We seek original and unpublished work not currently under review by any other journal. Topics of interest include, but are not limited to, applications of MCDM models to:

* Portfolio Analysis
* Financial Planning
* Asset and liability management
* Option pricing,
* Interest rate models,
* Capital Budgeting,
* Bank Management
* Auditing, Accounting, Insurance, and Pension Fund Management,
* Corporate Governance
* Finance applications,
* All other topics in relation to Financial Decision Sciences

Guest Editors:

Hatem MASRI

Head of the Management Department,
CEMIS, University of Nizwa,

P.O. Box: 33, PC 616, Birkat Al Mouz,
Sultanate of Oman.
hatem.masri@unizwa.edu.om

Paper submission and review process:

* All the papers must be sent in PDF by email to the following address hatem.masri@unizwa.edu.om
* All the submitted papers will be strictly peer reviewed by at least two anonymous reviewers.
* Based on the reports by the reviewers, the final decision on papers submitted to this Special Issue will be taken by the Editor in Chief of JFDM, Prof. Constantin Zopounidis.

Important Dates:

Deadline for papers submission: 31st October 2011 (though early submission is strongly suggested. Papers will be managed as soon as they are received).

About the journal:

The purpose of The Journal of Financial Decision Making is to present innovative, original and high standard research, leading to quantitative methodologies and operational decision aids for optimal financial decisions.

The range of quantitative approaches spans from management science, operations research, probability theory, stochastic calculus, statistics, econometrics and mathematical finance theory, focusing onto the development of operational financial decision aids.

The Journal of Financial Decision Making (JFDM) encapsulates the intersection of interests between academics and practitioners. It is motivated by the real-world financial problems encountered in such institutions as investment banks, asset management firms, mutual and pension funds, hedge funds, financial regulation authorities as well as industrial, commercial and financial consulting firms.

Submission Format:

* All submitted manuscripts must be original work that is not under submission at another journal or under consideration for publication in another form, such as a monograph or chapter of a book.
* All manuscripts should be prepared in MS Word format and printed in Times Roman (12 pt). Use one-and-a-half line spacing throughout with wide margins on A4 paper.
* Authors should provide full mailing address(es), including e-mail. The corresponding author should be clearly indicated, in a footnote appearing on the first page of the article.
* An abstract of not more than 150 words should appear in the first page of the manuscript. It should be self-contained and understandable by the general reader outside the context of the article. It should be free from formulae, acronyms and references. The abstract should be followed by a list of up to 5 keywords.
* All sections and subsections should be numbered in Arabic numerals.
* Paragraphs should be indented in the manuscript to avoid ambiguities when a line ends on a full stop.
* Figures and tables should be numbered consecutively and have a self-explanatory short title. Avoid color figures and the use of vertical lines in tables. All tables and figures should be incorporated in the main text.
* All equations (expect for very short ones) should be displayed on a separate line. Equations which are cited in the main text should be numbered consecutively on the right margin, using Arabic numerals in parentheses.
* Footnotes are not allowed.
* References should be listed alphabetically by author at the end of the paper and referred to in the body of the text by Name (year). The references’ list should be prepared according to the following examples:

For journal papers:

Srinivasan, V. and Shocker, A.D. (1973), “Linear programming techniques for multidimensional analysis of preferences”, Psychometrika, 38(3), 337-396.

For monographs:

Elton, E.J. and Gruber, M.J. (1987), Modern Portfolio Theory and Investment Analysis (3nd edition), John Wiley, New York.

For contributions to edited volumes:

ΜcFadden, D. (1974), “Conditional logit analysis in qualitative choice behavior”, in: P. Zarembka (ed.), Frontiers in Econometrics, Academic Press, New York.

For unpublished research reports:

Mangasarian, O.L. and Musicant, D.R. (2000), “Lagrangian support vector machine classification”, Technical Report 00-06, Data Mining Institute, Computer Sciences Department, University of Wisconsin.