In recent years, more and more financial management problems, such as portfolio selection, asset pricing, risk management, and asset-liability management problems, have been presented in the literature adopting formulation and solution approaches rooted in mathematic theory, as well as optimization methods.

The main focus of this special issue will be on the state-of-the-art advances in the studies of mathematical modeling and algorithms to the financial management problems, such as asset allocation, portfolio selection, currency hedging, hedge fund strategies, asset-liability management, asset pricing, and optimal trading strategies. Potential topics include, but are not limited to:

• Portfolio selection
• Asset pricing and hedging
• Risk management
• Asset-liability management
• Financial forecasting
• Optimization methods for financial problems, such as stochastic programming, dynamic programming, robust optimization, multiobjective optimization, and heuristic methods

Before submission authors should carefully read over the journal’s Author Guidelines, which are located at http://www.hindawi.com/journals/mpe/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/submit/journals/mpe/mafe/ according to the following timetable: