for instance I noticed that a lot of questions are posted on cointegration. could it be possible to create topic pages or stacks (like in delicious.com) or portals (like in wikipedia) to group and organise them around a structured article?
You can favorite a tag if you want questions of that specific topic highlighted. Just go to the prefs of your user page and add the tag names.
Stack Exchange is also expermenting with domains for related tags, like Facebook Stack Overflow, but we don't have the power to set that up ourselves (nor would it make sense to on Quant SE given how few questions we have anyway).
I think what you are looking for are community wikis.
For example, one of our most famous question about online data sources has been set as a community wiki, which means that everybody can edit it to contribute to the question without having as much reputation as it would usually be required.