Quantitative Finance
Quantitative Finance
Journal Title: Quantitative Finance
ISSN: 1469-7688
ISSN Online: 1469-7696
Publication Frequency: 12 issues per year
Impact Factor:
Five Year Impact Factor:
Source Normalized Impact per Paper (SNIP):
SCImago Journal Rank (SJR):
Cheif Editor:
Aim & Scope: 2014 Impact Factor: 0.653 ©2015 Thomson Reuters, 2015 Journal Citation Reports®
The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership. Quantitative Finance covers such applications as: Agent-based modellingFinancial econometrics
Anomalies in pricesFinancial engineering
Asset-liability modellingLearning adaptation
Behavioural financeLiquidity modelling
Bounded rationalityMarket dynamics and prediction
Corporate financeMarket microstructure
Corporate valuationOperational risk modelling
Derivatives pricing and hedgingPortfolio management

Quantitative Finance
is listed in the Social Science 2014 Citation Index®. 2013 Impact Factor: 0.754 5-Year Impact Factor: 0.945 Thomson Reuters,2014 Journal Citation Reports®.
Peer Review Policy:
All research articles in this journal have undergone rigorous peer review, based on initial editor screening and refereeing by two anonymous referees. It is the aim of the editorial office to confirm a first decision on submitted manuscripts within six months.
Subjects Covered & Scope: Applied Mathematics; Business, Management and Accounting; Economics, Finance, Business & Industry; Entrepreneurship and Small Business Management; Finance; Mathematics & Statistics; Supplementary material
Editor Board:

Joint Editors-in-Chief:

Michael Dempster - Centre for Mathematical Sciences, University of Cambridge and Cambridge Systems Associates Limited, UK
 
Jim Gatheral - Baruch College, The City University of New York, USA

Book Review Editor:

Riccardo Rebonato - Oxford University & Rsquared Limited, UK
 
Managing Editors:

Frédéric Abergel -  École Centrale de Paris, France
Jaime Casassus -  Catholic University of Chile, Santiago, Chile
Carl Chiarella -  University of Technology, Sydney, Australia
Christian-Oliver Ewald - University of Glasgow, UK
Masaaki Fukasawa -  Osaka University, Japan
Jessica James -  Commerzbank, London, UK
Andrew Lesniewski -  Baruch College, CUNY, USA
Mathieu Rosenbaum - Université Pierre et Marie Curie (Paris 6), France
Wim Schoutens -  University of Leuven, Belgium
Ke Tang -  Tsinghua University, Beijing, PR China

Advisory Board: 

Kenneth Arrow- Stanford University, USA
John Holland - University of Michigan, USA
Robert Merton - Harvard Business School, USA
Myron Scholes - Stanford University, USA
A. Michael Spence - New York University, USA

Editorial Board:
Marco Avellaneda - New York University, USA
Jean-Philippe Bouchaud - Science & Finance Capital Fund Management, Paris, France
Peter Carr - Morgan Stanley/NYU Courant Institute, USA
Rene Carmona - Princeton University, USA
G M Constantinides - University of Chicago, USA
Rama Cont - Imperial College London, UK
Michel Dacorogna - Converium Ltd, Switzerland
Mark Davis - Imperial College London, UK
Emanuel Derman - Columbia University, USA
Francis X. Diebold - University of Pennsylvania, USA
Darrell Duffie  - Stanford University, USA
Bruno Dupire - Bloomberg, New York, USA
Lord John Eatwell - University of Cambridge, UK
Frank J. Fabozzi - EDHC Risk Institute, France & USA
J Doyne Farmer - University of Oxford, UK
Robert Frey - Stony Brook University, New York, USA
Xavier Gabaix - Stern School of Business, New York, USA
John Geanakoplos - Yale University, USA
Lane Hughston - University College London, UK
Piotr Karasinski - EBRD, London & University of Oxford, UK
Hiroshi Konno - Chuo University, Japan
Albert "Pete" Kyle - University of Maryland, College Park, USA
Blake LeBaron - Brandeis University, USA
Alex Lipton - Bank of America Merrill Lynch, New York, USA 
Andrew Lo - MIT, USA
Thomas Lux - University of Kiel, Germany
Dilip Madan - University of Maryland, USA
Rosario Mantegna - University of Palermo, Italy
John E. Moody - International Computer Science Institute, USA
Peter Muller - PDT Partners LLC, New York, USA
John Mulvey - Princeton University, USA
Christopher Neely - Federal Reserve Bank of St. Louis, USA
William Perraudin - Risk Control, London, UK
Eckhard Platen - University of Technology, Sydney, Australia
Eric Reiner -  University of California, Berkeley, USA
Dan Rosen - R2 Financial Technologies & The Fields Institute, Canada
Jose Scheinkman - Columbia University, USA
Hersh Shefrin - Santa Clara University, USA
Albert Shiryaev - Steklov Institute, Russian Academy of Sciences, Russia
Joep Sonnemans - University of Amsterdam, The Netherlands
Didier Sornette - ETH Zurich, Switzerland
H. Eugene Stanley - Boston University, USA
Dietrich Stauffer - Cologne University, Germany
George Sugihara - University of California, USA
Hideki Takayasu - Sony Computer Science Laboratories Inc., Japan
Edward Thorp - E O Thorp Associates, USA
Jiang Wang - MIT, USA
Nick Webber - Leicester Business School, De Montfort University, UK
Yi-Cheng Zhang - Fribourg University, Switzerland
Xunyu Zhou - University of Oxford, UK

 


Abtracting & Indexing:

Current Mathematical Publications; EconLit; INSPEC® Information Services; ISI (CompuMath Citation Index®, Current Contents®/Social and Behavioral Science, ISI Alerting Services®, Science Citation Index Expanded®, Social Sciences Citation Index® and Social Scisearch®); Journal of Economic Literature (JEL); Mathematical Reviews; MathSciNet, Zentralblatt MATH and Scopus.


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