Quantitative Finance (journal)
| Discipline | Mathematical finance, Financial economics, Econometrics |
|---|---|
| Language | English |
| Edited by | Michael A. H. Dempster and Jim Gatheral |
| Publication details | |
Publication history | 2001–present |
| Publisher | Taylor & Francis (United Kingdom) |
| Frequency | Monthly |
| Hybrid | |
| 1.71 | |
| Find out here | |
| Indexing | |
| ISSN | 1469-7688 (print) 1469-7696 (web) |
| Links | |
Search Quantitative Finance (journal) on Amazon.
Quantitative Finance is a peer-reviewed academic journal covering mathematical finance and quantitative methods as applied to financial markets. It is published by Taylor & Francis and has been in continuous publication since 2001.
Overview
The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work.[1] Its readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations.
Topics covered include agent-based modelling, financial econometrics, anomalies in prices, financial engineering, asset-liability modelling, behavioural finance, liquidity modelling, bounded rationality, market dynamics and prediction, corporate finance, market microstructure, derivatives pricing and hedging, and portfolio management.[1]
History
Quantitative Finance was founded and launched in 2001 by Michael A. H. Dempster of the University of Cambridge and J. Doyne Farmer, subsequently co-edited with Jean-Philippe Bouchaud of Capital Fund Management, and is currently co-edited with Jim Gatheral of Baruch College, City University of New York.[2] The journal was received with considerable initial acclaim from financial centres in New York, London, and other global financial capitals.[2]
Peter Carr, a well-known quantitative finance scholar, described it as "the first academic journal that has attracted the eye of Wall Street." Emanuel Derman, former managing director at Goldman Sachs and Professor of Finance at Columbia University, described the journal as being of "very high quality and interest."[2]
The journal was initially published as a bimonthly. It increased its issue size in 2007, moved to eight issues per year in 2008, expanded to ten issues in 2010, and became a monthly publication in 2011 in order to reduce the backlog of high-quality accepted articles.[2] Over the years its impact factors have moved it to the top tier of journals in economics, finance, and the mathematical sciences.[2]
Editors
The current co-editors-in-chief are Professor Michael A. H. Dempster of the University of Cambridge, who co-founded the journal in 2001, and Professor Jim Gatheral of the City University of New York (Baruch College).[1] Claudio Tebaldi of Università Bocconi, Milan, also serves on the editorial leadership.[1]
The journal's editorial board includes prominent academics from institutions such as Princeton University, Stanford University, Oxford University, Harvard University, Yale University, and leading financial industry professionals from firms including Bloomberg L.P. and Commerzbank.[3]
Metrics and rankings
Quantitative Finance holds a best quartile ranking of Q1 in Economics, Econometrics and Finance according to SCImago Journal Rank (SJR), with an SJR score of 0.695.[4] The journal carries an h-index of 89.[5] Its 2024 impact factor stands at 1.71, with the highest recorded impact factor of 2.02 achieved in 2021.[5]
Over its lifetime, more than 2,250 publications have been issued in the journal, receiving in excess of 62,000 citations.[6]
Abstracting and indexing
Quantitative Finance is abstracted and indexed in the following databases:[1]
- EconLit
- INSPEC
- Science Citation Index Expanded (Web of Science)
- Social Sciences Citation Index (Web of Science)
- CompuMath Citation Index
- Current Contents/Social and Behavioral Science
- Journal of Economic Literature (JEL)
- Mathematical Reviews
- MathSciNet
- Zentralblatt MATH
- Scopus
Open access
Quantitative Finance is a hybrid open-access journal and is part of the Taylor & Francis Open Select publishing program, giving authors the option to publish their work open access immediately upon publication.[1]
References
- ↑ 1.0 1.1 1.2 1.3 1.4 1.5 "About This Journal – Quantitative Finance". Taylor & Francis. Retrieved 2025-10-22.
- ↑ 2.0 2.1 2.2 2.3 2.4 "Quantitative Finance". University of Cambridge Statistical Laboratory. Retrieved 2025-10-22.
- ↑ "Editorial Board – Quantitative Finance". Taylor & Francis. Retrieved 2025-10-22.
- ↑ "Quantitative Finance – Scimago Journal Rank". Retrieved 2025-10-22.
- ↑ 5.0 5.1 "Quantitative Finance Impact Factor". Resurchify. Retrieved 2025-10-22.
- ↑ "Quantitative Finance – SciSpace". Retrieved 2025-10-22.
External links
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