Quantitative Finance

雜志介紹

Quantitative Finance雜志介紹

《Quantitative Finance》是一本以English為主的未開放獲取國際優秀期刊，中文名稱量化金融，本刊主要出版、報道經濟學-BUSINESS, FINANCE領域的研究動態以及在該領域取得的各方面的經驗和科研成果，介紹該領域有關本專業的最新進展，探討行業發展的思路和方法，以促進學術信息交流，提高行業發展。該刊已被國際權威數據庫SCIE、SSCI收錄，為該領域相關學科的發展起到了良好的推動作用，也得到了本專業人員的廣泛認可。該刊最新影響因子為1.5，最新CiteScore 指數為3.2。

本刊近期中國學者發表的論文主要有：

• Horizon effect on optimal retirement decision

  Author: Jeon, Junkee; Kwak, Minsuk; Park, Kyunghyun

• Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry

  Author: Zhang, Zehua; Zhao, Ran

• Optimal reinsurance-investment with loss aversion under rough Heston model

  Author: Ma, Jingtang; Lu, Zhengyang; Chen, Dengsheng

• A two-step framework for arbitrage-free prediction of the implied volatility surface

  Author: Zhang, Wenyong; Li, Lingfei; Zhang, Gongqiu

英文介紹

Quantitative Finance雜志英文介紹

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.