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(yōu)秀期刊，中文名稱量化金融，本刊主要出版、報道經(jīng)濟學(xué)-BUSINESS, FINANCE領(lǐng)域的研究動態(tài)以及在該領(lǐng)域取得的各方面的經(jīng)驗和科研成果，介紹該領(lǐng)域有關(guān)本專業(yè)的最新進展，探討行業(yè)發(fā)展的思路和方法，以促進學(xué)術(shù)信息交流，提高行業(yè)發(fā)展。該刊已被國際權(quán)威數(shù)據(jù)庫SCIE、SSCI收錄，為該領(lǐng)域相關(guān)學(xué)科的發(fā)展起到了良好的推動作用，也得到了本專業(yè)人員的廣泛認(rèn)可。該刊最新影響因子為1.5，最新CiteScore 指數(shù)為3.2。

本刊近期中國學(xué)者發(fā)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.