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An interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality.

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Quantitative Finance

Owner: Taylor and Francis Journals

Description:

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 modelling
Anomalies in prices
Asset-liability modelling
Behavioural finance
Bounded rationality
Corporate finance
Corporate valuation
Derivatives pricing and hedging
Evolutionary game theory
Experimental finance
Extreme risks and insurance
Financial econometrics
Financial engineering
Learning adaptation
Liquidity modelling
Market dynamics and prediction
Market microstructure
Operational risk modelling
Portfolio management
Price formation
Risk management
Trading systems
Web-based financial services

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.

Brief description: An interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality.

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