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 Financial econometrics
Anomalies in prices Financial engineering
Asset-liability modelling Learning adaptation
Behavioural finance Liquidity modelling
Bounded rationality Market dynamics and prediction
Corporate finance Market microstructure
Corporate valuation Operational risk modelling
Derivatives pricing and hedging Portfolio management
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.
Authors can choose to publish gold open access in this journal.
Read the Instructions for Authors for information on how to submit your article.
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