Quantitative Finance

杂志介绍

Quantitative Finance杂志介绍

《Quantitative Finance》是一本以English为主的未开放获取国际优秀期刊，中文名称量化金融，本刊主要出版、报道经济学-BUSINESS, FINANCE领域的研究动态以及在该领域取得的各方面的经验和科研成果，介绍该领域有关本专业的最新进展，探讨行业发展的思路和方法，以促进学术信息交流，提高行业发展。该刊已被国际权威数据库SCIE、SSCI收录，为该领域相关学科的发展起到了良好的推动作用，也得到了本专业人员的广泛认可。该刊最新影响因子为1.5，最新CiteScore 指数为3.2。

本刊近期中国学者发表的论文主要有：

• 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

英文介绍

Quantitative Finance杂志英文介绍

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.