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Topic Title: Finance [and related] Journals
Created On Mon Mar 20, 06 04:55 PM

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jfuqua
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Mon Mar 20, 06 04:55 PM

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Below is a list of journals I have found more than one article relating to quantitative finance or techniques to use for quantitative finance.
I'm sure if have missed some [even some quiet obvious]. If you think of others, please email me and I will add them to the list.

Advances in Applied Mathematics
Advances in Applied Probability
Algorithmic Finance
Annales de l'Institut Henri Poincare: B, Probability and Statistics
Annals of Applied Probability
Annals of Probability
Annals of Statistics
Applied Economic Letters
Applied Financial Economics
Applied Mathematical Finance
Applied Mathematics and Optimization
Applied Mathematics Letters
Communications in Statistics: Simulation and Computation
Comptes Rendus de l'Academie des Sciences- Series I Mathematics
Computational Economics
Computers and Mathematics with Applications
Critical Finance Review
Econometric Theory
Economic Theory
Econometrica
Econometrics Journal
Electronics Journal of Probability
European Journal of Applied Mathematics
Europhysics Letters
Finance (France)
Finance and Stochastics
Finance Research Letters
Financial Analysts Journal
IMA Journal of Applied Mathematics
IMA Journal of Mathematical Control And Information
IMA Journal of Numerical Analysis
Insurance:Mathematics and Economics
International Journal of Theoretical and Applied Finance
Journal Banking and Finance
Journal of Applied Econometrics
Journal of Applied Probability
Journal of Applied Mathematics and Stochastic Analysis
Journal of Business
Journal of Computational Finance
The Journal of Computational and Applied Mathematics
Journal of Credit Risk
Journal of Derivatives
Journal of Derivatives and Hedge Funds
Journal of Econometrics
Journal of Economic Dynamics and Control
Journal of Economic Theory
Journal of Empirical Finance
Journal of Finance
Journal of Financial and Quantitative Analysis
Journal of Financial Economics
Journal of Financial Econometrics
Journal of Financial Management
Journal of Fixed Income
Journal of Futures Markets
Journal of Investment Management
Journal of Mathematical Analysis and Applications
Journal of Mathematical Economics
Journal of Mathematical Finance new 2011
Journal of Money, Credit and Banking
Journal of Political Economy
Journal of Portfolio Management
Journal of Risk
Journal of Risk Management in Financial Institutions
Journal of Risk Model Validation
Journal of Theoretical Probability
Management Science
Mathematical Finance
Mathematical Methods of Operations Research
Mathematics and Computers in Simulation
Mathematics and Financial Economics
Mathematics of Operations Research
Mathematische Annalen
Mathematische Nachrichten
Numerische Mathematik
Operations Research
Philosophical Transactions of the Royal Society of London A
Probability Theory and Related Fields
Philosophical Transactions of the Royal Society of London A
Quantitative Finance
Review of Asset Pricing Studies
Review of Derivatives Research
Review of Finance
Review of Financial Studies
Review of Quantitative Finance and Accounting
Risk
Scandinavian Journal of Statistics
SIAM Journal on Applied Mathematics
SIAM Journal on Control
SIAM Journal on Control and Optimization
SIAM Journal of Financial Mathematics
SIAM Journal on Mathematical Analysis
Statistics and Probability Letters
Stochastic Models
Stochastic Processes and their Applications
Stochastics
Theory of Probability and its Applications
Theory of Probability and Mathematical Statistics
Wilmott Magazine

Edited: Sat Mar 31, 12 at 03:33 PM by jfuqua

vin100
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Mon Mar 20, 06 08:55 PM

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Finance and Stochastics(Springer)

lauried
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Thu Mar 23, 06 05:23 PM

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there's a new one being published next month - The Journal of Operational Risk (not too quantitative, but some technical papers expected)

actuaryalfred
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Thu Mar 23, 06 09:17 PM

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Good job jfuqua!

Could anyone add labels, say 1,2,3, etc., to rate them as top tier journal, second tier, etc.?

jfuqua
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Wed Apr 05, 06 07:50 PM

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Who reads quant finance journals ?
Given the cost of journals [quant finance specifically] and that many of even the best universities can/do carry only a limited number of them [other than those of interest to math and engineering departments or business schools] and from what I hear firms cutting them because of expense [and lack of management support], I wonder who reads the journals.
It may be that 'top' people are old enough and have specialized and can think through the math/finance themselves that they don't read the journals, except when someone tells them about an article that may be relevant to them or they are writing an article. After all how many articles on American options do they need to read.
Can it be that most of the journals are read by quant-abees ? who will do so until they get a job ? or junior people trying to get to the 'senior' level ? and academics who are writing papers to get tenure, get known in the field, and get consulting jobs by showing their knowledge ?

jfuqua
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Fri Apr 21, 06 03:19 PM

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Does anyone know of non-English quantitative finance journals or journals that publish as much in quantitative finance articles as say Journal of Applied Probability ?
French----aside from 'Finance' (Paris)
Russian----aside from SIAM Theory of Probability and its Applications (English translations of Russian articles)
German
Italian
other

Please translate title or at least use English characters

Do you know of any British/U.S. libraries that get these non-English journals [i.e. other than 'Finance' or 'SIAM...']?

Edited: Sat Apr 22, 06 at 04:21 PM by jfuqua

TraderJoe
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Sat Apr 22, 06 12:45 AM

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Quote
Originally posted by: jfuqua
Does anyone know of non-English quantitative finance journals or journals that publish as much in quantitative finance articles as say Journal of Applied Probability ?
French----aside from 'Finance' (Paris)
Russian----aside from SIAM Theory of Probability and its Applications (English translations of Russian articles)
German
Italian
other

Please translate title or at least use English characters

Do you know of any British/U.S. libraries that get the journal ?

British Library
LSE

-------------------------
That the ultimate felicity of man consists in the contemplation of God � St. Thomas Aquinas.

jfuqua
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Sat Mar 08, 08 10:13 PM

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Recently several quants from major banks [although the derivative business has been shifted to NY and London] have told me that their library now only carries a couple of 'journals'---one having RISK and Wilmott only as their 'quant literature.'
Given the cost of journals and the cut backs in budgets, do many banks, hedge funds, etc. still subscribe to at least the 'top' quant journals, e.g. Finance and Stochastics, Mathematical Finance, Journal of Computational Finance, Applied Mathematical Finance; or even Journal of Derivatives, Journal of Fixed Income, etc. ?
I'd assume that few if any banks or hedge funds subscribe to more general academic journals that do [occassionaly or regularly] have quant. finance articles, e.g. Stochastic Processes and their Application, Journal of Economic Dynamics and Control, Journal of Banking and Finance, Management Science, etc..
Even if a quant lives by a well stocked university that allows access, given the cost [and storage costs] of journals, many libraries have moved to 'electronic only' and restrict access to 'current students and faculty' so that even PhD alumni are prevented access---license agreements [esp. JSTOR] that universities are afraid to violate for fear of loosing all access. Thus a quant has to pay large subscription prices or depend on Web searches or SSRN type sites.

Or do people know of firms that still keep their quants well supplied.

Collector
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Finance journals should subscribe to more traders, not other way around

Mostly trading-virgins writing in finance journals, and still they have some interesting articles from time to time, not bad.

Edited: Sun Mar 09, 08 at 12:22 PM by Collector

jfuqua
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Edited: Tue Apr 07, 09 at 11:32 PM by jfuqua

jfuqua
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New journal [ o.k. April 2007 but I just saw it ] Mathematics and Financial Economics Springer Press

"In the last twenty years mathematical finance has developed independently from economic theory, and largely as a branch of probability theory and stochastic analysis. This has led to important developments e.g. in asset pricing theory, and interest-rate modeling.

This direction of research however can be viewed as somewhat removed from real-world considerations and increasingly many academics in the field agree over the necessity of returning to foundational economic issues.

Mainstream finance on the other hand has often considered interesting economic problems, but finance journals typically pay less attention to the high-level quantitative approach. When quantitative methods useful to economists are developed by mathematicians and published in mathematical journals, they often remain unknown and confined to a very specific readership. More generally, there is a need for bridges between these disciplines.

The aim of this new journal is to reconcile these two approaches and to provide the bridging links between mathematics, economics and finance. Typical areas of interest include foundational issues in asset pricing, financial markets equilibrium, insurance models, portfolio management, quantitative risk management, intertemporal economics, uncertainty and information in finance models." http://www.springer.com/math/quantitative+finance/journal/11579

Edited: Fri May 23, 08 at 08:37 PM by jfuqua

jfuqua
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New York Times today had an article about how some scholars have attempted to shorten the review process and take some of it away from anonymous reviewers and others who may sit on proposed articles---esp. giving bad reviews out of less than noble and scholarship issues.
The article is about efforts in the humanities but may be something for the finance/economics/mathematics community to think about.
Scholars Test Web Alternative to Peer Review http://www.nytimes.com/2010/08/24/arts/24peer.html?ref=todayspaper

SSRN, arXiv and others make articles available to the public. However I don't recall any mention of an imprimata by other scholars---usually the author just publishes another version. Most of the pre-journal submission review is done by feed-back to papers online, authors sending copies to people they respect for review, responses in workshops or conferences, etc.. Then authors may include in the paper [more usual in the published version] thanks to reviewers and on that basis readers an take a 'seal of approval.'

Maybe nothing more is needed and would be too expensive and require too many resources to accomplish.

jfuqua
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Mon Jan 09, 12 02:56 PM

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New Finance Journals
=======
'Critical Finance Review'
'The Review of Asset Pricing Studies'
=====================
Older publication I just found out about---'Review of Finance'

Edited: Mon Jan 09, 12 at 02:56 PM by jfuqua

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