Journal of Risk
| 短名 | JOR |
| Journal Impact | 0.39 |
| 国际分区 | BUSINESS, FINANCE(Q4) |
| 期刊索引 | SCI Q4中科院 4 区 |
| ISSN | 1465-1211, 1755-2842 |
| h-index | 15 |
| 国内分区 | 经济学(4区)经济学商业财政与金融(4区) |
This international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management. As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest innovations in this field, with particular focus on the measurement, management and analysis of financial risk. The Journal of Risk is particularly interested in papers on the following topics: Risk management regulations and their implications, Risk capital allocation and risk budgeting, Efficient evaluation of risk measures under increasingly complex and realistic model assumptions, Impact of risk measurement on portfolio allocation, Theoretical development of alternative risk measures, Hedging (linear and non-linear) under alternative risk measures, Financial market model risk, Estimation of volatility and unanticipated jumps, Capital allocation.
| 涉及主题 | 经济业务数学财务计算机科学计量经济学金融经济学统计精算学管理原创性研究图书馆学文件夹风险管理机器学习物理哲学 |
| 出版信息 | 出版商: Incisive Media Ltd.，出版周期: ，期刊类型: journal |
| 基本数据 | 创刊年份: 2011，原创研究文献占比: 100.00%，自引率:0.00%， Gold OA占比: 0.00% |
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