Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter, Risk Journals provide peer-reviewed research and technical papers, delivered to a global audience in print and online. The Risk Journals portfolio has been serving broad and international readership communities that bridge academia and industry for over 25 years. The mission of Risk Journals is to equip readers with the tools to fulfil their professional potential.
Risk Journals publishes original and innovative papers, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
Journal of Energy Markets
A major research outlet for new empirical and model-based work in energy markets, dealing with the evolution and behaviour of electricity
Latest papers
-
Revenue analysis of spot and forward solar energy sales in Texas
-
Key indicators for the credit risk evaluation of clients and their changing characteristics
-
The impact of greenhouse gas aversion on optimal portfolios
-
Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
Journal of Financial Market Infrastructures
The first journal to focus on the emerging field of financial market infrastructures; analysing and furthering the development of this exciting sector
Latest papers
-
Just solve it: a simple method to improve the design and performance of liquidity-saving mechanisms
-
Alternative margin models for mortgage-backed securities
-
Centralized and decentralized payments networks: a simple cost comparison
-
Are cryptocurrencies cryptic or a source of arbitrage? A genetic algorithm approach
Journal of Computational Finance
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments
Journal of Risk
Devoted to theoretical and empirical studies in financial risk management, promoting research on the measurement, management and analysis of financial risk
Latest papers
-
Tracking toxicity in fast and complex markets
-
Volatility-sensitive Bayesian estimation of portfolio value-at-risk and conditional value-at-risk
-
The impact of economic sentiment on financial portfolios during the recent turmoil
-
Optimal time-consistent reinsurance and investment strategies for multiple dependent types of insurance business and a unified investment framework
Journal of Credit Risk
Focuses on the measurement and management of credit risk, and the valuation and hedging of credit products in order to promote a greater understanding in credit risk theory
Latest papers
-
How do credit rating agencies and bond investors react to credit guarantees? Evidence from China’s municipal corporate bond market
-
Credit risk management: a systematic literature review and bibliometric analysis
-
Characteristics of student loan credit recovery: evidence from a micro-level data set
-
Credit contagion risk in German auto loans
Journal of Operational Risk
The leading forum for identifying recent advances and active, authoritative discussions on how to quantify, model and manage operational risk
Latest papers
-
Composite Tukey-type distributions with application to operational risk management
-
Semi-nonparametric estimation of operational risk capital with extreme loss events
-
The important role of information technology and internal auditing in risk management: evidence from Greece
-
Estimating the probability of insurance recovery in operational risk
Journal of Risk Model Validation
Focuses on the implementation and validation of risk models, and aims to provide a greater understanding of the key issues
Latest papers
-
A study of China’s financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution
-
Financial distress prediction with optimal decision trees based on the optimal sampling probability
-
Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
-
Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
Journal of Investment Strategies
Putting you at the forefront of modern investment strategies, the journal meets the thirst for fresh views on this crucial discipline
Latest papers
-
An entropy-based class of moving averages
-
Does investors’ sentiment influence stock market volatility? Evidence from India during pre- and post-Covid-19 periods
-
Luxury watches: a viable alternative investment or mere speculative trend? An analysis of two decades before the pandemic
-
Examining sustainability investments and financial performance of football clubs: an empirical analysis
Journal of Network Theory in Finance
This journal is now closed for submissions and all archived content will remain accessible to subscribers. If you were hoping to submit a paper to this journal please consider our other titles.
Latest papers
-
Large vector autoregressive exogenous factor (VARX) model with network regularization
-
Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
-
Fractional differencing: (in)stability of spectral structure and risk measures of financial networks
-
A block-structured model for banking networks across multiple countries