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
-
Financial industry adoption of distributed ledger technologies: implications for central bank money settlement
-
The market liquidity of interest rate swaps
-
Correlation breakdowns, spread positions and central counterparty margin models
-
Just solve it: a simple method to improve the design and performance of liquidity-saving mechanisms
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
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
-
Credit portfolio modeling and pricing using the Poisson binomial distribution
-
Random survival forests and Cox regression in loss given default estimation
-
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
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
-
How is risk culture conceptualized in organizations? The pan-industry risk culture (PIRC) model
-
Natural language processing-based detection of systematic anomalies among the narratives of consumer complaints
-
Do government audits raise the risk awareness of management? An investigation from the perspective of cost variability
-
Integrating internal and external loss data via an equivalence principle
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
-
Delving into the investment psyche: investigating the determinants influencing individual investors’ decision-making
-
Formulations to select assets for constructing sparse index tracking portfolios
-
An entropy-based class of moving averages
-
Does investors’ sentiment influence stock market volatility? Evidence from India during pre- and post-Covid-19 periods
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