Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in its eighteenth year, Risk Journals serve broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill their professional potential.
Only original and innovative papers are published in Risk Journals, ensuring subscribers are kept up-to-date with the ever-changing complexity behind the science of risk management.
An interdisciplinary journal publishing academically rigorous, practitioner-focused research on the application of network theory in financeRead more
The first journal to focus on the emerging field of financial market infrastructures; analysing and furthering the development of this exciting sectorRead more
Focusing on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instrumentsRead more
The only publication devoted exclusively to theoretical and empirical studies in financial risk management. The journal promotes far-reaching research on the latest innovations, with particular focus on the measurement, management and analysis of financial riskRead more
- How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
- Shortfall deviation risk: an alternative for risk measurement
- Scaling by the square-root-of-time rule: an empirical investigation using five market indexes
- Delta-hedged gains and risk-neutral moments
Focusses on the measurement and management of credit risk, and the valuation and hedging of credit products, with the aim of promoting a greater understanding in credit risk theoryRead more
- Benchmarking the loss given default parameter for mortgage loan portfolios under stress
- Financial and nonfinancial variables as long-horizon predictors of bankruptcy
- Further investigation of parametric loss given default modeling
- Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Stimulating active discussions of practical approaches to quantify, model and manage operational riskRead more
Focusses on the implementation and validation of risk models, and aims to provide a greater understanding of the key issuesRead more
Putting you at the forefront of modern investment strategies, the journal meets the thirst for fresh views on this crucial disciplineRead more
- On optimizing risk exposures with trend-following strategies in currency overlay portfolios
- Optimal closing-price strategy: peculiarities and practicalities
- Insights into robust optimization: decomposing into mean–variance and risk-based portfolios
- Equal risk allocation with carry, value and momentum
A major research outlet for new empirical and model-based work in energy markets, dealing with the evolution and behaviour of electricityRead more
- On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets
- Modeling Alberta power prices through fundamentals
- Zonal merit-order effects of wind generation development on day-ahead and real-time electricity market prices in Texas
- The Nordic futures market for power: finally mature and efficient?