Journal of Investment Strategies

The Journal of Investment Strategies is dedicated to the rigorous treatment of modern investment strategies; going well beyond the “classical” approaches in both its subject instruments and methodologies. In providing a balanced representation of academic, buy-side and sell-side research, the Journal promotes the cross-pollination of ideas amongst researchers and practitioners, achieving a unique nexus of academia and industry on one hand, and theoretical and applied models on the other.

The Journal contains in-depth research papers as well as discussion articles on technical and market subjects, and aims to equip the global investment community with practical and cutting-edge research in order to understand and implement modern investment strategies.

With a focus on important contemporary investment strategies, techniques and management, the journal considers papers on the following areas:

  • Fundamental Strategies: including fundamental macro, fundamental equity or credit selection
  • Relative Value Strategies: estimation of and investing in the relative valuation of related securities, both vanilla and derivatives
  • Tactical Strategies: strategies based on forecasting of, and investing in, patterns of market behavior, such as momentum or mean reversion, and tactical asset allocation strategies.
  • Event-Driven Strategies: strategies based on the forecast of likelihood of market-moving events or market reactions to such events
  • Algorithmic Trading Strategies: models of market microstructure, liquidity and market impact and algorithmic trade execution and market-making strategies
  • Principal Investment Strategies: investment strategies for illiquid securities and principal ownership or funding of real assets and businesses
  • Portfolio Management and Asset Allocation: models for portfolio optimization, risk control, performance attribution and asset allocation
  • Econometric and Statistical Methods: with applications to investment strategies

The Journal of Investment Strategies has been selected for coverage in the Clarivate Analytics Emerging Sources Citation Index.