Risk welcomes the submission of technical articles on topics relevant to our readership. Core areas include market and credit risk measurement and management, the pricing and hedging of derivatives and/or structured securities, the theoretical modelling of markets and portfolios, and the modelling of energy and commodity markets. This list is not exhaustive.
The most important publication criteria are originality, exclusivity and relevance. Given that Risk technical articles are shorter than those in dedicated academic journals, clarity of exposition is another yardstick for publication. Once received by the quant finance editor and his team, submissions are logged and checked against these criteria. Articles that fail to meet the criteria are rejected at this stage.
Articles are then sent to one or more anonymous referees for peer review. Our referees are drawn from the research groups, risk management departments and trading desks of major financial institutions, in addition to academia. Many have already published articles in Risk. Authors should allow four to eight weeks for the refereeing process. Depending on the feedback from referees, the author may attempt to revise the manuscript. Based on this process, the quant finance editor makes a decision to reject or accept the submitted article. His decision is final.
Submissions should be sent to the technical team ([email protected]).
PDF is the preferred format. We will need the LaTeX code including the BBL file and charts in EPS or XLS. Word files are also accepted.
The maximum recommended length for articles is 4,500 words, with some allowance for charts and formulas. We reserve the right to cut accepted articles to satisfy production considerations.