Technical papers submission guidelines
Risk.net welcomes the submission of papers on topics relevant to our readership. Core areas include market and credit risk management, pricing and hedging of derivatives and/or structured securities, modelling and risk management of markets and portfolios, and modelling of energy and commodity markets (this list is not exhaustive).
The most important publication criteria are originality, exclusivity and relevance. Given that Risk.net papers are generally shorter than those in dedicated academic journals, clarity of exposition is another yardstick for publication. Once received by the quant finance team, submissions are logged and checked against these criteria.
If considered suitable, papers are then sent to two or more anonymous referees for peer review. Our referees are drawn from the research groups, risk management and trading desks of major financial institutions, in addition to academia. Many have already published articles in Risk.net. Authors should allow four to eight weeks for the refereeing process. Depending on the feedback from referees, the author may be recommended to revise the manuscript. Based on this process, the quant finance team makes a decision to reject or accept the submitted article. Their decision is final.
Submissions should be sent to the technical team (email@example.com).
PDF is the preferred format. Upon publication, 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 5,500 words, with some allowance for charts and formulas.