Journal Report

Quantitative Finance

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Journal Information
Journal Title
Quantitative Finance
Publisher
ISSN
1469-7688
E-ISSN
Database
Journal quality
Domain
Physical Sciences, Social Sciences
Classification History
Year A+ A B C
2026 ✓ ✓
2025 ✓ ✓
2024 ✓ ✓
2023 ✓ ✓
2021/2022 ✓ ✓
2020 ✓ ✓
2019 ✓ ✓
2018 ✓
A journal may have more than one classification in the same year. All recorded classifications are displayed.
Recent Articles
A regularized instrumented principal components analysis
Konstantinos Baltas, Gustavo Fruet Dias, Artiom Rumiancev
2026-11-5 Pages 1-25
DOI: 10.1080/14697688.2026.2740081
Continuous-time optimal execution and utility-based statistical arbitrage in a Markovian environment
Masaaki Fukasawa, Masamitsu Ohnishi, Makoto Shimoshimizu
2026-11-5 Pages 1-31
DOI: 10.1080/14697688.2026.2746476
Alternative models for FX, arbitrage opportunities and efficient pricing of double barrier options in regime-switching Lévy models
Svetlana Boyarchenko, Sergei Levendorskiĭ
2026-11-4 Pages 1-22
DOI: 10.1080/14697688.2026.2747751
Learning to hedge swaptions
Zaniar Ahmadi, Frédéric Godin
2026-11-4 Pages 1-23
DOI: 10.1080/14697688.2026.2749700
The Volterra Stein–Stein model with stochastic interest rates
Eduardo Abi Jaber, Donatien Hainaut, Edouard Motte
2026-11-4 Pages 1-31
DOI: 10.1080/14697688.2026.2748469
Relative-entropy tests of market efficiency: symbolic benchmarks, finite alphabets, and attainable log-growth
Jan Vecer
2026-11-4 Pages 1-13
DOI: 10.1080/14697688.2026.2749693
Fitting structural models to electricity prices
Andreas Basse-O'Connor, Tor Bonde, Lota Copić et al.
2026-10-29 Pages 1-29
DOI: 10.1080/14697688.2026.2733386
Local risk-minimization for exponential additive processes
Takuji Arai
2026-10-28 Pages 1-13
DOI: 10.1080/14697688.2026.2745593
Dynamic carbon emissions and liquidity management under policy transition risks
Xinyuan Zhong, Yingxian Tan, Wenting Sun
2026-10-26 Pages 1-17
DOI: 10.1080/14697688.2026.2744186
Equilibrium reinsurance and investment strategies under preference ambiguity
Guohui Guan, Zhentao Guo
2026-10-26 Pages 1-23
DOI: 10.1080/14697688.2026.2745602
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Printed: November 12, 2026 02:31