雜志介紹

Journal Of Risk雜志介紹

《Journal Of Risk》是一本(ben)(ben)以English為主的(de)(de)未開放獲取國際(ji)優秀期(qi)刊(kan)，中文名稱風險雜志，本(ben)(ben)刊(kan)主要出版、報道經濟學(xue)(xue)-BUSINESS, FINANCE領(ling)域的(de)(de)研究動態以及(ji)在該(gai)領(ling)域取得的(de)(de)各方(fang)面的(de)(de)經驗和(he)科(ke)研成果，介紹該(gai)領(ling)域有關本(ben)(ben)專業的(de)(de)最(zui)新進展(zhan)(zhan)，探討行(xing)業發(fa)展(zhan)(zhan)的(de)(de)思路和(he)方(fang)法(fa)，以促進學(xue)(xue)術(shu)信息交流，提高行(xing)業發(fa)展(zhan)(zhan)。該(gai)刊(kan)已被國際(ji)權威數據(ju)庫SCIE、SSCI收錄，為該(gai)領(ling)域相關學(xue)(xue)科(ke)的(de)(de)發(fa)展(zhan)(zhan)起到了良好的(de)(de)推動作用，也得到了本(ben)(ben)專業人員的(de)(de)廣泛認(ren)可。該(gai)刊(kan)最(zui)新影響因子為0.3，最(zui)新CiteScore 指數為1。

英文介紹

Journal Of Risk雜志英文介紹

As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest innovations in this field, with particular focus on the measurement, management and analysis of financial risk. The Journal of Risk is particularly interested in papers on the following topics: Risk management regulations and their implications, Risk capital allocation and risk budgeting, Efficient evaluation of risk measures under increasingly complex and realistic model assumptions, Impact of risk measurement on portfolio allocation, Theoretical development of alternative risk measures, Hedging (linear and non-linear) under alternative risk measures, Financial market model risk, Estimation of volatility and unanticipated jumps, Capital allocation.