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Risk Management
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Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Each quarter Risk Journals contain peer-reviewed research and technical papers, delivered to a global audience in print and online. Now in their 15th year, Risk Journals serve broad and international readership communities that bridge academia and industry. The mission of Risk Journals is to equip readers with the tools to fulfill their professional potential.
Only original and innovative papers are published in Risk Journals, ensuring subscribers keep up-to-date with the ever-changing complexity behind the science of risk management.
The seven quarterly journals we publish are:
•The Journal of Computational Finance
•The Journal of Risk
•The Journal of Credit Risk
•The Journal of Operational Risk
•The Journal of Risk Model Validation
•The Journal of Energy Markets
• Journal of Investment Strategies.
Academics read Risk Journals to keep track of the latest research, find out what colleagues are doing, disseminate and share research papers, receive accreditation for papers published, build their name and, ultimately, build recognition within the industry by being the academic whose model was used and quoted by every leading academic and practitioner.
Practitioners read Risk Journals, as financial institutions need to be one step ahead of their competitors and must use the latest research techniques to manage and measure their financial risks. A quantitative analyst and researcher may take one of the papers to see how it works in reality and also test papers against each other.
Each respective Risk Journal focuses on the following topics, as detailed below:
The Journal of Investment Strategies is led by editor-in-chief Arthur Berd of Berd LLC. As an applied field of research, it has a direct impact on the practice of asset management - a large and diverse industry with many constituents, including traditional and alternative buy-side investment managers, as well as the sell-side and independent advisers. As an academic topic, it presents unique and interesting challenges for understanding the sources of investment returns and for formulating consistent and systematic methodologies for portfolio management in a dynamic context.
The Journal of Computational Finance, led by editor-in-chief Peter Forsyth of Waterloo University, is our longest-running journal – now in its 15th year. The journal focuses on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments.
Led by editor-in-chief Farid Ait Sahlia from University of Florida, The Journal of Risk publishes a broad range of detailed papers that aim to further develop understanding of financial risk management. Its far-reaching research focuses on the latest innovations in this area, covering issues such as the management of the market and credit risk, capital allocation and volatility estimation. As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk provides unique access to the latest thinking from the best minds in this rapidly evolving field, making it essential reading for the profession.
With the re-writing of the Basel accords in international banking and their ensuing application, interest in credit risk has never been greater. The Journal of Credit Risk, led by editor-in-chief Ashish Dev from JPMorgan Chase, focuses on the measurement and management of credit risk, the valuation and hedging of credit products and the promotion of greater understanding in the areas of credit risk theory and practice. The Journal of Credit Risk has been at the forefront in tackling the many issues and challenges posed by the recent financial crisis.
Led by editor-in-chief Marcelo Cruz, The Journal of Operational Risk focuses on the measurement and management of operational risk, and is aimed at promoting a greater understanding of key issues, including modelling and managing operational risk, implementing Basel standards, operational risk analytics and corporate governance. The journal also includes a Forum section, which promotes active discussions of practical approaches and current issues in the discipline.
Cambridge University's Steve Satchell is the editor-in-chief of The Journal of Risk Model Validation. The journal focuses on the implementation and validation of risk models, and is of particular use to practitioners striving to improve their models and modelling developments.
The Journal of Energy Markets publishes original papers on the evolution and behaviour of electricity, gas, oil, carbon and other energy markets, both wholesale and retail. The journal is led by editor-in-chief Derek W. Bunn, from London Business School, who has published research on the energy sector for more than 25 years. Published in 2008, it is fulfilling its promise as the journal of choice for researchers and analysts. Several annual workshops in this area focus on The Journal of Energy Markets as their publication outlet.
Subscriptions:
Journals Manager:
Jade Mitchell
+44 (0) 020 7004 7667
Email Jade
Publisher:
Nick Carver
+44 (0) 20 7004 7405
Email Nick
Marketing Manager:
Ranvinder Gill
+44 (0) 20 7484 9721
Email Ranvinder
