Quantitative Finance

Quantitative Finance

ISSNs: 1469-7688

Additional searchable ISSN (electronic): 1469-7696

Routledge, United Kingdom

Scopus rating (2023): CiteScore 3.2 SJR 0.705 SNIP 1.084

Journal

Journal Metrics
1 - 5 out of 5Page size: 20

Research Output

  1. 2021
  2. Published

    Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies

    Petukhina, A., Trimborn, S., Härdle, W. K. & Elendner, H., 2021, In: Quantitative Finance. 21, 11, p. 1825-1853 29 p.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 59
    Check@CityULib
  3. 2015
  4. Published

    Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution

    SONG, Q. & YANG, P., 2015, In: Quantitative Finance. 15, 5, p. 901-908

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Check@CityULib
  5. 2010
  6. Published

    Can expected shortfall and Value-at-Risk be used to statically hedge options?

    Wylie, J. J., Zhang, Q. & Kuen Siu, T., Jun 2010, In: Quantitative Finance. 10, 6, p. 575-583

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 6
    Check@CityULib
  7. 2009
  8. Published

    Numerical computation of Theta in a jump-diffusion model by integration by parts

    David, D. & Privault, N., Sept 2009, In: Quantitative Finance. 9, 6, p. 727-735

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  9. 2008
  10. Published

    Bankruptcy in long-term investments

    Yu, M., Zhang, Q. & Yang, D., Dec 2008, In: Quantitative Finance. 8, 8, p. 777-794

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Check@CityULib