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 - 6 out of 6Page size: 20

Research Output

  1. 2017

  2. Dynamic mean–VaR portfolio selection in continuous time

    ZHOU, K., GAO, J., LI, D. & CUI, X., 2017, In: Quantitative Finance. 17, 10, p. 1631-1643

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

    Scopus citations: 12
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  3. 2015

  4. Structural breaks and portfolio performance in global equity markets

    Turtle, H. J. & Zhang, C., 3 Jun 2015, In: Quantitative Finance. 15, 6, p. 909-922

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

    Scopus citations: 2
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  5. 2011

  6. Fierce stock market fluctuation disrupts scalefree distribution

    LIU, J., TSE, C. K. & HE, K., Jun 2011, In: Quantitative Finance. 11, 6, p. 817-823

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

    Scopus citations: 13
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  7. 2009

  8. Stochastic integrals driven by fractional Brownian motion and arbitrage: A tale of two integrals

    Chan, N. H. & Ng, C. T., Aug 2009, In: Quantitative Finance. 9, 5, p. 519-525

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

    Scopus citations: 1
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  9. Robust portfolio selection under downside risk measures

    ZHU, S., LI, D. & WANG, S., 2009, In: Quantitative Finance. 9, 7, p. 869-885

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

    Scopus citations: 45
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  10. 2004

  11. On the estimation of cost of capital and its reliability

    Wong, W.-K. & Chan, R. H., 2004, In: Quantitative Finance. 4, 3, p. 365-372

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

    Scopus citations: 34
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