Review of Derivatives Research

Scope & Guideline

Pioneering Research for Financial Practitioners

Introduction

Welcome to the Review of Derivatives Research information hub, where our guidelines provide a wealth of knowledge about the journal’s focus and academic contributions. This page includes an extensive look at the aims and scope of Review of Derivatives Research, highlighting trending and emerging areas of study. We also examine declining topics to offer insight into academic interest shifts. Our curated list of highly cited topics and recent publications is part of our effort to guide scholars, using these guidelines to stay ahead in their research endeavors.
LanguageEnglish
ISSN1380-6645
PublisherSPRINGER
Support Open AccessNo
CountryUnited States
TypeJournal
Converge1996, from 1998 to 2000, from 2002 to 2024
AbbreviationREV DERIV RES / Rev. Deriv. Res.
Frequency3 issues/year
Time To First Decision-
Time To Acceptance-
Acceptance Rate-
Home Page-
AddressONE NEW YORK PLAZA, SUITE 4600 , NEW YORK, NY 10004, UNITED STATES

Aims and Scopes

The Review of Derivatives Research focuses on advancing the understanding and application of derivative instruments in financial markets. The journal emphasizes theoretical modeling, empirical analysis, and practical implications of derivatives, catering to both academic researchers and financial practitioners.
  1. Theoretical Modeling of Derivatives:
    The journal publishes research that develops and evaluates theoretical models for pricing and managing risk associated with derivatives, including options, futures, and swaps.
  2. Empirical Analysis of Market Behavior:
    Research often includes empirical investigations into market dynamics, volatility patterns, and pricing anomalies in derivative markets, providing insights into how derivatives behave in real-world scenarios.
  3. Risk Management and Hedging Strategies:
    The journal emphasizes studies that explore innovative risk management techniques and hedging strategies using derivatives, particularly in volatile and uncertain market environments.
  4. Applications of Advanced Mathematical Techniques:
    Contributions frequently apply advanced mathematical and statistical methods, including stochastic calculus and machine learning, to enhance pricing models and risk assessment frameworks.
  5. Interdisciplinary Approaches:
    The journal supports interdisciplinary research that integrates concepts from finance, economics, and quantitative methods to address complex issues in derivative research.
The Review of Derivatives Research has recently highlighted several trending and emerging themes that reflect the evolving landscape of financial derivatives. These themes indicate a shift towards more complex, data-driven, and risk-sensitive approaches.
  1. Cryptocurrency Derivatives:
    The increasing focus on cryptocurrency options and derivatives showcases the growing importance of digital assets in the financial landscape and the need for innovative pricing and risk management solutions.
  2. Stochastic Volatility Models:
    There is a rising trend towards the use of stochastic volatility models in derivative pricing, reflecting a deeper understanding of market behaviors and the need for more sophisticated modeling techniques.
  3. Liquidity Risk in Derivatives:
    Research addressing liquidity risk in various derivative contexts is gaining traction, highlighting the significance of liquidity as a critical factor influencing pricing and trading strategies.
  4. Machine Learning Applications:
    The application of machine learning techniques in derivative research is on the rise, indicating a shift towards data-driven methodologies that enhance predictive capabilities and model accuracy.
  5. Behavioral Finance Perspectives:
    Emerging studies incorporating behavioral finance into derivative pricing and market analysis suggest a growing recognition of psychological factors influencing trader behavior and market outcomes.

Declining or Waning

While the Review of Derivatives Research has seen a robust focus on various themes, certain areas have shown signs of declining prominence in recent publications. These waning themes may reflect shifts in market dynamics or evolving research interests.
  1. Traditional Option Pricing Models:
    There appears to be a declining focus on traditional option pricing models, as newer methodologies and models are gaining traction, possibly due to the limitations of classical approaches in capturing market complexities.
  2. Static Hedging Techniques:
    Research centered around static hedging techniques is becoming less frequent, as practitioners and researchers pivot towards more dynamic and adaptive hedging strategies that respond to market movements.
  3. Basic Derivative Instruments:
    There is a noticeable reduction in studies focusing solely on basic derivative instruments, such as vanilla options, as the journal shifts towards more complex derivatives and innovative risk management tools.
  4. Historical Analysis of Derivatives Markets:
    The exploration of historical data and trends in derivatives markets is waning, possibly indicating a preference for contemporary issues and real-time analytics in derivative research.

Similar Journals

Journal of Derivatives

Driving Excellence in Econometrics and Finance.
Publisher: PAGEANT MEDIA LTDISSN: 1074-1240Frequency: 4 issues/year

Welcome to the Journal of Derivatives, a premier platform for the dissemination of cutting-edge research in the fields of Economics, Finance, and Econometrics. Published by PAGEANT MEDIA LTD, this esteemed journal has been a vital source of knowledge since its inception in 1996, with a commitment to fostering academic excellence through rigorous peer-reviewed studies. Though it presently does not operate under an open access model, the journal continues to maintain a respectable presence within its field, recognized as Q3 in both Economics and Finance as of 2023. Researchers and practitioners alike will find valuable insights and innovative methodologies, reflected in its competitive Scopus rankings, which place it among the best in its category. As the journal engages with a diverse array of topics related to derivatives and their applications, it serves as an essential resource for those seeking to deepen their understanding of financial instruments in today’s ever-evolving economic landscape. Join us in exploring the latest advancements and discussions in this critical area of study.

Review of Quantitative Finance and Accounting

Advancing Insights in Quantitative Finance and Accounting
Publisher: SPRINGERISSN: 0924-865XFrequency: 8 issues/year

The Review of Quantitative Finance and Accounting, published by Springer, is a distinguished academic journal that has been at the forefront of scholarly discourse since its inception in 1991. With an ISSN of 0924-865X and an E-ISSN of 1573-7179, this journal specializes in the interdisciplinary realms of accounting and finance, particularly emphasizing quantitative methodologies and their applications in real-world scenarios. With an impressive track record reflected in its 2023 rankings, it sits in the Q2 category across key fields such as Accounting, Business Management, and Finance, demonstrating its relevance and influence within these domains. Although it operates without an Open Access option, the journal's content remains vital for researchers, professionals, and students aiming to deepen their understanding of quantitative approaches in finance and accounting contexts. The Review of Quantitative Finance and Accounting stands as an essential resource for advancing knowledge and fostering innovation within these critical disciplines.

Review of Asset Pricing Studies

Innovative Insights into Financial Dynamics
Publisher: OXFORD UNIV PRESSISSN: 2045-9920Frequency: 4 issues/year

The Review of Asset Pricing Studies, published by Oxford University Press, stands as a leading journal in the fields of Economics and Finance, recognized for its rigorous analyses and innovative research since its inception in 2011. This esteemed publication maintains an impressive impact factor and ranks in the Q1 category for both Economics and Finance as of 2023, consistently occupying top positions in Scopus rankings across its relevant categories. With a clear focus on advancing knowledge in asset pricing and investment strategies, the journal serves as a vital platform for researchers, professionals, and students seeking to contribute to and stay informed on the latest developments in these dynamic fields. Despite its lack of open access, the journal ensures wide circulation and accessibility through its reputable publisher, thereby fostering an engaged academic community.

North American Journal of Economics and Finance

Pioneering research for a dynamic economic landscape.
Publisher: ELSEVIER SCIENCE INCISSN: 1062-9408Frequency: 4 issues/year

The North American Journal of Economics and Finance is a premier academic journal published by Elsevier Science Inc. since 1992, dedicated to advancing the field of economics and finance through rigorous research and scholarship. With an impressive impact factor and recognition in the Q2 category for Economics and Econometrics and Q1 for Finance as of 2023, this journal holds a significant position in the academic community, ranked #41 out of 317 in Finance and #100 out of 716 in Economics. The journal features high-quality, peer-reviewed articles that cover a broad range of topics, from theoretical frameworks to empirical analyses and practical applications. Though not an open-access platform, the journal provides valuable insights for researchers, practitioners, and students alike, promoting knowledge dissemination in the dynamic landscape of economic and financial studies. With its commitment to excellence, the North American Journal of Economics and Finance serves as an essential resource for those seeking to deepen their understanding of contemporary issues in these critical fields.

FINANCIAL ANALYSTS JOURNAL

Elevating Research in Accounting, Economics, and Finance
Publisher: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTDISSN: 0015-198XFrequency: 4 issues/year

Financial Analysts Journal, published by Routledge Journals, Taylor & Francis Ltd, is a premier platform that disseminates cutting-edge research and practical insights in the fields of Accounting, Economics, and Finance. With an impressive Q1 ranking in three significant categories and a strong Scopus ranking, it is recognized as a vital resource for scholars, financial professionals, and students alike. The journal aims to bridge the gap between theory and practice, offering a forum for the discussion of key financial issues and innovative methodologies. As it continues to converge from 1996 to 2024, the Financial Analysts Journal remains committed to publishing high-quality research that shapes the future of financial analysis and decision-making. With no open access options, readers are encouraged to explore this influential journal to enhance their understanding and application of financial concepts.

QUANTITATIVE FINANCE

Elevating discourse in finance through cutting-edge research.
Publisher: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTDISSN: 1469-7688Frequency: 12 issues/year

QUANTITATIVE FINANCE, published by Routledge Journals, Taylor & Francis Ltd, stands at the forefront of academic research in the dynamic fields of finance, economics, and econometrics. With a strong commitment to disseminating cutting-edge research, this esteemed journal, which has been published since 2001 and continues to thrive with an anticipated convergence until 2024, occupies a prestigious Q1 ranking in Economics, Econometrics, and Finance and a Q2 ranking in Finance as of 2023. It serves as an essential platform for interdisciplinary studies, aiming to bridge theoretical approaches and practical applications in quantitative methods. Researchers, professionals, and students are provided access to a wealth of high-quality articles that contribute to the ongoing discourse and advancements in these fields. As the journal continues to impact its community, QUANTITATIVE FINANCE remains an invaluable resource for those seeking to stay at the cutting edge of financial research and its applications globally.

Journal of Empirical Finance

Transforming finance with robust, data-driven analysis.
Publisher: ELSEVIERISSN: 0927-5398Frequency: 5 issues/year

Journal of Empirical Finance, published by Elsevier, stands as a key resource in the areas of finance and economics, with a definitive focus on empirical studies. As a prominent journal since its inception in 1993, it has made significant strides in contributing to the academic community, evidenced by its soaring categorization in Q1 for Finance and Q2 for Economics and Econometrics as of 2023. With an ISSN of 0927-5398 and an E-ISSN of 1879-1727, the journal emphasizes robust, data-driven analysis to inform both theoretical and practical aspects of financial research. While access options do not include open access, the journal ensures that its content remains accessible to a diverse audience of researchers, professionals, and students. It fosters a platform for innovative research and discourse, significantly impacting the fields of finance, economics, and econometrics. The Scopus rankings further bolster its reputation, placing it in the 61st percentile in both categories, reflecting a commitment to high-quality research output. As the journal continues to evolve, it invites contributions that push the boundaries of empirical finance, enabling a deeper understanding of financial mechanisms that drive global economies.

JOURNAL OF BANKING & FINANCE

Elevating Academic Discourse in Finance and Economics
Publisher: ELSEVIERISSN: 0378-4266Frequency: 12 issues/year

Welcome to the Journal of Banking & Finance, a premier publication in the fields of finance and economics, expertly published by Elsevier. With its esteemed Q1 ranking in both the Economics and Econometrics and Finance categories for 2023, this journal frequently garners significant attention from researchers, professionals, and academics alike. Established in 1977, it has become a crucial resource for the latest research and advancements in banking and financial services, influencing policies and practices on a global scale. The journal's commitment to high-quality, peer-reviewed content ensures that it not only contributes to academic discourse but also drives real-world financial innovation. As part of the respected Elsevier publishing collection, the journal's rigorous standards and comprehensive analysis serve as indispensable tools for those seeking to understand and navigate the complexities of the financial landscape. Located in the Netherlands, the Journal of Banking & Finance continues to play a vital role in shaping the future of financial research through its impactful insights and research contributions.

International Journal of Theoretical and Applied Finance

Empowering researchers with a platform for financial excellence.
Publisher: WORLD SCIENTIFIC PUBL CO PTE LTDISSN: 0219-0249Frequency: 8 issues/year

International Journal of Theoretical and Applied Finance is a distinguished publication in the field of finance, serving as a critical platform for the dissemination of innovative research and theoretical insights since its inception in 2003. Published by World Scientific Publishing Co Pte Ltd in Singapore, this journal boasts an impressive Q2 ranking in the realms of Economics, Econometrics, and Finance (miscellaneous) and a solid Q3 status in Finance for 2023. With a commitment to advancing knowledge in the complex world of theoretical frameworks and applied financial practices, it welcomes original research articles, comprehensive reviews, and case studies that explore varied facets of finance. Researchers, professionals, and students benefit from the journal's rigorous peer-review process and an ever-expanding repository of knowledge, making it an indispensable resource in the financial academic community. The journal does not currently offer open access, reflecting its selective approach to publishing high-quality content aimed at a specialized audience.

Journal of Risk

Empowering Research on Strategic Risk Management
Publisher: INCISIVE MEDIAISSN: 1465-1211Frequency: 4 issues/year

Journal of Risk, published by INCISIVE MEDIA, serves as an essential platform for scholars and practitioners in the fields of finance and strategic management. With an ISSN of 1465-1211 and an E-ISSN of 1755-2842, this journal explores the multifaceted nature of risk, encompassing theoretical frameworks, empirical investigations, and practical applications. Although currently classified in Q4 for both Finance and Strategy and Management categories as per 2023 standards, it provides a crucial forum for innovative research and thought leadership, addressing the challenges faced in understanding and managing risk in today’s dynamic environment. The journal, based in the United States, is committed to advancing knowledge and offering a platform for debate and dialogue in its convergence years from 2011 to 2024. Researchers, professionals, and students are encouraged to contribute their insights to enhance the academic discourse surrounding risk management.