1074-1240
Published by: Portfolio Management Research
| Discipline name | Position | Best Scientists | Publications | D-Index |
|---|---|---|---|---|
| Economics and Finance | 395 | 8 | 25 | 6 |
Econometrics, Financial economics, Volatility (finance), Actuarial science and Valuation of options are the subjects of interest in Journal of Derivatives. Journal of Derivatives addresses concerns in Econometrics which are intertwined with other disciplines, such as Interest rate and Portfolio. Financial economics research featured in the journal incorporates concerns from various other topics such as Index (economics) and Equity (finance).
Topics in Volatility (finance) were tackled in line with various other fields like Risk premium and Derivative (finance). Bond and Valuation (finance) are some topics wherein Actuarial science research discussed in Journal of Derivatives have an impact. The Valuation of options study tackled is a key component of adjacent topics in the area of Mathematical optimization.
The study on Mathematical optimization presented is investigated in conjunction with research in Monte Carlo method. Monte Carlo method works presented in the journal have a specific focus on Monte Carlo methods for option pricing. Concepts in Volatility smile, as well as related topics in Volatility swap, are covered in the Implied volatility research presented in it.
The published articles mostly deal with topics like Financial economics, Econometrics, Volatility (finance), Implied volatility and Volatility smile. Index (economics) and Credit risk are some topics wherein Financial economics research discussed in the most cited papers has an impact. While Econometrics is the focus of the journal papers, it also provides insights into the studies of Value at risk, Value (economics) and Valuation (finance).
The aim of the journal is to expand the discussion of research in Econometrics, Applied mathematics, Valuation of options, Volatility (finance) and Portfolio. The works on Econometrics deal in particular with Mean reversion. The Applied mathematics works featured in the journal incorporate elements from Heston model and SABR volatility model.
The studies in Valuation of options featured incorporate elements of Heavy-tailed distribution, Bellman equation, Capital asset pricing model, Cumulative prospect theory and Dynamic pricing. In it, Derivatives market, Risk premium and Derivative (finance) are investigated in conjunction with one another to address concerns in Volatility (finance) research. The journal explores topics in Portfolio which can be helpful for research in disciplines like Asset (economics), Maturity (finance), Actuarial science, Moneyness and Valuation (finance).
A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.
The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.
The top authors publishing in Journal of Derivatives (based on the number of publications) are:
The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.
Only papers with recognized affiliations are considered
The top affiliations publishing in Journal of Derivatives (based on the number of publications) are:
The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.
The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.
The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.
During the most recent 2021 edition, 7.69% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 12.50% were posted by at least one author from the top 10 institutions publishing in the journal. Another 16.67% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 29.17% of all publications and 41.67% were from other institutions.
A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.
The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.
The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.
Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).
The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:
The chart below illustrates experience levels of first authors in cases of publications with multiple authors.
One of the missing sections in the article could be a section showcasing the real-life application of the discussed research topics. A section like this would tie in the relevancy of the journal's research to the academic and professional fields. For instance, in this section we could discuss how an understanding in research topics such as Financial Economics, Econometrics and Volatility (finance) can be applied in different careers in the finance sector. We could specifically detail how such knowledge could be used in everyday tasks of professionals such as financial analysts, investment advisors, or Certified Public Accountants (CPAs). For example, in the state of Colorado, becoming a Certified Public Accountant (CPA) requires not only a deep understanding of financial economics, but also a breadth of knowledge on topics such as Econometrics and Volatility. Studying these topics as detailed in the Journal of Derivatives would give prospective CPAs a competitive edge in the market. For further information on pursuing a career as a CPA in Colorado, one can visit this webpage on the best accounting schools in Colorado and how to become a CPA in Colorado. By adding such a real-world perspective to the journal's research, the article would be enhanced by showing readers the practical applications of the research in the finance industry.
Peter Carr;Andrey Itkin;Dmitry Muravey
(2020)Sergio Focardi;Frank J. Fabozzi;Davide Mazza
(2020)Peter Carr;Andrey Itkin
(2021)Dilip B. Madan;King Wang
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