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Journal of Risk
H-index 3

Journal of Risk

1465-1211

Published by: Infopro Digital Services Limited

https://www.risk.net/journal-of-risk

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 558 8 8 3

Additional Metrics

Number of Best Scientists*: 11
Documents by Best Scientists*: 11
Top 100 Ranked Scientists*: 1
SCIMAGO H-index: 15
SCIMAGO SJR: 0.2
Impact Factor: 0.5

Overview

Top Research Topics at Journal of Risk?

The aim of Journal of Risk is to expand the discussion of research in Original research, Econometrics, Actuarial science, Value at risk and Portfolio. Attendees participated in lively discussions that mix various fields of study, including Original research and Monetary economics, Statistics, Credit risk, Mathematical optimization and Estimation. While it focused on Econometrics, it was also able to explore topics like Expected shortfall and Risk management.

  • Original research (47.48%)
  • Econometrics (44.03%)
  • Actuarial science (14.19%)

What are the most cited papers published in the journal?

  • OPTIMIZATION OF CONDITIONAL VALUE-AT-RISK (3989 citations)
  • Optimal execution of portfolio transactions (1138 citations)
  • Portfolio optimization with conditional value-at-risk objective and constraints (574 citations)

Research areas of the most cited articles at Journal of Risk:

Econometrics, Portfolio, Value at risk, Expected shortfall and Statistics are the main subjects of interest in the journal publications. In addition to Econometrics research, the most cited publications aim to explore topics under Covariance matrix, Replicating portfolio and Credit risk. The journal publications tackle studies in Conditional probability distribution and the interrelated subject of Spectral risk measure to gain insights into Dynamic risk measure.

What topics the last edition of the journal is best known for?

  • Statistics
  • Finance
  • Normal distribution

The previous edition focused in particular on these issues:

Original research, Econometrics, Risk management, Volatility (finance) and Systemic risk are the subjects of interest in Journal of Risk. The Bayesian nonparametrics studies presented in the journal fall under the field of Econometrics, but it also has connections to other fields such as Context (language use). While Risk management is the key highlight in it, it also covered some subjects on Tail risk and Margin (machine learning) and Control (management).

The studies in Volatility (finance) featured incorporate elements of Systematic risk, Valuation of options, Dynamic factor, Futures contract and Portfolio. It holds forums on Systemic risk that merges themes from other disciplines such as Debt, Tail dependence and Financial system. The journal addresses concerns in Stock market which are intertwined with other disciplines, such as Financial economics, Range (statistics), Expected shortfall and Financial crisis.

The most cited articles from the last journal are:

  • Forecasting Bitcoin returns: is there a role for the US–China trade war? (2 citations)
  • Body and tail: an automated tail-detecting procedure (1 citations)
  • Time-varying tail dependence networks of financial institutions (0 citations)

Papers citation over time

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 Risk (based on the number of publications) are:

  • Dawn Hunter (201 papers) absent at the last edition,
  • Miriam Hodge (44 papers) absent at the last edition,
  • Carolyn Moclair (24 papers) absent at the last edition,
  • Dawn Hunter (21 papers) absent at the last edition,
  • Jade Mitchell (12 papers) absent at the last edition.

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 Risk (based on the number of publications) are:

  • University of Florida (4 papers) absent at the last edition,
  • New York University (4 papers) absent at the last edition,
  • Technische Universität München (3 papers) absent at the last edition,
  • Cornell University (3 papers) absent at the last edition,
  • The Chinese University of Hong Kong (3 papers) absent at the last edition.

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.

Publication chance based on affiliation

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, 100.00% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, nan% were posted by at least one author from the top 10 institutions publishing in the journal. Another nan% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included nan% of all publications and nan% were from other institutions.

Returning Authors Index

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.

Returning Institution Index

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.

The experience to innovation index

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:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Career Opportunities and Further Studies for the Field of Risk Management

Given the intensive research and the vast fields of study in risk management discussed in the Journal of Risk, it is clear that there are abundant opportunities for individuals interested in pursuing this area acadically or professionally. Emphasizing on Econometrics, Actuarial science and Portfolio, the journal serves as a resourceful guide for those considering further studies or career opportunities in these domains. Apart from establishing a career in research, academicians and students in risk management can also seek employment in financial institutions, insurance companies, consulting firms, and government agencies. The job roles may include risk analyst, risk advisor, insurance underwriter, actuary, and risk manager, among others. Furthermore, the field of risk management is broad and intersects with various other fields like finance, economics, statistics and more, which makes it even more appealing and versatile. The analytical, problem-solving, and decision-making skills developed through these studies can also be applied to boost one's career in these related fields. For those interested in pursuing advanced degrees in accounting, especially in regions like Connecticut, researching about the [best accounting schools in connecticut](/degrees/best-accounting-schools-in-connecticut) can be a beneficial first step. Pursuing risk management courses from top accounting schools can provide in-depth knowledge and better employment options in the field. Keeping up-to-date with the latest research articles published in journals like Journal of Risk can strengthen understanding of the field and introduce one to new and evolving aspects of risk management regularly. This in turn can help one to stay competitive in dynamic job markets. Remember, choosing the right academic path based on individual interests, skills and career goals is crucial. Ensuring the course curriculum aligns with one's career aspirations can yield high dividends in the future. So, it's critical to research well before making any decision.

Top Publications

  • Forecasting Bitcoin returns: is there a role for the US–China trade war?

    Vasilios Plakandaras;Elie Bouri;Rangan Gupta

    (2021)
    16 Citations
  • Monetary policy uncertainty and jumps in advanced equity markets

    Elie Bouri;Konstantinos Gkillas;Rangan Gupta;Clement Kweku Kyei

    (2020)
    4 Citations
  • High-frequency movements of the term structure of US interest rates: the role of oil market uncertainty

    (2022)
    3 Citations
  • Option pricing using high-frequency futures prices

    Stavros Degiannakis;Christos Floros;Thomas Poufinas

    (2021)
    1 Citations
  • An examination of the tail contribution to distortion risk measures

    Miguel Santolino;Jaume Belles-Sampera;José María Sarabia

    (2021)
    1 Citations
  • An examination of the tail contribution to distortion risk measures

    (2021)
    1 Citations

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Best Scientists Contributing to This Journal

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