Academic Journal
Q3Financial Markets and Portfolio Management
About Financial Markets and Portfolio Management
Financial Markets and Portfolio Management is a scholarly journal published by Springer New York. SCImago 2025 lists it in Q3, with an SJR of 0.343 and H-index of 31.
Coverage: 2006-2026. Research categories: Accounting (Q3); Finance (Q3).
Verified field sources
- Journal Impact Factor: 1.0 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Impact Factor year: 2025 — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
- Editor(s): Tim Kroencke; Florian Weigert (Editors-in-Chief) — Official source; checked 2026-10-03. Journal metric year and editorial leadership as listed on the Springer Nature journal homepage.
Source-backed journal facts
Topics in published research
Financial Markets and Investment Strategies; Corporate Finance and Governance; Banking stability, regulation, efficiency; Market Dynamics and Volatility; Financial Risk and Volatility Modeling; Monetary Policy and Economic Impact.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Reported open-access list prices
2,290.00 USD; 3,190.00 EUR
APC list prices reported by OpenAlex, which obtains this information from DOAJ. Confirm current charges, taxes, waivers and eligibility with the publisher; this is not a fee quotation.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Finance at the intersection of academia and practice: from 1986 to 2026
René M. Stulz
2026-09-28 · DOI: 10.1007/s11408-026-00501-3Pre-trade transparency and market quality in corporate bond markets
Brian Mattmann
2026-09-18 · DOI: 10.1007/s11408-026-00504-0The Bubble Crash-GARCH model
Giovanni De Luca, Andrea Montanino
2026-08-30 · DOI: 10.1007/s11408-026-00503-1Stranded fossil fuel reserves and firm value
Christina Atanasova, Eduardo Schwartz
2026-07-31 · DOI: 10.1007/s11408-026-00500-4From the quantity theory of money to modern monetary policy
Erwin W. Heri
2026-07-29 · DOI: 10.1007/s11408-026-00496-xWhen simplicity beats optimization: evidence from factor timing, volatility management, and the 1/N benchmark
Xuan Feng
2026-07-18 · DOI: 10.1007/s11408-026-00499-8The ZKB Best Paper Award 2025
2026-06 · DOI: 10.1007/s11408-026-00498-9Accuracy of research analyst estimates surrounding M&A-transactions
Eike Oenschläger, Michael Richard Strauß
2026-05-07 · DOI: 10.1007/s11408-026-00497-wThe effective cost of capital buffers for UBS: a reappraisal based on empirical research
Pascal Böni, Heinz Zimmermann
2026-04-24 · DOI: 10.1007/s11408-026-00493-0Look at my watch! Continuous information and the momentum effect in the market for luxury watches
Siegfried Köstlmeier, Klaus Röder
2026-03-30 · DOI: 10.1007/s11408-026-00495-yReport of the co-editors 2025
2026-03 · DOI: 10.1007/s11408-026-00494-zLong-term equity investing and withdrawal rules
Jan Antell, Mika Vaihekoski
2026-09 · DOI: 10.1007/s11408-026-00492-1Text based hierarchical risk parity (TBHRP)
Blake Rayfield
2026-09 · DOI: 10.1007/s11408-025-00491-8The impact of monetary policy on stock prices: gaining momentum or losing steam?
Carlo Rosa
2026-09 · DOI: 10.1007/s11408-025-00490-9Alejandro lopez-lira. the predictive edge: outsmart the market using generative AI and ChatGPT in financial forecasting. hoboken, NJ: John Wiley & Sons, 2024. ISBN 978–1-394–24,271-9 (hardcover), USD 35, approx. EUR 33
Mathis Mörke
2026-03 · DOI: 10.1007/s11408-025-00488-3What drives venture capitalists to stray from their preferred investment industries?
Tyler Hull
2026-09 · DOI: 10.1007/s11408-025-00489-2Revisiting Boehmer et al. (2021): recent period, alternative method, different conclusions
David Ardia, Clément Aymard, Tolga Cenesizoglu
2026-06 · DOI: 10.1007/s11408-025-00487-4Behavioral performance attribution of retail investors’ portfolio returns
David Gorzon, Rüdiger von Nitzsch
2026-06 · DOI: 10.1007/s11408-025-00485-6Investor-level common ownership, stock return comovement, and competition
Markus Münster, Martin Walther
2026-06 · DOI: 10.1007/s11408-025-00484-7Target volatility strategies: optimal rebalancing boundary for transaction cost minimization
Zefeng Bai, Dessislava Pachamanova, Victoria Steblovskaya, Kai Wallbaum et al.
2026-06 · DOI: 10.1007/s11408-025-00486-5Reviews
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Version History
October 2, 2026 at 9:52 pm
October 2, 2026