Academic Journal
Q1Quantitative Finance
About Quantitative Finance
Quantitative Finance is a scholarly journal published by Taylor and Francis Ltd.. SCImago 2025 lists it in Q1, with an SJR of 0.762 and H-index of 93.
Coverage: 2001-2026. Research categories: Economics, Econometrics and Finance (miscellaneous) (Q1); Finance (Q2).
Verified field sources
- Journal Impact Factor: 1.9 — Official source; checked 2026-10-03. Publisher-reported Journal Impact Factor and year from Taylor & Francis About this journal information.
- Impact Factor year: 2025 — Official source; checked 2026-10-03. Publisher-reported Journal Impact Factor and year from Taylor & Francis About this journal information.
Source-backed journal facts
Topics in published research
Stochastic processes and financial applications; Financial Risk and Volatility Modeling; Financial Markets and Investment Strategies; Complex Systems and Time Series Analysis; Market Dynamics and Volatility; Credit Risk and Financial Regulations.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
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.
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Rosario Barone, Brian Lucey, Alessia Palma
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Yuji Shinozaki
2026-09-07 · DOI: 10.1080/14697688.2026.2708221The NGARCH option pricing model with Variance Gamma distributed innovations
M. Divjak, M. Perman
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R. F. Silva, L. S. Maciel
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Weiran Li, Jiajun Liu, Jing Yao
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Jörgen Blomvall, Jonas Ekblom, John R. Birge
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Othmane Zarhali, Cecilia Aubrun, Emmanuel Bacry, Jean-Philippe Bouchaud et al.
2026-09-04 · DOI: 10.1080/14697688.2026.2710832Refined expansions of the skew-stickiness ratio in stochastic volatility models
F. Bourgey, J. Delemotte, S. De Marco
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Zixing Chen, Yihan Qi, Shanlan Que, Julian Sester et al.
2026-08-14 · DOI: 10.1080/14697688.2026.2694470Two-price conic Kyle model
Tak Kuen Siu, Robert J. Elliott
2026-08-11 · DOI: 10.1080/14697688.2026.2707212Explicit methods for portfolio optimization with realistic costs and constraints
Gordon Ritter
2026-08-05 · DOI: 10.1080/14697688.2026.2707213Institutional trading costs, Robinhood activity, and expected returns
Jan Harren
2026-08-03 · DOI: 10.1080/14697688.2026.2691814Reviews
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October 2, 2026 at 9:01 pm
October 2, 2026