International Journal of Theoretical and Applied Finance

12.6k citations
1.1k papers · indexed · active since 1950

Impact in

  • Finance top 1%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Credit Risk and Financial Regulations
    • Complex Systems and Time Series Analysis
    • Market Dynamics and Volatility

Papers in

    • Stochastic processes and financial applications 749
    • Financial Risk and Volatility Modeling 382
    • Financial Markets and Investment Strategies 252
    • Credit Risk and Financial Regulations 188
    • Capital Investment and Risk Analysis 121
    • Complex Systems and Time Series Analysis 247
    • Economic theories and models 197

International Journal of Theoretical and Applied Finance

939 papers receiving 11.4k citations

Peers

International Journal of Theoretical and Applied Finance
Comparison fields: 5 of 137
  • Finance 10.0k
  • Economics and Econometrics 5.6k
  • Management Science and Operations Research 2.4k
  • Demography 1.4k
  • General Economics, Econometrics and Finance 842
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International Journal of Theoretical and Applied Finance relative to The Journal of Derivatives United States The Journal of Derivatives's profile →
Citations per field
00.5×1.5×1.8×
The Journal of Derivatives · 1×
Citations per year

Countries where authors publish in International Journal of Theoretical and Applied Finance

Since Specialization
Citations

This map shows the geographic impact of research published in International Journal of Theoretical and Applied Finance. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by papers published in International Journal of Theoretical and Applied Finance with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites International Journal of Theoretical and Applied Finance more than expected).

Fields of papers published in International Journal of Theoretical and Applied Finance

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers published in International Journal of Theoretical and Applied Finance. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers published in International Journal of Theoretical and Applied Finance.

About International Journal of Theoretical and Applied Finance

The 1.1k papers published in International Journal of Theoretical and Applied Finance in the last decades have received a total of 12.6k indexed citations . Papers published in International Journal of Theoretical and Applied Finance usually cover Finance (951 papers), Economics and Econometrics (486 papers), Management Science and Operations Research (170 papers), General Economics, Econometrics and Finance (85 papers) and Demography (99 papers) specifically the topics of Stochastic processes and financial applications (749 papers), Financial Risk and Volatility Modeling (382 papers), Financial Markets and Investment Strategies (252 papers), Complex Systems and Time Series Analysis (247 papers), Economic theories and models (197 papers), Credit Risk and Financial Regulations (188 papers), Capital Investment and Risk Analysis (121 papers) and Risk and Portfolio Optimization (115 papers). The most active scholars publishing in International Journal of Theoretical and Applied Finance are Sergei Levendorskiı̌, Robert J. Elliott, Michele Marchesi, Thomas Lux, Didier Sornette, Anders Johansen, Svetlana Boyarchenko, Marco Avellaneda, Dilip B. Madan and Damiano Brigo.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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