Quantitative Finance

44.2k citations
2.3k papers · · active since 1950

Impact in

  • Finance top 0.5%
    • Financial Risk and Volatility Modeling
    • Stochastic processes and financial applications
    • Financial Markets and Investment Strategies
    • Complex Systems and Time Series Analysis
    • Market Dynamics and Volatility

Papers in

  • Finance 1.9k
    • Stochastic processes and financial applications 982
    • Financial Risk and Volatility Modeling 886
    • Financial Markets and Investment Strategies 649
    • Credit Risk and Financial Regulations 239
    • Complex Systems and Time Series Analysis 631
    • Market Dynamics and Volatility 413

Quantitative Finance

2.0k papers receiving 39.8k citations

Peers

Quantitative Finance
Comparison fields: 5 of 206
  • Finance 29.4k
  • Economics and Econometrics 23.9k
  • Management Science and Operations Research 9.8k
  • General Economics, Econometrics and Finance 3.9k
  • Demography 3.2k
Replace The Journal of Portfolio Management with:
The Journal of Portfolio Management United States
Econometric Reviews United States
Empirical Economics United States
Journal of Forecasting United States
American Journal of Political Science United States
Omega United States
Journal of Economic Dynamics and Control United States
Canadian Journal of Economics/Revue canadienne d économique Canada
Computational Statistics & Data Analysis United States
The Journal of Politics United States
Quantitative Finance relative to The Journal of Portfolio Management United States The Journal of Portfolio Management's profile →
Citations per field
00.5×1.7×
The Journal of Portfolio Management · 1×
Citations per year

Countries where authors publish in Quantitative Finance

Since Specialization
Citations

This map shows the geographic impact of research published in Quantitative 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 Quantitative Finance with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Quantitative Finance more than expected).

Fields of papers published in Quantitative Finance

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers published in Quantitative 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 Quantitative Finance.

About Quantitative Finance

The 2.3k papers published in Quantitative Finance in the last decades have received a total of 44.2k indexed citations . Papers published in Quantitative Finance usually cover Finance (1.9k papers), Economics and Econometrics (1.2k papers), Management Science and Operations Research (476 papers), General Economics, Econometrics and Finance (242 papers) and Demography (195 papers) specifically the topics of Stochastic processes and financial applications (982 papers), Financial Risk and Volatility Modeling (886 papers), Financial Markets and Investment Strategies (649 papers), Complex Systems and Time Series Analysis (631 papers), Market Dynamics and Volatility (413 papers), Credit Risk and Financial Regulations (239 papers), Monetary Policy and Economic Impact (236 papers) and Risk and Portfolio Optimization (235 papers). The most active scholars publishing in Quantitative Finance are Rama Cont, Shelby H. McIntyre, Xiaojing Dong, Didier Sornette, Tiziana Di Matteo, Dilip B. Madan, Marco Avellaneda, Mark H. Davis, Andrew J. Patton and Robert F. Engle.

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.

Explore journals with similar magnitude of impact