The Journal of Risk
About
The 420 papers published in The Journal of Risk in the last decades have received a total of 10.8k indexed citations.
Papers published in The Journal of Risk usually cover Finance (297 papers), Economics and Econometrics (199 papers) and Management Science and Operations Research (122 papers) specifically the topics of Financial Risk and Volatility Modeling (118 papers), Risk and Portfolio Optimization (91 papers) and Financial Markets and Investment Strategies (88 papers). The most active scholars publishing in The Journal of Risk are Stan Uryasev, R. T. Rockafellar, Robert Almgren, Neil Chriss, Michel Denault, Pavlo A. Krokhmal, Didier Sornette, Anders Johansen, Riccardo Rebonato and Alan White.
In The Last Decade
Fields of papers published in The Journal of Risk
Since SpecializationEngineeringComputer SciencePhysics and AstronomyMathematicsEarth and Planetary SciencesEnergyEnvironmental ScienceMaterials ScienceChemical EngineeringChemistryAgricultural and Biological SciencesVeterinaryDecision SciencesArts and HumanitiesBusiness, Management and AccountingSocial SciencesPsychologyEconomics, Econometrics and FinanceHealth ProfessionsDentistryMedicineBiochemistry, Genetics and Molecular BiologyNeuroscienceNursingImmunology and MicrobiologyPharmacology, Toxicology and Pharmaceutics
This network shows the specialization of papers published in The Journal of Risk. Nodes represent fields, and links connect fields that are likely to share authors.
Countries where authors publish in The Journal of Risk
Since SpecializationTotal citations of papers
This map shows the geographic distribution of research published in The Journal of Risk. It shows the number of citations received by papers published by authors working in each country. You can also color the map by specialization and compare the number of papers published in The Journal of Risk with the expected number of papers based on a country's size and research output (numbers larger than one mean the country's share of papers is larger than expected).
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