Journal of Risk

Aims & Scope

This international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management.

As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest innovations in this field, with particular focus on the measurement, management and analysis of financial risk.

The Journal of Risk is particularly interested in papers on the following topics: Risk management regulations and their implications, Risk capital allocation and risk budgeting, Efficient evaluation of risk measures under increasingly complex and realistic model assumptions, Impact of risk measurement on portfolio allocation, Theoretical development of alternative risk measures, Hedging (linear and non-linear) under alternative risk measures, Financial market model risk, Estimation of volatility and unanticipated jumps, Capital allocation.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.5
2024	0.30

SJR (SCImago Journal Rank)

Year	Value
2024	0.200

Quartile

Year	Value
2024	Q4

h-index

Year	Value
2024	15

Journal Rank

Year	Value
2024	21194

Journal Citation Indicator

Year	Value
2024	37

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Business, Management and Accounting and Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Optimization of conditional value-at-risk

  Citation: 4634

  Authors: R. Tyrrell, Stanislav

• Optimal execution of portfolio transactions

  Citation: 1095

  Authors: Robert, Neil

• Portfolio optimization with conditional value-at-risk objective and constraints

  Citation: 374

  Authors: Pavlo, tanislav, Jonas

• Coherent allocation of risk capital

  Citation: 281

  Authors: Michel

• Predicting financial crashes using discrete scale invariance

  Citation: 260

  Authors: Anders, Didier, Olivier

• Value-at-risk in portfolio optimization: properties and computational approach

  Citation: 232

  Authors: Alexei, Georg

• Dependent defaults in models of portfolio credit risk

  Citation: 218

  Authors: Rüdiger, Alexander

• Incorporating volatility updating into the historical simulation method for value-at-risk

  Citation: 213

  Authors: John, Alan

• What is the best risk measure in practice? A comparison of standard measures

  Citation: 200

  Authors: Susanne, Marie, Dirk

• The most general methodology for creating a valid correlation matrix for risk management and option pricing purposes

  Citation: 152

  Authors: Riccardo, Peter

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