Risk and Decision Analysis

Aims & Scope

The journal Risk and Decision Analysis (RDA) emphasizes a theoretical and practical interdisciplinary and comprehensive vision of Risk: its definition, its measurements, its analysis, its manifestations and reconcile their contradictions and their differences.

RDA considers for publication research papers that contribute to a greater appreciation of risks and uncertainties in their many definitions, their modeling (mathematical or otherwise), their empirical and data analysis, their pricing and their management.

Application of risk modeling and decision analysis to general and risk engineering, economic and financial systems, operational and networked systems in industry, in services, in control, regulatory and compliance systems etc. are emphasized.

For example, financial market risks, eco-risks and urban systems, insurance, energy, safety and security, healthcare, environment, and related areas are emphasized for the purpose to provide an integrative vision of risks and uncertainty how to confront their manifestations.

The intent of RDA is to provide to academic and practitioners, a platform to better integrate and interpret risks and their manifestations in a comprehensive manner.

RDA's focus is scientific, based on mathematical and systematic approaches to risk (statistics, probability theory, data science), Bayesian statistics and (automatic, machine) learning, stochastic modeling, stochastic and optimal control.

At the same time it is “educational”, having set “an educational corner” to introduce and clarify complex risk related issues and problems.

These problems include for example issues such as VIX and Fear; Risk and Uncertainty (ambiguity), the risks of “financialization”, environmental and extreme risks, managerial approaches, etc.

Empirical analysis and data analytic approaches to assess and support theoretical results based on interesting methodologies is an important element of RDA’s mission.

View Aims & Scope

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Metrics & Ranking

SJR (SCImago Journal Rank)

Year	Value
2024	0.138

Quartile

Year	Value
2024	Q4

h-index

Year	Value
2024	10

Journal Rank

Year	Value
2024	25522

Journal Citation Indicator

Year	Value
2024	5

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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

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Decision Sciences, Economics, Econometrics and Finance and Mathematics, 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.

• On the Markowitz mean–variance analysis of self-financing portfolios

  Citation: 34

  Authors: Zhidong, Huixia, Wing-Keung

• Forecasting and uncertainty: A survey

  Citation: 31

  Authors: Spyros, Nikolas

• VaR constrained hedging of fixed price load-following obligations in competitive electricity markets

  Citation: 27

  Authors: Yumi, Shmuel

• Why is VIX a fear gauge?

  Citation: 23

  Authors: Peter

• On modeling credit defaults: A probabilistic Boolean network approach

  Citation: 22

  Authors: Jia-Wen, Wai-Ki, Tak-Kuen, Harry

• Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance: A comparative study

  Citation: 21

  Authors: Dalila, Abdullah A. K.

• A risk management approach to RBAC

  Citation: 20

  Authors: Ebru, Murat, Bhavani, Elisa

• A mixed Sharpe ratio

  Citation: 19

  Authors: W.K., J.A., S.C.P., S.P.

• Multifractional processes in finance

  Citation: 15

  Authors: Sergio, Augusto

• Default risk and corporate governance in financial vs. non-financial firms

  Citation: 15

  Authors: Lorne N., Jun

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