《Finance And Stochastics》是一本以English為主的未開放獲取國際優(yōu)秀期刊,中文名稱金融與隨機,本刊主要出版、報道經(jīng)濟學(xué)-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS領(lǐng)域的研究動態(tài)以及在該領(lǐng)域取得的各方面的經(jīng)驗和科研成果,介紹該領(lǐng)域有關(guān)本專業(yè)的最新進展,探討行業(yè)發(fā)展的思路和方法,以促進學(xué)術(shù)信息交流,提高行業(yè)發(fā)展。該刊已被國際權(quán)威數(shù)據(jù)庫SCIE、SSCI收錄,為該領(lǐng)域相關(guān)學(xué)科的發(fā)展起到了良好的推動作用,也得到了本專業(yè)人員的廣泛認可。該刊最新影響因子為1.1,最新CiteScore 指數(shù)為2.9。
本刊近期中國學(xué)者發(fā)表的論文主要有:
A paradox in time-consistency in the mean–variance problem?
Author: Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities
Author: Ruodu Wang, Liang Peng, Jingping Yang
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Author: Zhi Liu
英文介紹
Finance And Stochastics雜志英文介紹
The purpose of Finance and Stochastics is to provide a high standard publication forum for research
- in all areas of finance based on stochastic methods
- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.
Finance and Stochastics encompasses - but is not limited to - the following fields:
- theory and analysis of financial markets
- continuous time finance
- derivatives research
- insurance in relation to finance
- portfolio selection
- credit and market risks
- term structure models
- statistical and empirical financial studies based on advanced stochastic methods
- numerical and stochastic solution techniques for problems in finance
- intertemporal economics, uncertainty and information in relation to finance.