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Journal of Derivatives

Portfolio Management Research · United States

ISSN1074-1240eISSN2168-8524

SJR Q3✓ WOS SSCI✓ Scopus / SJR

/ 100

High Risk

Score Breakdown

✓ WoS SCIE/SSCI+25

✓ Scopus Q3+12

Total37

Journal Impact Factor

This journal is indexed in Web of Science (JCR) and has an official Journal Impact Factor. View on Clarivate Master Journal List ↗

SJR Score

0.316

H-Index

SNIP

0.719

Total Works

953

Total Citations

22,256

2yr Mean Citedness

0.18

Free JIF alternative

Aims & Scope✦ Inferred from recent articles

The Journal of Derivatives focuses on the pricing and hedging of various derivative instruments, including options, swaptions, and structured products. Research explores advanced modeling techniques, such as machine learning, neural networks, and stochastic processes, to capture complex market dynamics like volatility spikes, default risk, and discrete dividends. The journal also investigates the valuation of exotic and callable derivatives, the forecasting of volatility surfaces, and the application of these models to real-world financial markets, including specific markets like China and the US.

AI-summarised from recent articles · verify on the publisher page

⚡ Speed vs Prestige

How does this journal balance review speed with impact level?

SJR Rank

Top 75% in field

General Information

Country / RegionUnited States

Primary LanguageEnglish

1st Year Published—

Annual Volume~ 28 articles / year

StatusActive

Total Publications953

Submission Info

Publishing ModelSubscription

Peer Review—

Review Time—

Acceptance Rate—

OA License—

OA Rate—

Ethics & Quality

COPE Member✗ No

OASPA Member✗ No

Not on Predatory Lists✓ Yes

Think.Check.Submit Compliance

thinkchecksubmit.org

5/12 · 42%

✅

Do you know the journal / publisher?

Portfolio Management Research

❌

Does the journal have a website?

No URL

✅

Is the ISSN verified?

1074-1240 / 2168-8524

✅

Indexed in a trusted database?

Scopus

❌

Peer review process documented?

N/A

❌

Follows ethical publishing standards (COPE)?

N/A

❌

APC fees clearly disclosed?

N/A

✅

Not on predatory/blacklists?

✓ Clean

❌

Long-term digital preservation?

N/A

❌

Plagiarism detection in place?

N/A

❌

Listed in DOAJ (verified OA)?

N/A

✅

Primary language documented?

English

Based on the Think.Check.Submit framework by DOAJ, COPE & OASPA. All data from verified open sources.

Publication & Citation Trend

Articles published

Times cited

2019

2020

2021

2022

2023

2024

2025

2026

Source: OpenAlex · Note: citations accumulate over time so older years appear higher

SJR Quartile by Discipline

Scimago ranks this journal separately in each subject category — its quartile can differ by discipline.

Economics and EconometricsQ3

FinanceQ3

Subject Classification

Web of Science Categories

Business, Finance

Scopus Categories

FinanceEconomics and Econometrics

Research Topics (OpenAlex)

Stochastic processes and financial applicationsFinancial Risk and Volatility ModelingFinancial Markets and Investment StrategiesCapital Investment and Risk AnalysisCredit Risk and Financial Regulations