The Journal of Derivatives

The Journal of Derivatives
DisciplineFinance
LanguageEnglish
Edited byJoseph M. Pimbley
Publication details
HistorySince 1993
Publisher
Portfolio Management Research
FrequencyQuarterly
0.5 (2024)
Standard abbreviations
ISO 4J. Deriv.
Indexing
ISSN1074-1240 (print)
2168-8524 (web)
LCCN94660500
OCLC no.28599438
Links

The Journal of Derivatives[1] is a quarterly peer-reviewed academic journal covering derivatives, as well as quantitative finance and financial risk management more generally. It was established in 1993 and is published by Portfolio Management Research (PMR). Its editor-in-chief is Joseph M. Pimbley. According to the Journal Citation Reports, the journal has a 2024 impact factor of 0.5.[2]

References

  1. ^ Official website
  2. ^ "The Journal of Derivatives". 2024 Journal Citation Reports (Social Sciences ed.). Clarivate. 2025 – via Web of Science.