The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.

Quantitative Finance covers such applications as:

• Agent-based modelling
• Anomalies in prices
• Asset-liability modelling
• Behavioural finance
• Bounded rationality
• Corporate finance
• Corporate valuation
• Derivatives pricing and hedging
• Evolutionary game theory
• Experimental finance
• Extreme risks and insurance
• Financial econometrics
• Financial engineering
• Learning adaptation
• Liquidity modelling
• Market dynamics and prediction
• Market microstructure
• Operational risk modelling
• Portfolio management
• Price formation
• Risk management
• Trading systems
• Web-based financial services

Notes for Referees

Peer Review Policy:
All research articles in this journal have undergone rigorous peer review, based on initial editor screening and refereeing by two anonymous referees.