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                       Financial econometrics
Anomalies in prices                            Financial engineering
Asset-liability modelling                      Learning adaptation
Behavioural finance                            Liquidity modelling
Bounded rationality                            Market dynamics and prediction
Corporate finance                              Market microstructure
Corporate valuation                           Operational risk modelling
Derivatives pricing and hedging           Portfolio management

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. It is the aim of the editorial office to confirm a first decision on submitted manuscripts within six months.