期刊名称:JOURNAL OF RISK

ISSN:1465-1211
出版频率:Quarterly
出版社:INCISIVE MEDIA, HAYMARKET HOUSE, 28-29 HAYMARKET, LONDON, ENGLAND, SW1Y 4RX
  出版社网址:http://www.thejournalofrisk.com/
期刊网址:http://www.thejournalofrisk.com/
影响因子: 0.375(2015年) 0.303(2014年) 0.206(2013年) 0.152 (2012年) 0.344(2011年)
主题范畴:BUSINESS, FINANCE

期刊简介(About the journal)    投稿须知(Instructions to Authors)    编辑部信息(Editorial Board)   



About the journal
The Journal has now enjoyed 11 successful years as a leader in the market and continues to build upon this solid foundation.

Since the recent expansion of the Journals program The Journal of Risk has become more focused on market-based topics. The Journal publishes high quality theoretical and empirical studies in financial risk management. Its distinctive focus is original, rigorous research with practical applications in mind.

In continuing to act as a market leader, Risk Journals is pleased to announce that in 2010 The Journal of Risk will present a special issue on disk Sharing in Defined Contribution Pension Schemes? The University of Exeter Business School and Netspar, in partnership with the Department for Work and Pensions, are jointly sponsoring a research conference on this topic, at the University of Exeter on Thursday 7 and Friday 8 January 2010. Paul Cox of Exeter University will be acting as Guest Editor for the special issue that will follow the conference.

The research conference will focus on the risks faced by members of DC schemes and examine alternative structures that might mitigate these risks. This especially includes contributions that can work within existing legislation, but also contributions that would mean a change in legislation. Topics suitable for the conference include, but are not limited to, the following areas:
  • The risks inherent in DC schemes.
  • Methods to share risk, including inter- and intra-generational risk-sharing and other ways to reduce the potential dispersion of retirement outcomes for members.
  • Theory and evidence of risk sharing in which there is no scheme liability and of risk sharing in which there is a scheme liability.
  • Managing liabilities as a result of risk sharing.
  • Analysis of scheme characteristics required for successful risk sharing.
  • Behavioural aspects of risk sharing (e.g. impact on opt-in, opt-out, fund switching and unforced contribution breaks).
  • Theory and evidence of regulations and legislation needed to invoke forms of risk sharing.

Instructions to Authors

Manuscripts and research papers submitted for consideration must be original work that has not been previously submitted for consideration in another journal or other publication outlets. All articles submitted for consideration should follow strict academic standards in both theoretical content and empirical results. Articles should be of interest to a broad audience of sophisticated practitioners and academics.

Submitted papers should follow Webster's New Collegiate Dictionary for spelling and The Chicago Manual of Style for punctuation and other points of style. The front page should include the author's full titles, complete mailing and e-mail addresses, and phone numbers. The next page should contain an executive summary of no more than 100 words, and between 5 and 10 keywords.References should be cited using the Harvard system [name(year)]. Tables and figures should be numbered using Arabic numerals, with one table or figure to a page. All tables and figures should be self-contained. Headings and legends should be understandable without reference to the text.

Only electronic submission of manuscripts will be accepted.

Click here to send papers in PDF format to the journal.

Papers will be acknowledged via email with a reference number which should be quoted in future correspondence

Authors of selected publications will be asked to supply an electronic version of their paper.

The preferred text format for papers containing intensive mathematics is TeX or LateX; the only other acceptable format is Word.

All graphics muct be supplied in black and white or greyscale. Graphic files must be in Postscript (PS), EPS, or Adobe Illustrator. Graphs from PowerPoint and Excel files, including the data, may also be acceptable, but should problems arise, the author will be responsible for providing files in one of the other formats given above. It is best to remove figures from Word files.

Tables should be supplied as text and not figures (if tables are highly formatted, they should be sent as tab-delimited text files). Tables supplied as TeX/Latex are also acceptable.

All files should be the final version -- they should include acknowledgements (if any) and up-to-date addresses, and the text files and figures should be identical in content to the pdf or hard copy.

Queries can be sent to: journals@incisivemedia.com

or :

The Journal of Risk
Incisive Media
Haymarket House
28?9 Haymarket
London SW1Y 4RX, United Kingdom
Tel: +44(0) 207 004 7531

Fax: +44(0) 207 484 9758


Editorial Board

Editor-in-Chief

Farid AitSahlia
University of Florida

Editor Emeritus and Chairman of the Editorial Board

Stanislav Uryasev
Univeristy of Florida

Associate Editors

Carlo Acerbi
Abaxbank

Turan G. Bali
Baruch College, City University of New York

Jeremy Berkowitz
University of Houston

Jacob Boudoukh
New York University and Interdisciplinary Center

Peter Carr
Bloomberg LP, New York University

Peter Christoffersen
McGill University

Jon Danielsson
London School of Economics

Robert F. Engle
New York University

John Hull
University of Toronto

Robert Jarrow
Cornell University

Paul H Kupiec
Federal Deposit Insurance Corporation

François Longin
ESSEC

Elisa Luciano
University of Torino & Fondazione Collegio

Alexander J. McNeil
Herriot-Watt University

Riccardo Rebonato
Royal Bank of Scotland

Til Schuermann
Federal Reserve Bank of New York

Ren?M. Stulz
Ohio State University

Neil D. Pearson
University of Illinois at Urbana-Champaign

Casper G. de Vries
Erasmus University Rotterdam & Tinbergen Institut


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