Scimago Journal & Country Rank

International Journal of Theoretical and Applied Finance

Country

Singapore

Universities and research institutions in Singapore

Subject Area and Category

Publisher

World Scientific Publishing Co. Pte Ltd

H-Index

35

Publication type

Journals

ISSN

02190249

Coverage

2003-2021

Information

Homepage

How to publish in this journal

L.Hughston@gold.ac.uk

Scope

The International Journal of Theoretical and Applied Finance (IJTAF) brings together experts involved in the mathematical modelling of financial instruments and the application of these models to global financial markets. Financial instruments that have been designed to serve the needs of mature capital markets and established trading forums need to be adapted for application in emerging markets and evolving trading venues. The development of new financial products and trading methodologies has also led to new challenges for regulatory bodies. Issues addressed in IJTAF include: (a) development of sophisticated mathematical models based on the principles of modern finance theory, (b) calibration of these models to market data, (c) simulation of such models using efficient computational algorithms, (d) updating of these models in line with evolving market developments, and (e) adaptation of these models by the practitioners in the industry; emphasis will also be placed on (f) development and application of modern stochastic methods in finance. State-of-the-art financial modelling draws upon expertise from various disciplines besides finance; in particular, experts from mathematics, statistics, economics, and computer science have made significant contributions to this field. IJTAF brings together experts from these multi-disciplines and provides a platform for the synthesis of the various specializations that are actively involved in financial modelling. The disciplines covered by IJTAF include: mathematical finance; financial engineering; applications of modern probability theory and stochastic analysis in finance; models for interest rate, equity, foreign exchange, commodity, credit and inflation-linked products; portfolio theory and long-term investment; quantification of risk; ... Join the conversation about this journal
Quartiles

The set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. Q1 (green) comprises the quarter of the journals with the highest values, Q2 (yellow) the second highest values, Q3 (orange) the third highest values and Q4 (red) the lowest values.

CategoryYearQuartile
Economics, Econometrics and Finance (miscellaneous)2004Q2
Economics, Econometrics and Finance (miscellaneous)2005Q2
Economics, Econometrics and Finance (miscellaneous)2006Q1
Economics, Econometrics and Finance (miscellaneous)2007Q1
Economics, Econometrics and Finance (miscellaneous)2008Q1
Economics, Econometrics and Finance (miscellaneous)2009Q1
Economics, Econometrics and Finance (miscellaneous)2010Q1
Economics, Econometrics and Finance (miscellaneous)2011Q1
Economics, Econometrics and Finance (miscellaneous)2012Q1
Economics, Econometrics and Finance (miscellaneous)2013Q1
Economics, Econometrics and Finance (miscellaneous)2014Q1
Economics, Econometrics and Finance (miscellaneous)2015Q1
Economics, Econometrics and Finance (miscellaneous)2016Q1
Economics, Econometrics and Finance (miscellaneous)2017Q1
Economics, Econometrics and Finance (miscellaneous)2018Q1
Economics, Econometrics and Finance (miscellaneous)2019Q2
Economics, Econometrics and Finance (miscellaneous)2020Q2
Economics, Econometrics and Finance (miscellaneous)2021Q2
Finance2004Q3
Finance2005Q3
Finance2006Q2
Finance2007Q2
Finance2008Q2
Finance2009Q2
Finance2010Q2
Finance2011Q2
Finance2012Q2
Finance2013Q2
Finance2014Q2
Finance2015Q2
Finance2016Q2
Finance2017Q2
Finance2018Q2
Finance2019Q2
Finance2020Q2
Finance2021Q3
SJR

The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. It is based on the idea that 'all citations are not created equal'. SJR is a measure of scientific influence of journals that accounts for both the number of citations received by a journal and the importance or prestige of the journals where such citations come from It measures the scientific influence of the average article in a journal, it expresses how central to the global scientific discussion an average article of the journal is.

YearSJR
20040.243
20050.299
20060.495
20070.480
20080.405
20090.513
20100.568
20110.625
20120.710
20130.737
20140.764
20150.600
20160.621
20170.586
20180.496
20190.389
20200.469
20210.357
Total Documents

Evolution of the number of published documents. All types of documents are considered, including citable and non citable documents.

YearDocuments
200344
200451
200555
200663
200762
200840
200954
201056
201157
201260
201351
201455
201556
201654
201757
201859
201956
202056
202143
Citations per document

This indicator counts the number of citations received by documents from a journal and divides them by the total number of documents published in that journal. The chart shows the evolution of the average number of times documents published in a journal in the past two, three and four years have been cited in the current year. The two years line is equivalent to journal impact factor ™ (Thomson Reuters) metric.

Cites per documentYearValue
Cites / Doc. (4 years)20030.000
Cites / Doc. (4 years)20040.386
Cites / Doc. (4 years)20050.358
Cites / Doc. (4 years)20060.440
Cites / Doc. (4 years)20070.493
Cites / Doc. (4 years)20080.489
Cites / Doc. (4 years)20090.532
Cites / Doc. (4 years)20100.685
Cites / Doc. (4 years)20110.764
Cites / Doc. (4 years)20121.111
Cites / Doc. (4 years)20130.894
Cites / Doc. (4 years)20140.871
Cites / Doc. (4 years)20150.843
Cites / Doc. (4 years)20160.887
Cites / Doc. (4 years)20170.782
Cites / Doc. (4 years)20180.707
Cites / Doc. (4 years)20190.726
Cites / Doc. (4 years)20200.739
Cites / Doc. (4 years)20210.684
Cites / Doc. (3 years)20030.000
Cites / Doc. (3 years)20040.386
Cites / Doc. (3 years)20050.358
Cites / Doc. (3 years)20060.440
Cites / Doc. (3 years)20070.450
Cites / Doc. (3 years)20080.428
Cites / Doc. (3 years)20090.479
Cites / Doc. (3 years)20100.647
Cites / Doc. (3 years)20110.820
Cites / Doc. (3 years)20120.850
Cites / Doc. (3 years)20130.711
Cites / Doc. (3 years)20140.887
Cites / Doc. (3 years)20150.831
Cites / Doc. (3 years)20160.691
Cites / Doc. (3 years)20170.739
Cites / Doc. (3 years)20180.701
Cites / Doc. (3 years)20190.700
Cites / Doc. (3 years)20200.657
Cites / Doc. (3 years)20210.637
Cites / Doc. (2 years)20030.000
Cites / Doc. (2 years)20040.386
Cites / Doc. (2 years)20050.358
Cites / Doc. (2 years)20060.396
Cites / Doc. (2 years)20070.381
Cites / Doc. (2 years)20080.368
Cites / Doc. (2 years)20090.422
Cites / Doc. (2 years)20100.596
Cites / Doc. (2 years)20110.636
Cites / Doc. (2 years)20120.673
Cites / Doc. (2 years)20130.692
Cites / Doc. (2 years)20140.739
Cites / Doc. (2 years)20150.651
Cites / Doc. (2 years)20160.559
Cites / Doc. (2 years)20170.691
Cites / Doc. (2 years)20180.667
Cites / Doc. (2 years)20190.517
Cites / Doc. (2 years)20200.617
Cites / Doc. (2 years)20210.625
Total Cites 
Self-Cites

Evolution of the total number of citations and journal's self-citations received by a journal's published documents during the three previous years.
Journal Self-citation is defined as the number of citation from a journal citing article to articles published by the same journal.

CitesYearValue
Self Cites20030
Self Cites20044
Self Cites20056
Self Cites200612
Self Cites20076
Self Cites20087
Self Cites200911
Self Cites201012
Self Cites201110
Self Cites201226
Self Cites201326
Self Cites201418
Self Cites201516
Self Cites201613
Self Cites201716
Self Cites201821
Self Cites20198
Self Cites202018
Self Cites202111
Total Cites20030
Total Cites200417
Total Cites200534
Total Cites200666
Total Cites200776
Total Cites200877
Total Cites200979
Total Cites2010101
Total Cites2011123
Total Cites2012142
Total Cites2013123
Total Cites2014149
Total Cites2015138
Total Cites2016112
Total Cites2017122
Total Cites2018117
Total Cites2019119
Total Cites2020113
Total Cites2021109
External Cites per Doc 
Cites per Doc

Evolution of the number of total citation per document and external citation per document (i.e. journal self-citations removed) received by a journal's published documents during the three previous years. External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journal’s documents.

CitesYearValue
External Cites per document20030
External Cites per document20040.295
External Cites per document20050.295
External Cites per document20060.360
External Cites per document20070.414
External Cites per document20080.391
External Cites per document20090.415
External Cites per document20100.574
External Cites per document20110.758
External Cites per document20120.712
External Cites per document20130.577
External Cites per document20140.804
External Cites per document20150.744
External Cites per document20160.615
External Cites per document20170.642
External Cites per document20180.578
External Cites per document20190.669
External Cites per document20200.569
External Cites per document20210.587
Cites per document20030.000
Cites per document20040.386
Cites per document20050.358
Cites per document20060.440
Cites per document20070.450
Cites per document20080.428
Cites per document20090.479
Cites per document20100.647
Cites per document20110.820
Cites per document20120.850
Cites per document20130.711
Cites per document20140.887
Cites per document20150.831
Cites per document20160.691
Cites per document20170.739
Cites per document20180.701
Cites per document20190.700
Cites per document20200.657
Cites per document20210.637
% International Collaboration

International Collaboration accounts for the articles that have been produced by researchers from several countries. The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address.

YearInternational Collaboration
200315.91
200419.61
200530.91
200626.98
200719.35
200830.00
200933.33
201023.21
201135.09
201230.00
201329.41
201434.55
201528.57
201629.63
201736.84
201837.29
201930.36
202035.71
202134.88
Citable documents 
Non-citable documents

Not every article in a journal is considered primary research and therefore "citable", this chart shows the ratio of a journal's articles including substantial research (research articles, conference papers and reviews) in three year windows vs. those documents other than research articles, reviews and conference papers.

DocumentsYearValue
Non-citable documents20030
Non-citable documents20040
Non-citable documents20050
Non-citable documents20060
Non-citable documents20070
Non-citable documents20081
Non-citable documents20091
Non-citable documents20101
Non-citable documents20111
Non-citable documents20124
Non-citable documents20135
Non-citable documents20145
Non-citable documents20152
Non-citable documents20161
Non-citable documents20170
Non-citable documents20181
Non-citable documents20194
Non-citable documents20205
Non-citable documents20214
Citable documents20030
Citable documents200444
Citable documents200595
Citable documents2006150
Citable documents2007169
Citable documents2008179
Citable documents2009164
Citable documents2010155
Citable documents2011149
Citable documents2012163
Citable documents2013168
Citable documents2014163
Citable documents2015164
Citable documents2016161
Citable documents2017165
Citable documents2018166
Citable documents2019166
Citable documents2020167
Citable documents2021167
Cited documents 
Uncited documents

Ratio of a journal's items, grouped in three years windows, that have been cited at least once vs. those not cited during the following year.

DocumentsYearValue
Uncited documents20030
Uncited documents200436
Uncited documents200572
Uncited documents2006109
Uncited documents2007128
Uncited documents2008125
Uncited documents2009109
Uncited documents2010101
Uncited documents201189
Uncited documents2012101
Uncited documents2013110
Uncited documents201494
Uncited documents2015100
Uncited documents201693
Uncited documents201789
Uncited documents201899
Uncited documents2019103
Uncited documents2020102
Uncited documents2021110
Cited documents20030
Cited documents20048
Cited documents200523
Cited documents200641
Cited documents200741
Cited documents200855
Cited documents200956
Cited documents201055
Cited documents201161
Cited documents201266
Cited documents201363
Cited documents201474
Cited documents201566
Cited documents201669
Cited documents201776
Cited documents201868
Cited documents201967
Cited documents202070
Cited documents202161
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