Scimago Journal & Country Rank

International Journal of Theoretical and Applied Finance



Universities and research institutions in Singapore

Subject Area and Category


World Scientific Publishing Co. Pte Ltd



Publication type








How to publish in this journal


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

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.

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

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.

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)20080.483
Cites / Doc. (4 years)20090.534
Cites / Doc. (4 years)20100.670
Cites / Doc. (4 years)20110.752
Cites / Doc. (4 years)20121.113
Cites / Doc. (4 years)20130.919
Cites / Doc. (4 years)20140.894
Cites / Doc. (4 years)20150.821
Cites / Doc. (4 years)20160.868
Cites / Doc. (4 years)20170.787
Cites / Doc. (4 years)20180.694
Cites / Doc. (4 years)20190.797
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)20080.430
Cites / Doc. (3 years)20090.482
Cites / Doc. (3 years)20100.632
Cites / Doc. (3 years)20110.805
Cites / Doc. (3 years)20120.853
Cites / Doc. (3 years)20130.732
Cites / Doc. (3 years)20140.902
Cites / Doc. (3 years)20150.793
Cites / Doc. (3 years)20160.671
Cites / Doc. (3 years)20170.747
Cites / Doc. (3 years)20180.695
Cites / Doc. (3 years)20190.783
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)20080.371
Cites / Doc. (2 years)20090.426
Cites / Doc. (2 years)20100.574
Cites / Doc. (2 years)20110.615
Cites / Doc. (2 years)20120.688
Cites / Doc. (2 years)20130.717
Cites / Doc. (2 years)20140.734
Cites / Doc. (2 years)20150.619
Cites / Doc. (2 years)20160.523
Cites / Doc. (2 years)20170.703
Cites / Doc. (2 years)20180.658
Cites / Doc. (2 years)20190.586
Total 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.

Self Cites20030
Self Cites20044
Self Cites20056
Self Cites200612
Self Cites20076
Self Cites20087
Self Cites200911
Self Cites201012
Self Cites201110
Self Cites201225
Self Cites201326
Self Cites201418
Self Cites201516
Self Cites201613
Self Cites201717
Self Cites201822
Self Cites20199
Total Cites20030
Total Cites200417
Total Cites200534
Total Cites200666
Total Cites200776
Total Cites200877
Total Cites200979
Total Cites201098
Total Cites2011120
Total Cites2012139
Total Cites2013123
Total Cites2014147
Total Cites2015130
Total Cites2016108
Total Cites2017124
Total Cites2018116
Total Cites2019130
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.

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 document20100.555
External Cites per document20110.738
External Cites per document20120.699
External Cites per document20130.577
External Cites per document20140.791
External Cites per document20150.695
External Cites per document20160.590
External Cites per document20170.645
External Cites per document20180.563
External Cites per document20190.729
Cites per document20030.000
Cites per document20040.386
Cites per document20050.358
Cites per document20060.440
Cites per document20070.450
Cites per document20080.430
Cites per document20090.482
Cites per document20100.632
Cites per document20110.805
Cites per document20120.853
Cites per document20130.732
Cites per document20140.902
Cites per document20150.793
Cites per document20160.671
Cites per document20170.747
Cites per document20180.695
Cites per document20190.783
% 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
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.

Non-citable documents20030
Non-citable documents20040
Non-citable documents20050
Non-citable documents20060
Non-citable documents20070
Non-citable documents20082
Non-citable documents20092
Non-citable documents20102
Non-citable documents20111
Non-citable documents20124
Non-citable documents20135
Non-citable documents20145
Non-citable documents20152
Non-citable documents20161
Non-citable documents20171
Non-citable documents20182
Non-citable documents20196
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 documents2017166
Citable documents2018167
Citable documents2019166
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.

Uncited documents20030
Uncited documents200436
Uncited documents200572
Uncited documents2006109
Uncited documents2007128
Uncited documents2008126
Uncited documents2009110
Uncited documents2010104
Uncited documents201190
Uncited documents2012102
Uncited documents2013110
Uncited documents201495
Uncited documents2015104
Uncited documents201696
Uncited documents201791
Uncited documents2018101
Uncited documents2019100
Cited documents20030
Cited documents20048
Cited documents200523
Cited documents200641
Cited documents200741
Cited documents200855
Cited documents200956
Cited documents201053
Cited documents201160
Cited documents201265
Cited documents201363
Cited documents201473
Cited documents201562
Cited documents201666
Cited documents201776
Cited documents201868
Cited documents201972
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