International Journal of Theoretical and Applied Finance

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; ...

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Category	Year	Quartile
Economics, Econometrics and Finance (miscellaneous)	2004	Q2
Economics, Econometrics and Finance (miscellaneous)	2005	Q2
Economics, Econometrics and Finance (miscellaneous)	2006	Q1
Economics, Econometrics and Finance (miscellaneous)	2007	Q1
Economics, Econometrics and Finance (miscellaneous)	2008	Q1
Economics, Econometrics and Finance (miscellaneous)	2009	Q1
Economics, Econometrics and Finance (miscellaneous)	2010	Q1
Economics, Econometrics and Finance (miscellaneous)	2011	Q1
Economics, Econometrics and Finance (miscellaneous)	2012	Q1
Economics, Econometrics and Finance (miscellaneous)	2013	Q1
Economics, Econometrics and Finance (miscellaneous)	2014	Q1
Economics, Econometrics and Finance (miscellaneous)	2015	Q1
Economics, Econometrics and Finance (miscellaneous)	2016	Q1
Economics, Econometrics and Finance (miscellaneous)	2017	Q1
Economics, Econometrics and Finance (miscellaneous)	2018	Q1
Economics, Econometrics and Finance (miscellaneous)	2019	Q2
Economics, Econometrics and Finance (miscellaneous)	2020	Q2
Economics, Econometrics and Finance (miscellaneous)	2021	Q2
Economics, Econometrics and Finance (miscellaneous)	2022	Q2
Economics, Econometrics and Finance (miscellaneous)	2023	Q2
Finance	2004	Q3
Finance	2005	Q3
Finance	2006	Q2
Finance	2007	Q2
Finance	2008	Q2
Finance	2009	Q2
Finance	2010	Q2
Finance	2011	Q2
Finance	2012	Q2
Finance	2013	Q2
Finance	2014	Q2
Finance	2015	Q2
Finance	2016	Q2
Finance	2017	Q2
Finance	2018	Q2
Finance	2019	Q2
Finance	2020	Q2
Finance	2021	Q3
Finance	2022	Q2
Finance	2023	Q3

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.

Year	SJR
2004	0.243
2005	0.299
2006	0.495
2007	0.480
2008	0.405
2009	0.513
2010	0.568
2011	0.625
2012	0.710
2013	0.737
2014	0.764
2015	0.600
2016	0.621
2017	0.586
2018	0.496
2019	0.389
2020	0.469
2021	0.357
2022	0.421
2023	0.300

Total Documents

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

Year	Documents
2003	44
2004	51
2005	55
2006	63
2007	62
2008	40
2009	54
2010	56
2011	57
2012	60
2013	51
2014	55
2015	56
2016	54
2017	57
2018	59
2019	56
2020	56
2021	43
2022	31
2023	34

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 document	Year	Value
Cites / Doc. (4 years)	2003	0.000
Cites / Doc. (4 years)	2004	0.386
Cites / Doc. (4 years)	2005	0.358
Cites / Doc. (4 years)	2006	0.440
Cites / Doc. (4 years)	2007	0.493
Cites / Doc. (4 years)	2008	0.489
Cites / Doc. (4 years)	2009	0.541
Cites / Doc. (4 years)	2010	0.685
Cites / Doc. (4 years)	2011	0.774
Cites / Doc. (4 years)	2012	1.116
Cites / Doc. (4 years)	2013	0.912
Cites / Doc. (4 years)	2014	0.871
Cites / Doc. (4 years)	2015	0.861
Cites / Doc. (4 years)	2016	0.887
Cites / Doc. (4 years)	2017	0.796
Cites / Doc. (4 years)	2018	0.770
Cites / Doc. (4 years)	2019	0.743
Cites / Doc. (4 years)	2020	0.717
Cites / Doc. (4 years)	2021	0.680
Cites / Doc. (4 years)	2022	0.720
Cites / Doc. (4 years)	2023	0.785
Cites / Doc. (3 years)	2003	0.000
Cites / Doc. (3 years)	2004	0.386
Cites / Doc. (3 years)	2005	0.358
Cites / Doc. (3 years)	2006	0.440
Cites / Doc. (3 years)	2007	0.450
Cites / Doc. (3 years)	2008	0.428
Cites / Doc. (3 years)	2009	0.485
Cites / Doc. (3 years)	2010	0.647
Cites / Doc. (3 years)	2011	0.833
Cites / Doc. (3 years)	2012	0.856
Cites / Doc. (3 years)	2013	0.728
Cites / Doc. (3 years)	2014	0.887
Cites / Doc. (3 years)	2015	0.843
Cites / Doc. (3 years)	2016	0.691
Cites / Doc. (3 years)	2017	0.745
Cites / Doc. (3 years)	2018	0.772
Cites / Doc. (3 years)	2019	0.724
Cites / Doc. (3 years)	2020	0.663
Cites / Doc. (3 years)	2021	0.626
Cites / Doc. (3 years)	2022	0.800
Cites / Doc. (3 years)	2023	0.662
Cites / Doc. (2 years)	2003	0.000
Cites / Doc. (2 years)	2004	0.386
Cites / Doc. (2 years)	2005	0.358
Cites / Doc. (2 years)	2006	0.396
Cites / Doc. (2 years)	2007	0.381
Cites / Doc. (2 years)	2008	0.368
Cites / Doc. (2 years)	2009	0.431
Cites / Doc. (2 years)	2010	0.596
Cites / Doc. (2 years)	2011	0.645
Cites / Doc. (2 years)	2012	0.681
Cites / Doc. (2 years)	2013	0.718
Cites / Doc. (2 years)	2014	0.739
Cites / Doc. (2 years)	2015	0.660
Cites / Doc. (2 years)	2016	0.559
Cites / Doc. (2 years)	2017	0.700
Cites / Doc. (2 years)	2018	0.712
Cites / Doc. (2 years)	2019	0.534
Cites / Doc. (2 years)	2020	0.617
Cites / Doc. (2 years)	2021	0.625
Cites / Doc. (2 years)	2022	0.636
Cites / Doc. (2 years)	2023	0.608

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.

Cites	Year	Value
Self Cites	2003	0
Self Cites	2004	4
Self Cites	2005	6
Self Cites	2006	12
Self Cites	2007	6
Self Cites	2008	7
Self Cites	2009	11
Self Cites	2010	12
Self Cites	2011	10
Self Cites	2012	26
Self Cites	2013	26
Self Cites	2014	18
Self Cites	2015	16
Self Cites	2016	13
Self Cites	2017	16
Self Cites	2018	21
Self Cites	2019	8
Self Cites	2020	18
Self Cites	2021	11
Self Cites	2022	7
Self Cites	2023	6
Total Cites	2003	0
Total Cites	2004	17
Total Cites	2005	34
Total Cites	2006	66
Total Cites	2007	76
Total Cites	2008	77
Total Cites	2009	80
Total Cites	2010	101
Total Cites	2011	125
Total Cites	2012	143
Total Cites	2013	126
Total Cites	2014	149
Total Cites	2015	140
Total Cites	2016	112
Total Cites	2017	123
Total Cites	2018	129
Total Cites	2019	123
Total Cites	2020	114
Total Cites	2021	107
Total Cites	2022	124
Total Cites	2023	86

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.

Cites	Year	Value
External Cites per document	2003	0
External Cites per document	2004	0.295
External Cites per document	2005	0.295
External Cites per document	2006	0.360
External Cites per document	2007	0.414
External Cites per document	2008	0.389
External Cites per document	2009	0.418
External Cites per document	2010	0.571
External Cites per document	2011	0.767
External Cites per document	2012	0.701
External Cites per document	2013	0.578
External Cites per document	2014	0.780
External Cites per document	2015	0.747
External Cites per document	2016	0.611
External Cites per document	2017	0.648
External Cites per document	2018	0.647
External Cites per document	2019	0.676
External Cites per document	2020	0.558
External Cites per document	2021	0.561
External Cites per document	2022	0.755
External Cites per document	2023	0.615
Cites per document	2003	0.000
Cites per document	2004	0.386
Cites per document	2005	0.358
Cites per document	2006	0.440
Cites per document	2007	0.450
Cites per document	2008	0.428
Cites per document	2009	0.485
Cites per document	2010	0.647
Cites per document	2011	0.833
Cites per document	2012	0.856
Cites per document	2013	0.728
Cites per document	2014	0.887
Cites per document	2015	0.843
Cites per document	2016	0.691
Cites per document	2017	0.745
Cites per document	2018	0.772
Cites per document	2019	0.724
Cites per document	2020	0.663
Cites per document	2021	0.626
Cites per document	2022	0.800
Cites per document	2023	0.662

% 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.

Year	International Collaboration
2003	15.91
2004	19.61
2005	30.91
2006	26.98
2007	19.35
2008	30.00
2009	33.33
2010	23.21
2011	35.09
2012	30.00
2013	29.41
2014	34.55
2015	28.57
2016	29.63
2017	36.84
2018	37.29
2019	30.36
2020	35.71
2021	34.88
2022	35.48
2023	23.53

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.

Documents	Year	Value
Non-citable documents	2003	0
Non-citable documents	2004	0
Non-citable documents	2005	0
Non-citable documents	2006	0
Non-citable documents	2007	0
Non-citable documents	2008	1
Non-citable documents	2009	1
Non-citable documents	2010	1
Non-citable documents	2011	1
Non-citable documents	2012	4
Non-citable documents	2013	5
Non-citable documents	2014	5
Non-citable documents	2015	2
Non-citable documents	2016	1
Non-citable documents	2017	0
Non-citable documents	2018	0
Non-citable documents	2019	3
Non-citable documents	2020	4
Non-citable documents	2021	4
Non-citable documents	2022	1
Non-citable documents	2023	0
Citable documents	2003	0
Citable documents	2004	44
Citable documents	2005	95
Citable documents	2006	150
Citable documents	2007	169
Citable documents	2008	179
Citable documents	2009	164
Citable documents	2010	155
Citable documents	2011	149
Citable documents	2012	163
Citable documents	2013	168
Citable documents	2014	163
Citable documents	2015	164
Citable documents	2016	161
Citable documents	2017	165
Citable documents	2018	167
Citable documents	2019	167
Citable documents	2020	168
Citable documents	2021	167
Citable documents	2022	154
Citable documents	2023	130

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.

Documents	Year	Value
Uncited documents	2003	0
Uncited documents	2004	36
Uncited documents	2005	72
Uncited documents	2006	109
Uncited documents	2007	128
Uncited documents	2008	125
Uncited documents	2009	109
Uncited documents	2010	101
Uncited documents	2011	89
Uncited documents	2012	101
Uncited documents	2013	109
Uncited documents	2014	94
Uncited documents	2015	98
Uncited documents	2016	93
Uncited documents	2017	88
Uncited documents	2018	95
Uncited documents	2019	103
Uncited documents	2020	102
Uncited documents	2021	108
Uncited documents	2022	85
Uncited documents	2023	80
Cited documents	2003	0
Cited documents	2004	8
Cited documents	2005	23
Cited documents	2006	41
Cited documents	2007	41
Cited documents	2008	55
Cited documents	2009	56
Cited documents	2010	55
Cited documents	2011	61
Cited documents	2012	66
Cited documents	2013	64
Cited documents	2014	74
Cited documents	2015	68
Cited documents	2016	69
Cited documents	2017	77
Cited documents	2018	72
Cited documents	2019	67
Cited documents	2020	70
Cited documents	2021	63
Cited documents	2022	70
Cited documents	2023	50