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According to ...

What are the best Journals & Conferences in Quantitative Finance?

... SSRN is a good place to keep track of latest developments in quantitative finance.

However, SSRN has a lot of categories. To get an overview of relevant material, does anybody know which of their so-called "e-journals" are the most relevant for quants?

See their full list here: https://papers.ssrn.com/sol3/DisplayJournalBrowse.cfm##

They have a lot of subsections, and there's also an overlap. Preferably I'd like a go-to journal I can use to browse through and see what I might be interested in reading, however if I pick something general like "Financial Economics", it will contain a lot of stuff that isn't relevant to me.

So far, I have found "Derivatives" journal and "Risk Management" journal.

https://papers.ssrn.com/sol3/JELJOUR_Results.cfm?form_name=journalBrowse&journal_id=1504400

https://papers.ssrn.com/sol3/JELJOUR_Results.cfm?form_name=journalBrowse&journal_id=1492472

Any others I should use? How do you guys use SSRN to keep track of latest developments?

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Part of the problem is that many quant research is done in not top finance journals (Derivatives journal and Risk Management journal are decent field journals but not top).

The top 3 finance journals are:

  • The Journal of Finance
  • Review of Financial Studies
  • Journal of Financial Economics

The top 5 economics journals are:

  • Econometrica
  • Journal of Political Economy
  • American Economic Review
  • Review of Economic Studies
  • Quarterly Journal of Economics

These are the best and most influential peer reviewed journals out there. Now the issue is that many decent quant papers do not end up on these journals. So it gets tricky to understand what is good research or not. Often you should go by authors and see their credibility in the field.

For example, Peter Carr has a bunch of papers in non-top ``practitioner" journals but also a handful in the top journals above. Same is true for Andrea Frazzini as another example.

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    $\begingroup$ to second what phdstudent said or atleast hinted at, I would do research by the person. By this I mean figure out who are the top people in finance sub field x and then look at his her websites. Doing it by using ssrn would give too many papers or maybe not the best ones. $\endgroup$
    – mark leeds
    Mar 21 at 4:57

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