Journal profile · Economics, Econometrics and Finance-Economics and Econometrics
Journal of Derivatives
ISSN 1074-1240 · Portfolio Management Research
Journal of Derivatives: CAS Zone 4 · Economics (2025 upgraded edition); impact factor 0.17; subscription journal; 31 articles in 2025; indexed in SSCI and Scopus.
Scope
Aims, scope and focus
Journal of Derivatives is published by Portfolio Management Research and is in Zone 4 of Economics in the CAS Journal Ranking (2025 upgraded edition). By OpenAlex counts of its recent articles, its largest topics are Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Financial Markets and Investment Strategies, together about 42% of its articles. Its main subfields are Finance and Economics and Econometrics. (generated from OpenAlex topic counts and CAS ranking data)
Research area (LetPub): Economics, Econometrics and Finance-Economics and Econometrics
Main research topics OpenAlex counts of recent articles; shares are approximate
- Stochastic processes and financial applicationsEconomics, Econometrics and Finance22.1%
- Financial Risk and Volatility ModelingEconomics, Econometrics and Finance10.1%
- Financial Markets and Investment StrategiesEconomics, Econometrics and Finance9.8%
- Capital Investment and Risk AnalysisEconomics, Econometrics and Finance8.2%
- Credit Risk and Financial RegulationsEconomics, Econometrics and Finance7.5%
- Market Dynamics and VolatilityEconomics, Econometrics and Finance5.1%
- Banking stability, regulation, efficiencyEconomics, Econometrics and Finance3.9%
- Complex Systems and Time Series AnalysisEconomics, Econometrics and Finance3.4%
Rankings & indexing
CAS ranking and database indexing
CAS Journal Ranking
CAS Journal Ranking, upgraded edition (March 2025)Economics Zone 4
| Level | Category | Zone |
|---|---|---|
| Major | Economics | Zone 4 |
| Minor | Business, Finance | Zone 4 |
Top journal: noReview journal: no
CAS Xinrui Journal Ranking (March 2026)Economics Zone 4
| Level | Category | Zone |
|---|---|---|
| Major | Economics | Zone 4 |
| Minor | Business, Finance | Zone 4 |
Top journal: noReview journal: not marked
CAS Journal Ranking, previous upgraded edition (December 2023)Economics Zone 4
| Level | Category | Zone |
|---|---|---|
| Major | Economics | Zone 4 |
| Minor | Business, Finance | Zone 4 |
Top journal: noReview journal: no
Database indexing
SSCIScopusLetPub
International journal early-warning lists: not listed in any editionLetPub
Editions, and major and minor categories, are shown separately and never merged into one zone; check which edition your institution uses before you submit or report.
Metrics
Impact metrics and publication volume
Impact
- Impact factor
- 0.17LetPub ·
- CiteScore 2026-06
- 1LetPub ·
- SJR 2026-06
- 0.28LetPub ·
- SNIP 2026-06
- 0.55LetPub ·
- h-index
- 81OpenAlex ·
- i10-index
- 345OpenAlex ·
- 2-year mean citedness
- 0.26OpenAlex ·
- Self-citation rate
- 50%LetPub ·
- Share of gold OA articles
- 0%LetPub ·
Volume
- Articles per year
- 24LetPub ·
Articles by year OpenAlex count · 967 in total · the current year is incomplete
| Year | Articles | Open access | Citations |
|---|---|---|---|
| 2026 | 18 | 2 | 0 |
| 2025 | 31 | 2 | 11 |
| 2024 | 24 | 0 | 8 |
| 2023 | 28 | 0 | 24 |
| 2022 | 46 | 1 | 97 |
| 2021 | 20 | 2 | 47 |
Sources count differently and were observed at different times, so each source's own value is kept; "publisher" marks figures from the journal's website.
Fees & open access
APC and open-access policy
Subscription journalLetPub
A subscription journal: articles are read by subscription or purchase, and authors usually pay no publication charge.
No source has fee information yet; check the journal's website.
The journal's website is authoritative for fees; sources were observed at different times and each keeps its own value, without averaging.
Profile
Publication details and official links
- Publisher
- Portfolio Management Research
- ISSN
- 1074-1240
FAQ
Frequently asked questions about Journal of Derivatives
What CAS zone is Journal of Derivatives in?
In the 2025 upgraded edition of the CAS Journal Ranking, Journal of Derivatives is in Zone 4 of Economics, and in Zone 4 of the minor category Business, Finance. In the 2026 Xinrui edition it is in Zone 4 of Economics. Zones from different editions, and from major and minor categories, are not interchangeable.
What is the impact factor of Journal of Derivatives?
The latest impact factor listed by LetPub is 0.17; CiteScore 1, h-index 81.
Which databases index Journal of Derivatives?
According to LetPub and DOAJ records, Journal of Derivatives is indexed in SSCI and Scopus.
Is Journal of Derivatives open access, and what is the APC?
Journal of Derivatives is a subscription journal. Fee information is not available yet; check the journal's website.
Sources and updates
The facts on this page come from LetPub, OpenAlex; every figure is tagged with its source and the date it was observed, and conflicting values are kept per source. LetPub source page: view ↗ (archived 2026-08-26). Last updated: .