Finding Quantitative Finance Research on SSRN and in Journals
Summary
The exchange considers how quantitative finance readers can discover useful research among SSRN’s many e-journal categories. It notes that specialized areas such as derivatives and risk management can help narrow browsing, while broad categories may include substantial material outside a reader’s interests. The response recommends looking beyond practitioner-oriented subject journals to influential peer-reviewed finance and economics journals.
Journal prestige alone is not presented as a reliable filter for all relevant quantitative work: worthwhile papers may appear outside top-ranked outlets. The answer suggests evaluating researchers by their broader publication record and standing in the field. This is guidance on navigating and judging research sources, not a systematic comparison of SSRN categories or a comprehensive method for assessing paper quality; it gives no evidence about which browsing workflow most efficiently tracks new work.
Key ideas
- Specialized SSRN categories can narrow the search for quantitative finance papers.
- Influential finance and economics journals are useful sources for peer-reviewed research.
- Relevant quantitative papers may also appear in practitioner or specialist journals.
- An author’s broader research record can help assess work that appears outside top-ranked journals.
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Full text
# What journals on SSRN are relevant for quants? # What journals on SSRN are relevant for quants? 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? ## Answer by phdstudent (score 2) https://quant.stackexchange.com/a/78725 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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