Aim and Scope

Jurnal Riset Pasar Modal (PRUDENSI) publishes high quality original research on applied and theoretical issues related to securities trading and pricing. Area of coverage includes the analysis and design of trading mechanisms, optimal order placement strategies, the role of information in securities markets, financial intermediation as it relates to securities investments . PRUDENSI encourages contributions especially from emerging markets and economies in transition and studies whose results are applicable across nation states or capable of being adapted to the different accounting and business environments.

Topic Area

  • International derivatives, risk measures
  • Lead-lag effects of derivative prices
  • Hedging/price discovery in futures/options markets
  • Computing/Monte Carlo techniques for option pricing, modelling equity prices
  • Asian options in shipping and energy markets
  • Accounting for employee stock options
  • Gas derivatives hedging; accounting for electricity derivatives
  • Real estate/currency/swaps, etc derivatives
  • Pricing and hedging, interest rate risk
  • International financial markets, financial econometrics
  • Economics of financial markets, market risk
  • Stochastic volatility/value-at-risk models
  • Computational/mathematical finance
  • Operational research methods
  • Modelling equity prices
  • Modelling international financial markets
  • Financial econometrics: theory and applications
  • Market risk: measurement and analysis
  • Economics of financial markets
  • Stochastic volatility models
  • Value-at-risk models
  • Computational finance: new applications
  • Operational research methods with applications to finance
  • Mathematical finance: theory and applications

Publication Frequency
The journal publishes three issue each year (April, August, and December). Articles are published online when ready for publication and then printed. Additional issues may be published for special events (e.g. conferences) and when special themes are addressed.

This journal utilizes the LOCKSS system to create a distributed archiving system among participating libraries and permits those libraries to create permanent archives of the journal for purposes of preservation and restoration. More...

Imperium Research Institute: Lembaga Pengembangan Manajemen dan Publikasi Imperium