Complexity Theory in Finance and journals?
Not sure if such a combo can be useful in practice.

To answer your question, I don't think you have done your homework. 

Look at the thread:
Computational complexity in quantitative finance

But if this is a general remark about the journal. The editorial board appears almost impeccable. Sure, it looks a bit suspect that the editor in chief advocated a field that has been dubbed controversial as seen in A New Kind of Finance.
Some critics maintain that the creation of the journal is strongly coupled with Wolfram Research's efforts to tap academics in the finance field. Other hidden agendas ?

Also consult with Wilmott's thread: 
http://www.wilmott.com/messageview.cfm?catid=11&amp;threadid=89959

Last, my 3 cents. The inaugural issue is one that usually sets the tone. Papers looked good.

Efficient Greek Estimation in Generic Swap-Rate Market Models. 
This is by the great Mark Joshi. It deals with how to compute Greeks using automatic differentiation for a range of swap-rate market models. It's useful to practitioners since they want fast Greeks.

Markets are Efficient if and Only if P = NP. Not an expert in TCS, so refer to thread above computational-complexity-in-quantitative-finance for comments. 

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity. Seemed important. 

Binomial Options Pricing Has No Closed-Form Solution. Nifty. Nice read.