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Algorithmic Finance, Volume 9

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Volume 9, Numbers 1-2, 2021

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  - journals/af/WuCL21
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  - https://dblp.org/rec/journals/af/WuCL21
Zhang Wu, Terence Tai-Leung Chong, Yuchen Liu:
Market Reaction to iPhone Rumors. 1-23
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Carlos León, Ricardo Mariño, Carlos Cadena:
Do central counterparties reduce counterparty and liquidity risk? Empirical results. 25-34
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Eyal Kenig:
Portfolio selection in non-stationary markets. 35-47
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Lucian-Ionut Gavrila, Alexandru Popa:
A novel algorithm for clearing financial obligations between companies - An application within the Romanian Ministry of economy. 49-60

Volume 9, Numbers 3-4, 2022

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Philip Maymin:
IN MEMORIAM: Jayaram Muthuswamy 1952-2021. 61
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Catalina I. Hurwitz, Suchismita Mishra, Robert T. Daigler, Ihsan Badshah:
Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs. 63-79
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Ranjan R. Chakravarty, Sudhanshu Pani:
Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data. 81-102
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Codrut-Florin Ivascu:
Heuristic methods for stock selection and allocation in an index tracking problem. 103-119
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Yao-Tsung Chen, Yang Sheng:
Portfolio optimization with tri-objective for index fund management. 121-127
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  - journals/af/Masiala22
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Mavungu (John) Masiala:
Point-to-point stochastic control of a self-financing portfolio. 129-143

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