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ORCIDAlgorithmic Finance, Volume 9
Volume 9, Numbers 1-2, 2021
- Zhang Wu, Terence Tai-Leung Chong
, Yuchen Liu:
Market Reaction to iPhone Rumors. 1-23 - Carlos León, Ricardo Mariño, Carlos Cadena:
Do central counterparties reduce counterparty and liquidity risk? Empirical results. 25-34 - Eyal Kenig:
Portfolio selection in non-stationary markets. 35-47 - 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
- Philip Maymin:
IN MEMORIAM: Jayaram Muthuswamy 1952-2021. 61 - 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 - Ranjan R. Chakravarty, Sudhanshu Pani:
Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data. 81-102 - Codrut-Florin Ivascu:
Heuristic methods for stock selection and allocation in an index tracking problem. 103-119 - Yao-Tsung Chen, Yang Sheng:
Portfolio optimization with tri-objective for index fund management. 121-127 - Mavungu (John) Masiala:
Point-to-point stochastic control of a self-financing portfolio. 129-143
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