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@article{DBLP:journals/af/ChakravartyP22,
  author       = {Ranjan R. Chakravarty and
                  Sudhanshu Pani},
  title        = {Investigating Intertrade Durations using Copulas: An Experiment with
                  {NASDAQ} Data},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {3-4},
  pages        = {81--102},
  year         = {2022},
  url          = {https://doi.org/10.3233/AF-200362},
  doi          = {10.3233/AF-200362},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/ChakravartyP22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/ChenS22,
  author       = {Yao{-}Tsung Chen and
                  Yang Sheng},
  title        = {Portfolio optimization with tri-objective for index fund management},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {3-4},
  pages        = {121--127},
  year         = {2022},
  url          = {https://doi.org/10.3233/AF-200378},
  doi          = {10.3233/AF-200378},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/ChenS22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/HurwitzMDB22,
  author       = {Catalina I. Hurwitz and
                  Suchismita Mishra and
                  Robert T. Daigler and
                  Ihsan Badshah},
  title        = {Dynamics of information leadership in the volatility complex with
                  trading time changes: Evidence from {VIX} futures and {VIX} ETPs},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {3-4},
  pages        = {63--79},
  year         = {2022},
  url          = {https://doi.org/10.3233/AF-200342},
  doi          = {10.3233/AF-200342},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/HurwitzMDB22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Ivascu22,
  author       = {Codrut{-}Florin Ivascu},
  title        = {Heuristic methods for stock selection and allocation in an index tracking
                  problem},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {3-4},
  pages        = {103--119},
  year         = {2022},
  url          = {https://doi.org/10.3233/AF-200367},
  doi          = {10.3233/AF-200367},
  timestamp    = {Wed, 24 Aug 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Ivascu22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Masiala22,
  author       = {Mavungu (John) Masiala},
  title        = {Point-to-point stochastic control of a self-financing portfolio},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {3-4},
  pages        = {129--143},
  year         = {2022},
  url          = {https://doi.org/10.3233/AF-200397},
  doi          = {10.3233/AF-200397},
  timestamp    = {Wed, 24 Aug 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Masiala22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Maymin22,
  author       = {Philip Maymin},
  title        = {{IN} {MEMORIAM:} Jayaram Muthuswamy 1952-2021},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {3-4},
  pages        = {61},
  year         = {2022},
  url          = {https://doi.org/10.3233/AF-229001},
  doi          = {10.3233/AF-229001},
  timestamp    = {Wed, 24 Aug 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Maymin22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/GavrilaP21,
  author       = {Lucian{-}Ionut Gavrila and
                  Alexandru Popa},
  title        = {A novel algorithm for clearing financial obligations between companies
                  - An application within the Romanian Ministry of economy},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {1-2},
  pages        = {49--60},
  year         = {2021},
  url          = {https://doi.org/10.3233/AF-200359},
  doi          = {10.3233/AF-200359},
  timestamp    = {Tue, 21 Sep 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/GavrilaP21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Kenig21,
  author       = {Eyal Kenig},
  title        = {Portfolio selection in non-stationary markets},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {1-2},
  pages        = {35--47},
  year         = {2021},
  url          = {https://doi.org/10.3233/AF-200349},
  doi          = {10.3233/AF-200349},
  timestamp    = {Tue, 21 Sep 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Kenig21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/LeonMC21,
  author       = {Carlos Le{\'{o}}n and
                  Ricardo Mari{\~{n}}o and
                  Carlos Cadena},
  title        = {Do central counterparties reduce counterparty and liquidity risk?
                  Empirical results},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {1-2},
  pages        = {25--34},
  year         = {2021},
  url          = {https://doi.org/10.3233/AF-200341},
  doi          = {10.3233/AF-200341},
  timestamp    = {Tue, 21 Sep 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/LeonMC21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/WuCL21,
  author       = {Zhang Wu and
                  Terence Tai{-}Leung Chong and
                  Yuchen Liu},
  title        = {Market Reaction to iPhone Rumors},
  journal      = {Algorithmic Finance},
  volume       = {9},
  number       = {1-2},
  pages        = {1--23},
  year         = {2021},
  url          = {https://doi.org/10.3233/AF200302},
  doi          = {10.3233/AF200302},
  timestamp    = {Sun, 06 Oct 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/WuCL21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}