default search action

combined dblp search
author search
venue search
publication search

ask others

Algorithmic Finance, Volume 1

> Home > Journals > Algorithmic Finance

Refine list

refinements active!

zoomed in on ?? of ?? records

view refined list in

export refined list as

showing all ?? records

Volume 1, Number 1, 2011

- view
  authority control:
- export record
  dblp key:
  - journals/af/Maymin11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/Maymin11
Philip Maymin:
Markets are efficient if and only if P = NP. 1-11
- view
  authority control:
- export record
  dblp key:
  - journals/af/Georgiadis11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/Georgiadis11
Evangelos Georgiadis:
Binomial options pricing has no closed-form solution. 13-16
- view
  authority control:
- export record
  dblp key:
  - journals/af/JoshiY11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/JoshiY11
Mark S. Joshi, Chao Yang:
Efficient greek estimation in generic swap-rate market models. 17-33
- view
  authority control:
- export record
  dblp key:
  - journals/af/AvellanedaRS11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/AvellanedaRS11
Marco Avellaneda, Josh Reed, Sasha Stoikov:
Forecasting prices from level-I quotes in the presence of hidden liquidity. 35-43
- view
  authority control:
- export record
  dblp key:
  - journals/af/Feldman11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/Feldman11
Todd J. Feldman:
Behavioral biases and investor performance. 45-55
- view
  authority control:
- export record
  dblp key:
  - journals/af/SprengerW11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/SprengerW11
Timm Oliver Sprenger, Isabell M. Welpe:
Tweets and peers: defining industry groups and strategic peers based on investor perceptions of stocks on Twitter. 57-76
- view
  authority control:
- export record
  dblp key:
  - journals/af/X11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/X11
A Minute with Emanuel Derman. 77

Volume 1, Number 2, 2011

- view
  authority control:
- export record
  dblp key:
  - journals/af/HuffmanM11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/HuffmanM11
Stephen Huffman, Cliff R. Moll:
The Impact of Asymmetry on Expected Stock Returns: An Investigation of Alternative Risk Measures. 79-93
- view
  authority control:
- export record
  dblp key:
  - journals/af/OthmanS11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/OthmanS11
Abraham Othman, Tuomas Sandholm:
Inventory-based versus Prior-based Options Trading Agents. 95-121
- view
  authority control:
- export record
  dblp key:
  - journals/af/Fischer11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/Fischer11
Thomas Fischer:
News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents. 123-139
- view
  authority control:
- export record
  dblp key:
  - journals/af/Goncalves11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/Goncalves11
Carlos Pedro Gonçalves:
Financial Turbulence, Business Cycles and Intrinsic Time in an Artificial Economy. 141-156
- view
  authority control:
- export record
  dblp key:
  - journals/af/Schmitz11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/Schmitz11
James E. Schmitz:
Algorithmic trading in the Iowa electronic markets. 157-181
- view
  authority control:
- export record
  dblp key:
  - journals/af/BustosAMNRB11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/BustosAMNRB11
Sebastían Martínez Bustos, Jørgen Vitting Andersen, Michel Miniconi, Andrzej Nowak, Magdalena Roszczynska-Kurasinska, David S. Brée:
Pricing stocks with yardsticks and sentiments. 183-190
- view
  authority control:
- export record
  dblp key:
  - journals/af/X11a
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/X11a
A Minute with David Leinweber. 191-192

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.