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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"The journal of portfolio management : JPM"
~person:"Hilliard, Jimmy E."
~person:"Levy, Haim"
~subject:"Stock market"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Hilliard, Jimmy E.
Levy, Haim
Simonian, Joseph
6
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5
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5
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5
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5
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5
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4
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Journal of financial and quantitative analysis : JFQA
The journal of portfolio management : JPM
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Economics letters
5
Journal of banking & finance
5
Advances in futures and options research : a research annual
2
Advances in quantitative analysis of finance and accounting : a research annual
2
Financial management
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International economic review
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Journal of economics & business
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Journal of risk and uncertainty : JRU
2
Review of quantitative finance and accounting
2
The American economic review
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The review of financial studies
2
Applied financial economics
1
Applied mathematical finance
1
Essays in financial economics in memory of Irwin Friend
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
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Journal of econometrics
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Journal of economic theory
1
Journal of energy finance & development
1
Journal of international money and finance
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Journal of risk and financial management : JRFM
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Metroeconomica : international review of economics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The European journal of finance
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The Scandinavian journal of economics
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The financial review : the official publication of the Eastern Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of financial research
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The journal of futures markets
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The quarterly journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
6
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1
Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 883-909
Persistent link: https://www.econbiz.de/10003901202
Saved in:
2
Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
3
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Saved in:
4
Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
Saved in:
5
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
Saved in:
6
Equilibrium under uncertain inflation : a discrete time approach
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 285-297
Persistent link: https://www.econbiz.de/10001037500
Saved in:
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