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Rebalancing versus buy and hold : theory, simulation and empirical analysis
Hilliard, Jimmy E.; Hilliard, Jitka - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011979088
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Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka; Li, Wei - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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The US financial crisis and corporate dividend reactions : for better or for worse?
Hilliard, Jitka; Jahera, John S.; Zhang, Haoran - In: Review of quantitative finance and accounting 53 (2019) 4, pp. 1165-1193
Persistent link: https://www.econbiz.de/10012234503