//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A comparison of rebalanced and...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
17
Optionspreistheorie
17
Theorie
12
Theory
12
Hedging
8
USA
8
United States
8
Portfolio selection
7
Portfolio-Management
7
Volatility
7
Volatilität
7
Derivat
6
Derivative
6
Option trading
6
Optionsgeschäft
6
CAPM
5
Estimation
5
Schätzung
5
Arbitrage
4
Börsenkurs
4
Capital income
4
Commodity derivative
4
Kapitaleinkommen
4
Rohstoffderivat
4
Share price
4
Bank lending
3
Consumer credit
3
Currency derivative
3
Dividend
3
Dividende
3
Finance (Business Administration)
3
Financial crisis
3
Finanzkrise
3
Interest rate
3
Kreditgeschäft
3
Verbraucherkredit
3
Währungsderivat
3
Zins
3
Anlageverhalten
2
Asset prices
2
more ...
less ...
Online availability
All
Free
14
Undetermined
11
Type of publication
All
Article
41
Book / Working Paper
10
Other
6
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
Undetermined
85
Author
All
Hilliard, Jitka
31
Hilliard, Jimmy E.
30
Jahera, John S.
8
Barth, James R.
7
Zhang, Haoran
6
Schwartz, Adam
4
Hilliard, Jimmy E
3
Jimmy E. Hilliard
3
Tucker, Alan L.
3
Huang, Pinghsun
2
Ji-Chai Lin
2
Jimmy Hilliard
2
Jordan, Susan D.
2
Kau, James B.
2
Narayanasamy, Arun
2
Ni, Yinan
2
Reis, Jorge
2
Sun, Yanfei
2
Xu, Junhui
2
Zhang, Shen
2
Adhikari, Binay Kumar
1
Arnold, Tom
1
Bertus, Mark
1
Carlos V. Slawson
1
Carter Hill
1
Chance, Don M.
1
Charles Monlezun
1
Clifford Stephens
1
Dek Terrell
1
Don Chance
1
Eric Hillebrand
1
Eric T. Hillebrand
1
George Cochran
1
Godbey, Jonathan
1
Harley E. Ryan, Jr.
1
Harrison Jr. R. Wes
1
Hillebrand, Eric
1
Hurmeydan, Burak
1
Jacquelyn Sue Moffitt
1
Joo, Sunghoon
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
5
The journal of futures markets
4
International journal of financial markets and derivatives
3
Quantitative finance
3
Review of quantitative finance and accounting
3
The financial review : the official publication of the Eastern Finance Association
3
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Advances in futures and options research : a research annual
1
American journal of agricultural economics
1
Financial Review
1
Financial management
1
Global finance journal
1
International Review of Finance
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International review of financial analysis
1
Journal of Consumer Affairs
1
Journal of Futures Markets
1
Journal of financial management, markets and institutions
1
Pacific-Basin finance journal
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of financial research
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
BASE
6
Other ZBW resources
4
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using multivariate densities to assign lattice probabilities when there are jumps
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10011348412
Saved in:
2
Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
Saved in:
3
Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The financial review : the official publication of the …
50
(
2015
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10010503982
Saved in:
4
Timing versus buy and hold : a model for determining predictive accuracy required for superior performance
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The financial review : the official publication of the …
46
(
2011
)
4
,
pp. 595-620
Persistent link: https://www.econbiz.de/10009384055
Saved in:
5
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
6
Using the short-lived arbitrage model to compute minimum variance hedge ratios : application to indices, stocks and commodities
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10012424638
Saved in:
7
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
Saved in:
8
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
9
The GameStop short squeeze : put-call parity and the effect of frictions before, during and after the squeeze
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 635-661
Persistent link: https://www.econbiz.de/10014293176
Saved in:
10
Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps : application to the airline industry
Bertus, Mark
;
Godbey, Jonathan
;
Hilliard, Jimmy E.
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 736-756
Persistent link: https://www.econbiz.de/10003897846
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->