Jimmy E. Hilliard
Affiliations: | University of Georgia, Athens, Athens, GA, United States |
Area:
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"Jimmy Hilliard"
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Publications
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| Hilliard JE, Hilliard J, Ni Y. (2020) Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities Quantitative Finance. 1-18 |
| Hilliard JE, Zhang H. (2020) The impact of soft intervention on the Chinese financial futures market Journal of Futures Markets. 40: 374-391 |
| Hilliard JE, Zhang H. (2019) Regulatory Soft Interventions in the Chinese Market: Compliance Effects and Impact on Option Market Efficiency The Financial Review. 54: 265-301 |
| Hilliard JE, Hilliard J. (2019) A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts Journal of Banking and Finance. 98: 137-155 |
| Hilliard JE, Hilliard J. (2018) Rebalancing versus buy and hold: theory, simulation and empirical analysis Review of Quantitative Finance and Accounting. 50: 1-32 |
| Hilliard JE, Hilliard J. (2017) Option pricing under short-lived arbitrage: theory and tests Quantitative Finance. 17: 1661-1681 |
| Hilliard JE, Hilliard J. (2015) Pricing American options when there is short–lived arbitrage International Journal of Financial Markets and Derivatives. 4: 43-53 |
| Hilliard JE, Hilliard J. (2015) A comparison of rebalanced and buy and hold portfolios: Does monetary policy matter? Review of Pacific Basin Financial Markets and Policies. 18 |
| Hilliard JE, Hilliard J. (2015) Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices Financial Review. 50: 27-56 |
| Hilliard JE, Hilliard J. (2015) Using Multivariate Densities to Assign Lattice Probabilities When There Are Jumps Journal of Futures Markets. 35: 385-398 |