haku: @author Hilliard, J. E. / yhteensä: 6
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2.
Hedging interest rate risk with futures portfolios under full-runk assumptions.
Journal of Financial and Quantitative Analysis
1989 : JUN, VOL. 24:2, p. 217-240
 1989 Hilliard, J. E.
Jordan, S.
3.
Hedging interest rate risk with futures portfolios under term structure effects.
Journal of Finance
1984 : DEC, VOL. 39:5, p. 1547-1569
 1984 Hilliard, J. E.
4.
Obtaining and parameterizing multiperiod portfolios with desirable characteristics under lognormal returns.
Decision Sciences
1982 : APR, VOL. 13:2, p. 240-250
 1982 Hilliard, J. E.
Clayton, R. J.
5.
Asset pricing under a subset of linear risk tolerance functions and log-normal market returns.
Journal of Financial and Quantitative Analysis
1980 : DEC, VOL. 15:5, p. 1041-1061
 1980 Hilliard, J. E.
6.
The relationship between equity indices on world exchanges.
Journal of Finance
1979 : MAR, VOL. 34:1, p. 103-114
 1979 Hilliard, J. E.
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