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Hardy Hulley
Observed names:
HARDY HULLEY,
Hulley, Hardy
Institutions:
University of Technology Sydney,
The University of Queensland
Observed institutions:
University of Technology Sydney,
The University of Queensland,
London School of Economics and Political Science
ORCID:
0000-0002-6684-8309
Observed ORCID:
0000-0002-6684-8309
OpenAlex ID:
A5026310356
M6—On Minimal Market Models and Minimal Martingale Measures
2010
·
Hardy Hulley
, Martin Schweizer
·
Springer eBooks
·
50
Three-dimensional Brownian motion and the golden ratio rule
2013
·
Kristoffer Glover
, Hardy Hulley
, et al.
·
The Annals of Applied Probability
·
35
PDF
Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement*
2013
·
Hardy Hulley
, Rebecca Mckibbin
, et al.
·
Economic Record
·
33
The Economic Plausibility of Strict Local Martingales in Financial Modelling
2010
·
Hardy Hulley
·
Springer eBooks
·
24
Quadratic Hedging of Basis Risk
2015
·
Hardy Hulley
, Thomas McWalter
·
Journal of risk and financial management
·
20
PDF
Weak tail conditions for local martingales
2019
·
Hardy Hulley
, Johannes Ruf
·
The Annals of Probability
·
16
PDF
Hedging for the long run
2012
·
Hardy Hulley
, Eckhard Platen
·
Mathematics and Financial Economics
·
13
A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales
2011
·
Hardy Hulley
, Eckhard Platen
·
Progress in probability
·
11
Laplace transform identities for diffusions, with applications to rebates and barrier options
2008
·
Hardy Hulley
, Eckhard Platen
·
Banach Center Publications
·
10
PDF
Hedging for the Long Run
2008
·
Eckhard Platen
, Hardy Hulley
·
RePEc: Research Papers in Economics
·
7
Are mutual fund investors paying for noise?
2018
·
Lorenzo Casavecchia
, Hardy Hulley
·
International Review of Financial Analysis
·
6
Optimal Prediction of the Last-Passage Time of a Transient Diffusion
2014
·
Kristoffer Glover
, Hardy Hulley
·
SIAM Journal on Control and Optimization
·
6
PDF
A Visual Classification of Local Martingales
2012
·
Hardy Hulley
, Eckhard Platen
·
SSRN Electronic Journal
·
6
Benchmarking and Fair Pricing Applied to Two Market Models
2005
·
Hardy Hulley
, Shane Miller
, et al.
·
RePEc: Research Papers in Economics
·
6
PDF
Arbitrage problems with reflected geometric Brownian motion
2023
·
Dean Buckner
, Kevin Dowd
, et al.
·
Finance and Stochastics
·
4
PDF
Short Selling With Margin Risk and Recall Risk
2022
·
KRISTOFFER GLOVER
, HARDY HULLEY
·
International Journal of Theoretical and Applied Finance
·
4
Financially constrained index futures arbitrage
2021
·
Kristoffer Glover
, Hardy Hulley
·
Journal of Futures Markets
·
3
Arbitrage Problems with Reflected Geometric Brownian motion
2022
·
Dean Buckner
, Kevin Dowd
, et al.
·
SSRN Electronic Journal
·
2
Strict Local Martingales in Continuous Financial Market Models
2009
·
Hardy Hulley
·
RePEc: Research Papers in Economics
·
2
How suitable are equity release mortgages as investments for pension funds?
2024
·
Dean Buckner
, Kevin Dowd
, et al.
·
The Geneva Papers on Risk and Insurance Issues and Practice
·
1
PDF
The Impact of Idiosyncratic Risk on Mutual Fund Fees
2013
·
Lorenzo Casavecchia
, Hardy Hulley
·
SSRN Electronic Journal
·
1
The Effect of Idiosyncratic Risk on Mutual Fund Flows and Management Fees
2010
·
Lorenzo Casavecchia
, Hardy Hulley
·
SSRN Electronic Journal
·
1
Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options
2007
·
Hardy Hulley
, Eckhard Platen
·
RePEc: Research Papers in Economics
·
1
Investor Search and Asset Prices
2024
·
Hardy Hulley
, Leo Liu
, et al.
·
Quarterly Journal of Finance
Investor Search and Asset Prices
2024
·
Hardy Hulley
, Leo Liu
, et al.
·
SSRN Electronic Journal
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Works count:
33
Citation count:
262
H-index:
9
I10-index:
9
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