Dynamic asset allocation rules: Survey and synthesis

RR Trippi, RB Harriff - Journal of Portfolio Management, 1991 - search.proquest.com
Dynamic asset allocation (DAA) is a term usually reserved for a class of investment strategies
that shift the content of portfolios between 2 or more assets or asset classes in response to …

Pricing American options: Managing risk with early exercise

EA Brill, RB Harriff - Financial Analysts Journal, 1986 - Taylor & Francis
The prices and hedge ratios of American spot and futures options are likely to differ significantly
from estimates provided by the traditional Black-Scholes and Black option pricing models…

Pricing Options on an Asset with Bernoulli Jump‐Diffusion Returns

RR Trippi, EA Brill, RB Harriff - Financial Review, 1992 - Wiley Online Library
… Brill and Harriff [5] provide a more complete discussion of how the dividend rate applies
to various options. European put prices may be determined by the put-call parity relationship. …

Trading volume, heterogeneity of expectations, and the disperson of volatilities implied by option prices

RR Trippi, RB Harriff - Review of Quantitative Finance and Accounting, 1993 - Springer
Trading volume studies have traditionally emphasized the correlation between volume and
price movements or between volume changes and the arrival of information. This article …

Evaluation of the" AIM" Dynamic Asset Allocation Strategy

RR Trippi, RB Harriff - Southwest journal of Business and …, 1989 - search.proquest.com
Automatic investment management (AIM), a 2-asset (risky, risk-free) allocation strategy, has
received popular attention recently, particularly in the southwestern US. This is because AIM …

[CITATION][C] Chaos and nonlinear dynamics in the financial markets: theory, evidence, and applications

RB Harriff - International Journal of Forecasting, 1997 - infona.pl
RB Harriff

[HTML][HTML] HIV-1 Nef binds PACS-2 to assemble a multikinase cascade that triggers major histocompatibility complex class I (MHC-I) down-regulation: analysis using …

KM Atkins, L Thomas, RT Youker, MJ Harriff… - Journal of biological …, 2008 - ASBMB
Human immunodeficiency virus, type 1, negative factor (Nef) initiates down-regulation of cell-surface
major histocompatibility complex-I (MHC-I) by assembling an Src family kinase (SFK…

The Mycobacterium tuberculosis MmpL11 cell wall lipid transporter is important for biofilm formation, intracellular growth, and nonreplicating persistence

…, PM Davidson, SA Pacheco, MJ Harriff… - Infection and …, 2017 - Am Soc Microbiol
The mycobacterial cell wall is crucial to the host-pathogen interface, because it provides a
barrier against antibiotics and the host immune response. In addition, cell wall lipids are …

Augmentation of the riboflavin-biosynthetic pathway enhances mucosa-associated invariant T (MAIT) cell activation and diminishes Mycobacterium tuberculosis …

RJ Dey, B Dey, M Harriff, ET Canfield, DM Lewinsohn… - Mbio, 2022 - Am Soc Microbiol
Mucosa-associated invariant T (MAIT) cells play a critical role in antimicrobial defense.
Despite increased understanding of their mycobacterial ligands and the clinical association of …

Identification of Mycobacterium avium pathogenicity island important for macrophage and amoeba infection

…, M Wu, B Stang, M Harriff… - Proceedings of the …, 2007 - National Acad Sciences
The ability to infect macrophages is a common characteristic shared among many
mycobacterial species. Mycobacterium avium, Mycobacterium tuberculosis, and Mycobacterium …