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 …
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…
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
The price movements of certain assets can be modeled by stochastic processes that combine
continuous diffusion with discrete jumps. This paper compares values of options on assets …
continuous diffusion with discrete jumps. This paper compares values of options on assets …
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 …
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 …
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 …
[CITATION][C] Bruce N. Lehmann." Earnings, Dividend Policy, and Present Value Relations: Building Blocks of Dividend Policy Invariant Cash Flows." University of …
…, D Stock, TK Bhattacharya, RR Trippi, RB Harriff… - Springer
… Trippi and Richard B. Harriff. "Trading Volume, Heterogeneity of Expectations, …
Stability and speed of adjustment under retiming of lags
R Harriff, DVT Bear, J Conlisk - Econometrica: Journal of the Econometric …, 1980 - JSTOR
… The participation of Harriff and Bear in this work was partially supported by NSF Grant GS-2864,
and the participation of Conlisk was partially supported by NSF Grant SOC74-15238. …
and the participation of Conlisk was partially supported by NSF Grant SOC74-15238. …
[HTML][HTML] Human Lung Epithelial Cells Contain Mycobacterium tuberculosis in a Late Endosomal Vacuole and Are Efficiently Recognized by CD8+ T Cells
MJ Harriff, ME Cansler, KG Toren, ET Canfield, S Kwak… - PloS one, 2014 - journals.plos.org
… Here, we note the immunologically rich milieu provided by airway resident bronchial
associated lymphoid tissue (BALT). In fact, our recent studies show that a population of non-classical…
associated lymphoid tissue (BALT). In fact, our recent studies show that a population of non-classical…
[HTML][HTML] HLA-E Presents Glycopeptides from the Mycobacterium tuberculosis Protein MPT32 to Human CD8+ T cells
MJ Harriff, LM Wolfe, G Swarbrick, M Null… - Scientific reports, 2017 - nature.com
Infection with Mycobacterium tuberculosis (Mtb), the bacterium that causes tuberculosis,
remains a global health concern. Both classically and non-classically restricted cytotoxic CD8 + …
remains a global health concern. Both classically and non-classically restricted cytotoxic CD8 + …