Hardy Hulley

University of Technology, Sydney (UTS) - Finance Discipline Group

Haymarket

Sydney, NSW 2007

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

4

DOWNLOADS

220

CITATIONS

2

Scholarly Papers (4)

1.

Are Mutual Fund Investors Paying for Noise?

FIRN Research Paper No. 2578547
Number of pages: 62 Posted: 16 Mar 2015 Last Revised: 06 May 2015
Lorenzo Casavecchia and Hardy Hulley
University of Technology, Sydney - School of Finance and Economics and University of Technology, Sydney (UTS) - Finance Discipline Group
Downloads 78 (170,845)

Abstract:

Advisory fees, idiosyncratic noise, short-selling constraints

2.

A Visual Classification of Local Martingales

Research Paper Number: 238, Quantitative Finance Research Centre, University of Technology, Sydney
Number of pages: 35 Posted: 15 Nov 2012
Hardy Hulley and Eckhard Platen
University of Technology, Sydney (UTS) - Finance Discipline Group and University of Technology, Sydney (UTS) - School of Finance and Economics
Downloads 44 (308,526)

Abstract:

diffusions, first-passage times, Laplace transforms, local martingales, ordinary differential equations

3.

A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales

Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 263
Number of pages: 12 Posted: 03 Nov 2012
Hardy Hulley and Eckhard Platen
University of Technology, Sydney (UTS) - Finance Discipline Group and University of Technology, Sydney (UTS) - School of Finance and Economics
Downloads 22 (408,381)

Abstract:

diffusions, first-passage times, Laplace transforms, local martingales, ordinary differential equations

4.

Meansā€Tested Public Pensions, Portfolio Choice and Decumulation in Retirement

Economic Record, Vol. 89, Issue 284, pp. 31-51, 2013
Number of pages: 21 Posted: 26 Feb 2013
University of Technology, Sydney (UTS) - Finance Discipline Group, Australian National University (ANU) - Research School of Social Sciences (RSSS), affiliation not provided to SSRN and University of Sydney Business School
Downloads 0 (549,101)
Citation 2

Abstract: