Hardy Hulley : Citation Profile

University of Technology Sydney

8

H index

7

i10 index

203

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 10
   Journals where Hardy Hulley has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 2 (0.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu172
   Updated: 2026-05-16    RAS profile: 2026-05-11    
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Relations with other researchers

Works with:

Glover, Kristoffer (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hardy Hulley.

Is cited by:

Platen, Eckhard (28)

Thorp, Susan (6)

Cretarola, Alessandra (4)

Gnoatto, Alessandro (3)

Stavrunova, Olena (3)

Baldeaux, Jan (3)

Longmuir, Maximilian (2)

Strack, Philipp (2)

Eshraghi, Arman (1)

Kudrna, George (1)

Wilkins, Roger (1)

Cites to:

Platen, Eckhard (35)

Skinner, Jonathan (5)

Zeldes, Stephen (5)

merton, robert (4)

Hubbard, Robert (4)

Hertrich, Markus (3)

Browning, Martin (3)

LIU, JUN (3)

Kreps, David (3)

Scholes, Myron (3)

Vishny, Robert (3)

Main data

Where Hardy Hulley has published?

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney9
Papers / arXiv.org2
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Hardy Hulley (2025 and 2024)

YearTitle of citing document
2024Criteria for the absence of arbitrage in general diffusion markets. (2024). Urusov, Mikhail ; Criens, David. In: Papers. RePEc:arx:papers:2306.11470.

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2024Signature Methods in Stochastic Portfolio Theory. (2024). Moller, Janka ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:2310.02322.

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2025On weak notions of no-arbitrage in a 1D general diffusion market with interest rates. (2025). Anagnostakis, Alexis ; Urusov, Mikhail ; Criens, David. In: Papers. RePEc:arx:papers:2503.14078.

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2025Design and hedging of unit linked life insurance with environmental factors. (2025). Mancinelli, Daniele ; Lombardo, Edoardo ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2509.05676.

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2025On the structure of increasing profits in a 1D general diffusion market with interest rates. (2025). Urusov, Mikhail ; Criens, David ; Anagnostakis, Alexis. In: Papers. RePEc:arx:papers:2512.07555.

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2026Information-Theoretic Approach to Financial Market Modelling. (2026). Platen, Eckhard. In: Papers. RePEc:arx:papers:2602.14575.

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2026Contingent Claim Valuation under Increasing Profit, Strong Arbitrage, and Arbitrage of the First Kind. (2026). Tsuzuki, Yukihiro. In: Papers. RePEc:arx:papers:2603.28256.

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2024Conditional moments of the first-passage time of a crowed population. (2024). Villa-Morales, Jose ; de Jesus, Gabriela. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:470:y:2024:i:c:s0096300324000419.

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2025Exploring the cost of carry in Chinese energy futures: Does it interact with the energy stock market?. (2025). Lin, Boqiang ; Tian, Weimin. In: Energy. RePEc:eee:energy:v:337:y:2025:i:c:s0360544225043452.

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2024Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307.

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2024The limits of limitless debt. (2024). Filoso, Valerio ; Capasso, Salvatore ; Osband, Kent. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000678.

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2024Lp optimal prediction of the last zero of a spectrally negative Lévy process. (2024). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119468.

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2025On the last zero process with an application in corporate bankruptcy. (2025). Baurdoux, Erik J ; Pedraza, Jos M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128366.

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2024Investor–Firm Interactions and Corporate ESG Performance: Evidence from China. (2024). Wang, Zhi ; Liu, Xiaofeng ; Ren, Shichi. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:10938-:d:1543119.

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2024Efficient Approximations for Utility-Based Pricing. (2024). Ferhoune, Massinissa ; Carassus, Laurence. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:2:d:10.1007_s11009-024-10076-z.

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2025Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market. (2025). Yang, Heejin ; Ryu, Doowon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:879-895.

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Works by Hardy Hulley:

YearTitleTypeCited
2019Short Selling with Margin Risk and Recall Risk In: Papers.
[Full Text][Citation analysis]		paper1
2022SHORT SELLING WITH MARGIN RISK AND RECALL RISK.(2022) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022Arbitrage Problems with Reflected Geometric Brownian Motion In: Papers.
[Full Text][Citation analysis]		paper4
2024Arbitrage problems with reflected geometric Brownian motion.(2024) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2013Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement In: The Economic Record.
[Full Text][Citation analysis]		article24
2023A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages In: JODE - Journal of Demographic Economics.
[Full Text][Citation analysis]		article0
2023A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages.(2023) In: Journal of Demographic Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2018Are mutual fund investors paying for noise? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2015Quadratic Hedging of Basis Risk In: JRFM.
[Full Text][Citation analysis]		article8
2008Quadratic Hedging of Basis Risk.(2008) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2024How suitable are equity release mortgages as investments for pension funds? In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article0
2010M6—On Minimal Market Models and Minimal Martingale Measures In: Springer Books.
[Citation analysis]		chapter52
2010M6 - On Minimal Market Models and Minimal Martingale Measures.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2010The Economic Plausibility of Strict Local Martingales in Financial Modelling In: Springer Books.
[Citation analysis]		chapter20
2010The Economic Plausibility of Strict Local Martingales in Financial Modelling.(2010) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2009Strict Local Martingales in Continuous Financial Market Models In: PhD Thesis.
[Full Text][Citation analysis]		book11
2014Optimal prediction of the last-passage time of a transient diffusion In: Published Paper Series.
[Full Text][Citation analysis]		paper3
2019Weak Tail Conditions for Local Martingales In: Published Paper Series.
[Full Text][Citation analysis]		paper8
2005Benchmarking and Fair Pricing Applied to Two Market Models In: Research Paper Series.
[Full Text][Citation analysis]		paper12
2007Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options In: Research Paper Series.
[Full Text][Citation analysis]		paper6
2008Hedging for the Long Run In: Research Paper Series.
[Full Text][Citation analysis]		paper21
2008A Visual Classification of Local Martingales In: Research Paper Series.
[Full Text][Citation analysis]		paper6
2009A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales In: Research Paper Series.
[Full Text][Citation analysis]		paper8
2011Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series.
[Full Text][Citation analysis]		paper13
2022Financially constrained index futures arbitrage In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2024Investor Search and Asset Prices In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0

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