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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"The journal of futures markets"
~person:"Bansal, Naresh K."
~person:"Lien, Da-hsiang Donald"
~subject:"Hedging"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Portfolio selection
Hedging
Risikoprämie
Theorie
36
Theory
36
Derivat
15
Derivative
15
Risiko
5
Risk
5
Commodity derivative
4
Commodity exchange
4
Portfolio-Management
4
Rohstoffderivat
4
USA
4
United States
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Warenbörse
4
Estimation theory
3
Index
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Index number
3
Risikoaversion
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Risk aversion
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Schätztheorie
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Aktienmarkt
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CAPM
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Capital income
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Estimation
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Futures
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Getreide
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1966-1985
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Article in journal
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26
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English
26
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Bansal, Naresh K.
Lien, Da-hsiang Donald
Kit, Pong Wong
9
Kolb, Robert W.
4
Broll, Udo
3
Gay, Gerald D.
3
Lee, Cheng F.
3
Lioui, Abraham
3
Roon, Frans de
3
Schlag, Christian
3
Branger, Nicole
2
Brooks, Robert
2
Castelino, Mark G.
2
Chung, San-lin
2
Daigler, Robert T.
2
Dale, Charles J.
2
Eldor, Rafael
2
Figlewski, Stephen
2
Harris, Lawrence E.
2
Hayenga, Marvin L.
2
Hilliard, Jimmy E.
2
Jordan, Susan D.
2
Kane, Alex
2
Mahul, Olivier
2
Myers, Robert J.
2
Poncet, Patrice
2
Shrestha, Keshab
2
Veld- Merkoulova, Yulia
2
Wang, Yaqin
2
Wolf, Avner S.
2
Adam-Müller, Axel F. A.
1
Adler, Michael
1
Agarwal, Vikas
1
Ahn, Seryoong
1
Angus, John E.
1
Ankirchner, Stefan
1
Arias, Joaquín
1
Arshanapalli, Bala Gangadhar
1
Barone-Adesi, Giovanni
1
Bartram, Söhnke M.
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
International review of financial analysis
4
International review of economics & finance : IREF
3
Applied economics
2
Research in finance
2
Review of quantitative finance and accounting
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Global finance journal
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of multinational financial management
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Research in international business and finance
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
26
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1
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
2
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
3
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
4
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
5
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
6
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Saved in:
7
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
8
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
9
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
Saved in:
10
A note on the superiority of the Ols hedge ratio
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
11
,
pp. 1121-1126
Persistent link: https://www.econbiz.de/10003222767
Saved in:
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