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subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~person:"Lien, Da-hsiang Donald"
~subject:"Commodity derivative"
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Portfolio selection
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Lien, Da-hsiang Donald
Escobar, Marcos
5
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3
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Hedging long-term commodity risk : a comment
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1093-1099
Persistent link: https://www.econbiz.de/10002248560
Saved in:
5
Futures market equilibrium under Knightian uncertainty
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 701-718
Persistent link: https://www.econbiz.de/10001769724
Saved in:
6
Disappointment aversion equilibrium in a futures market
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 135-150
Persistent link: https://www.econbiz.de/10001762667
Saved in:
7
Delivery risk and the hedging role of options
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001678273
Saved in:
8
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
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