//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~language:"afr"
~language:"eng"
~language:"slk"
~person:"Lien, Da-hsiang Donald"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Theorie
35
Theory
35
Hedging
25
Derivat
15
Derivative
15
Commodity derivative
4
Commodity exchange
4
Portfolio selection
4
Risiko
4
Risk
4
Rohstoffderivat
4
USA
4
Warenbörse
4
Estimation theory
3
Index
3
Index number
3
Risikoaversion
3
Risk aversion
3
Schätztheorie
3
Futures
2
Getreide
2
Grain
2
Nutzenfunktion
2
Utility function
2
Weizenpreis
2
Wheat price
2
1966-1985
1
1989-1996
1
Aktienindex
1
Aktienmarkt
1
Bourse
1
Börse
1
CAPM
1
Capital income
1
Cointegration
1
Currency derivative
1
Economics of information
1
Equilibrium model
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
Afrikaans
English
Slovak
Author
All
Lien, Da-hsiang Donald
Lucas, André
17
Koopman, Siem Jan
13
Vries, Casper G. de
12
Lioui, Abraham
8
Teulings, Coen N.
8
Munk, Claus
5
Branger, Nicole
4
Dijk, Herman K. van
4
Gautier, Pieter
4
Hyung, Namwon
4
Lillo, Fabrizio
4
Zou, Liang
4
Bali, Turan G.
3
Brorsen, B. Wade
3
Hinloopen, Jeroen
3
Huang, Chi-fu
3
Ireland, Peter N.
3
Jordan, James V.
3
Kolb, Robert W.
3
Kraft, Holger
3
Kräussl, Roman
3
Lansing, Kevin J.
3
Li, Duan
3
Li, Kai
3
Ommeren, Jos van
3
Poncet, Patrice
3
Schwaab, Bernd
3
Siegmann, Adriaan Hendrik
3
Zenios, Stauros Andrea
3
Adema, Yvonne
2
Albrecht, James W.
2
Alessie, Rob
2
Alexander, Gordon J.
2
Banachewicz, Konrad
2
Baptista, Alexandre M.
2
Bonenkamp, Jan
2
Bookstaber, Richard
2
Brooks, Robert
2
Canova, Fabio
2
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of economic dynamics & control
The journal of futures markets
Applied mathematical finance
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Journal of regulatory economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
Hedging downside risk under asymmetric taxation
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 361-374
Persistent link: https://www.econbiz.de/10001485229
Saved in:
6
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:
7
Constructing accurate cash settlement indices : the role of index specifications
Cita, John
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 339-360
Persistent link: https://www.econbiz.de/10001125669
Saved in:
8
The inventory effect in commodity futures markets : an empirical study
Lien, Da-hsiang Donald
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 637-652
Persistent link: https://www.econbiz.de/10001149668
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->