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subject:"USA"
~person:"Lien, Da-hsiang Donald"
~subject:"CAPM"
~subject:"Commodity derivative"
~subject:"Stochastic process"
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50
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39
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Lien, Da-hsiang Donald
Fabozzi, Frank J.
33
Hull, John
32
Gouriéroux, Christian
17
Irwin, Scott H.
16
Kolb, Robert W.
16
Benth, Fred Espen
15
Whaley, Robert E.
14
García, Philip
13
Gagliardini, Patrick
12
Escobar, Marcos
11
Perrakis, Stylianos
11
Schlögl, Erik
11
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10
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10
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10
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10
Till, Hilary
10
Wang, George H. K.
10
Bodie, Zvi
9
Cheng, Benjamin
9
Korn, Olaf
9
Lo, Andrew W.
9
Madan, Dilip B.
9
McAleer, Michael
9
Minton, Bernadette A.
9
Boyle, Phelim P.
8
Fouque, Jean-Pierre
8
Kōnstantinidēs, Giōrgos
8
Locke, Peter R.
8
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Nikitopoulos, Christina Sklibosios
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8
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8
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8
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7
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7
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The journal of futures markets
5
International review of economics & finance : IREF
2
Journal of economics and finance
2
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1
International journal of financial markets and derivatives
1
Journal of regulatory economics
1
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ECONIS (ZBW)
13
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1
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
2
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
3
Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut
;
Chen, Andrew H.
;
Kang, Joseph C.
- In:
Research in finance
25
(
2009
),
pp. 303-331
Persistent link: https://www.econbiz.de/10009306651
Saved in:
4
A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
Saved in:
5
A note on price futures versus revenue futures contracts
Lien, Da-hsiang Donald
;
Hennessy, David A.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 503-512
Persistent link: https://www.econbiz.de/10002012506
Saved in:
6
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
7
Hedging gas bills with weather derivatives
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
26
(
2002
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10001747917
Saved in:
8
Derivative trading by utility firms
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
24
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001507197
Saved in:
9
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:
10
Futures trading and fuel adjustment clauses
Lien, Da-hsiang Donald
- In:
Journal of regulatory economics
9
(
1996
)
2
,
pp. 157-178
Persistent link: https://www.econbiz.de/10001203878
Saved in:
1
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