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subject:"USA"
~person:"Lien, Da-hsiang Donald"
~subject:"CAPM"
~subject:"Stochastic process"
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Lien, Da-hsiang Donald
Fabozzi, Frank J.
33
Hull, John
32
Gouriéroux, Christian
17
Kolb, Robert W.
16
Whaley, Robert E.
13
Gagliardini, Patrick
12
Benth, Fred Espen
11
Escobar, Marcos
11
Perrakis, Stylianos
11
Chiarella, Carl
10
Edwards, Franklin R.
10
Moser, James T.
10
Bodie, Zvi
9
Lo, Andrew W.
9
Madan, Dilip B.
9
Minton, Bernadette A.
9
Fouque, Jean-Pierre
8
Jarrow, Robert A.
8
Marcus, Alan J.
8
Poncet, Patrice
8
Schlögl, Erik
8
Schmidt, Wolfgang M.
8
Shastri, Kuldeep
8
Stulz, René M.
8
Bessembinder, Hendrik
7
Boyle, Phelim P.
7
Chance, Don M.
7
Cheng, Benjamin
7
Goodman, Laurie Sharon
7
Jackwerth, Jens Carsten
7
Kane, Alex
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7
Kōnstantinidēs, Giōrgos
7
Locke, Peter R.
7
McAleer, Michael
7
Nikitopoulos, Christina Sklibosios
7
Papanicolaou, George
7
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7
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The journal of futures markets
5
Journal of economics and finance
2
International review of economics & finance : IREF
1
Journal of regulatory economics
1
Research in finance
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
9
Application of mean-variance analysis to broad-based futures contracts
Lien, Da-hsiang Donald
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001124731
Saved in:
10
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:
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