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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Gersbach, Hans"
~person:"Lien, Da-hsiang Donald"
~subject:"Competition"
~subject:"Portfolio selection"
~type_genre:"Rezension"
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Competition
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191
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191
Hedging
52
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26
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26
Neue politische Ökonomie
14
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14
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13
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Gersbach, Hans
Lien, Da-hsiang Donald
Fabozzi, Frank J.
41
Korn, Ralf
29
Wong, Wing Keung
27
Escobar, Marcos
26
Li, Duan
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Mukherjee, Arijit
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
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13
Liang, Zongxia
13
Lo, Andrew W.
13
Sass, Jörn
13
Siu, Tak Kuen
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Young, Virginia R.
13
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13
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13
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12
Guerard, John Baynard
12
Güth, Werner
12
Kraft, Holger
12
Kräkel, Matthias
12
Li, Xun
12
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The journal of futures markets
4
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 banking & finance
1
Journal of economics & management strategy : JEMS
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Kyklos : international review for social sciences
1
Public choice
1
Review of finance : journal of the European Finance Association
1
The economic journal : the journal of the Royal Economic Society
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
19
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1
Portfolio homogeneity and systemic risk of financial networks
Huang, Yajing
;
Liu, Taoxiong
;
Lien, Da-hsiang Donald
- In:
Journal of empirical finance
70
(
2023
),
pp. 248-275
Persistent link: https://www.econbiz.de/10014423701
Saved in:
2
Elections, the curse of competence and credence policies
Gersbach, Hans
- In:
Public choice
186
(
2021
)
3/4
,
pp. 491-511
Persistent link: https://www.econbiz.de/10012497702
Saved in:
3
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
4
Regulatory competition in banking : curse or blessing?
Gersbach, Hans
;
Haller, Hans
;
Papageorgiou, Stylianos
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012521622
Saved in:
5
Production and hedging with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
Saved in:
6
Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
7
A note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Saved in:
8
Default correlations in the Merton model
Erlenmaier, Ulrich
;
Gersbach, Hans
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
5
,
pp. 1775-1809
Persistent link: https://www.econbiz.de/10010510324
Saved in:
9
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:
10
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:
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