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type_genre:"Article in journal"
~person:"Cheng, T. C. E."
~person:"Kumbhakar, Subal"
~person:"Lien, Da-hsiang Donald"
~person:"Marjit, Sugata"
~person:"Mukherjee, Arijit"
~subject:"Hedging"
~type_genre:"Reprint"
~type_genre:"Sammlung"
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Hedging
Theorie
516
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516
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60
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49
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49
Technical efficiency
47
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Cheng, T. C. E.
Kumbhakar, Subal
Lien, Da-hsiang Donald
Marjit, Sugata
Mukherjee, Arijit
Broll, Udo
61
Kit, Pong Wong
41
Wahl, Jack E.
20
Lioui, Abraham
10
Zilcha, Itzhak
9
Alghalith, Moawia
8
Lence, Sergio H.
8
Madan, Dilip B.
8
Adam-Müller, Axel F. A.
7
Cvitanić, Jakša
7
Dionne, Georges
7
Eckwert, Bernhard
7
Frey, Rüdiger
7
Hayes, Dermot James
7
Jarrow, Robert A.
7
Myers, Robert J.
7
Poncet, Patrice
7
Carr, Peter
6
Kabanov, Jurij M.
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Li, Johnny Siu-Hang
6
Moosa, Imad A.
6
Touzi, Nizar
6
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5
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5
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Lee, Hsiang-Tai
5
Moschini, Giancarlo
5
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5
Pham, Huyên
5
Welzel, Peter
5
Wilmott, Paul
5
Wong, Hoi Ying
5
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5
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The journal of futures markets
25
International review of financial analysis
4
International review of economics & finance : IREF
3
Research in finance
2
Review of quantitative finance and accounting
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Economics letters
1
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1
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1
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Journal of economic surveys
1
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1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of multinational financial management
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Research in international business and finance
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
51
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10
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51
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1
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:
2
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:
3
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:
4
Optimal managerial hedging and contracting with self-esteem concerns
Choe, Chongwoo
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 354-367
Persistent link: https://www.econbiz.de/10011542163
Saved in:
5
Effects of skewness and kurtosis on production and hedging decisions : a skewed t distribution approach
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1132-1143
Persistent link: https://www.econbiz.de/10011419778
Saved in:
6
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
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
Time-inconsistent investment, financial constraints, and cash flow hedging
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of financial analysis
35
(
2014
),
pp. 72-79
Persistent link: https://www.econbiz.de/10010529628
Saved in:
9
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
10
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:
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