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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"fin"
~language:"spa"
~person:"Lien, Da-hsiang Donald"
~subject:"Capital income"
~subject:"Financial crisis"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Portfolio-Management"
~subject:"USA"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Book Part"
~type_genre:"Conference proceedings"
~type_genre:"Market information"
~type_genre:"Systematic review"
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Capital income
Financial crisis
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Lieferkette
Portfolio-Management
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Hedging
37
Theorie
35
Theory
35
Derivat
21
Derivative
21
United States
8
Commodity derivative
5
Commodity exchange
5
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Aufsatz in Zeitschrift
13
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English
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Lien, Da-hsiang Donald
Berger, Allen N.
18
Moshirian, Fariborz
14
Daigler, Robert T.
13
Bali, Turan G.
12
Brorsen, B. Wade
12
Cakici, Nusret
12
Tse, Yiuman
12
Chang, Eric Chieh
11
Fraser, Donald R.
11
Hasan, Iftekhar
11
Saunders, Anthony
11
Simon, David P.
10
Slovin, Myron B.
10
Wang, George H. K.
10
Faff, Robert W.
9
Hegde, Shantaram P.
9
Kolari, James W.
9
Kolb, Robert W.
9
Kurov, Alexander
9
Locke, Peter R.
9
Peterson, David R.
9
Akhigbe, Aigbe O.
8
Cornett, Marcia Millon
8
Elyasiani, Elyas
8
Gay, Gerald D.
8
Ma, Christopher K.
8
Miffre, Joëlle
8
Winters, Drew B.
8
Baptista, Alexandre M.
7
Branger, Nicole
7
Brooks, Robert
7
Chatrath, Arjun
7
Chung, Kee H.
7
Edwards, Franklin R.
7
Koedijk, Kees
7
Koppenhaver, Gary D.
7
Malliaris, Anastasios G.
7
Schneeweis, Thomas
7
Sushka, Marie Elizabeth
7
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Journal of banking & finance
The journal of futures markets
International review of economics & finance : IREF
8
International review of financial analysis
5
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
3
Journal of economics and finance
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied economics
2
Journal of forecasting
2
Journal of regulatory economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied mathematical finance
1
Contemporary economic policy : a journal of Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of managerial finance : IJMF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Quarterly journal of business and economics : QJBE
1
Research in finance
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Transportation research / E : an international journal
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ECONIS (ZBW)
13
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1
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
2
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:
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
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:
5
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:
6
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:
7
A note on the relationships between some risk-adjusted performance measures
Lien, Da-hsiang Donald
- In:
The journal of futures markets
22
(
2002
)
5
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001678524
Saved in:
8
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:
9
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:
10
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:
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