//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Lepone, Andrew"
~person:"Lien, Da-hsiang Donald"
~subject:"Theorie"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Theorie
World
Hedging
38
Theory
37
Derivat
22
Derivative
22
USA
10
United States
10
Commodity derivative
6
Rohstoffderivat
6
Australia
5
Australien
5
Commodity exchange
5
Currency derivative
5
Futures
5
Warenbörse
5
Währungsderivat
5
Börsenkurs
4
Estimation theory
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Schätztheorie
4
Share price
4
Estimation
3
Getreide
3
Grain
3
Index
3
Index number
3
Option trading
3
Optionsgeschäft
3
Risikoaversion
3
Risk aversion
3
Schätzung
3
Securities trading
3
Statistical distribution
3
Statistische Verteilung
3
Welt
3
Wertpapierhandel
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
40
Language
All
English
Author
All
Lepone, Andrew
Lien, Da-hsiang Donald
Aizenman, Joshua
31
Cheung, Yin-Wong
18
Chinn, Menzie David
17
Taylor, Mark P.
14
Henrich, Joseph
13
Güth, Werner
12
Koedijk, Kees
12
Beckmann, Joscha
11
Phylaktis, Kate
11
Westerhoff, Frank H.
11
Dawid, Herbert
10
Gallegati, Mauro
10
Kit, Pong Wong
10
Lothian, James R.
10
Semmler, Willi
10
Turnovsky, Stephen J.
10
Hommes, Cars H.
9
MacDonald, Ronald
9
Putterman, Louis G.
9
Charness, Gary
8
Devereux, Michael B.
8
Webb, Robert I.
8
Weber, Martin
8
Chiarella, Carl
7
Day, Richard Hollis
7
Delli Gatti, Domenico
7
Dwyer, Gerald P. <jun.>
7
Feichtinger, Gustav
7
Huang, Weihong
7
Kräkel, Matthias
7
Lioui, Abraham
7
Pyun, Ju Hyun
7
Quiggin, John C.
7
Rosser, John Barkley
7
Sercu, Piet
7
Stracca, Livio
7
Zizzo, Daniel John
7
Baillie, Richard
6
Bali, Turan G.
6
more ...
less ...
Published in...
All
Journal of economic behavior & organization : JEBO
Journal of international money and finance
The journal of futures markets
International review of economics & finance : IREF
8
Applied economics
6
Economics letters
4
Finance research letters
4
International review of financial analysis
4
Journal of forecasting
3
Energy economics
2
Journal of population economics
2
Pacific economic review
2
Research in finance
2
Review of quantitative finance and accounting
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of socio-economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Economic modelling
1
Economics of education review
1
Education economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of development economics
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Journal of mathematical finance
1
Journal of multinational financial management
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Journal of regulatory economics
1
Mathematical social sciences
1
Pacific-Basin finance journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
2
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
3
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
4
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:
5
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
6
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:
7
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:
8
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
9
A new information share measure
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 377-395
Persistent link: https://www.econbiz.de/10003817605
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->