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~person:"Ehsani, Sina"
~person:"Leggio, Karyl B."
~person:"Yu, Xiaojian"
~subject:"Portfolio selection"
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Ehsani, Sina
Leggio, Karyl B.
Yu, Xiaojian
Lien, Da-hsiang Donald
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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
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:
3
Is covered call investing wise? : Evaluating the strategy using risk-adjusted performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
2
(
2005
),
pp. 187-204
Persistent link: https://www.econbiz.de/10003104102
Saved in:
4
An empirical examination of the effectiveness of Dollar-cost averaging using downside risk performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
27
(
2003
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10001784113
Saved in:
5
Covered call investing in a loss aversion framework
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of psychology and financial markets : a …
3
(
2002
)
3
,
pp. 182-191
Persistent link: https://www.econbiz.de/10001762163
Saved in:
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