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~person:"Lee, Cheng F."
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Hedging
19
Index futures
8
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8
Theorie
7
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6
Portfolio-Management
6
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5
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Lee, Cheng F.
Broll, Udo
229
Lien, Da-hsiang Donald
88
Wahl, Jack E.
87
McAleer, Michael
75
Kit, Pong Wong
71
Chang, Chia-Lin
44
Hammoudeh, Shawkat
43
Alexander, Carol
36
Cotter, John
36
Zilcha, Itzhak
36
Dionne, Georges
33
Acharya, Viral V.
32
Schweizer, Martin
32
Platen, Eckhard
31
Alghalith, Moawia
30
Korn, Olaf
30
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29
Mensi, Walid
29
Lo, Andrew W.
28
Eckwert, Bernhard
27
Kang, Sang Hoon
27
Frey, Rüdiger
26
Hau, Harald
26
Madan, Dilip B.
26
Conlon, Thomas
25
Engle, Robert F.
25
Shiller, Robert J.
25
Hanly, Jim
24
Kohlmann, Michael
24
Bouri, Elie
23
Fabozzi, Frank J.
23
Röthig, Andreas
23
Adam-Müller, Axel F. A.
22
Giglio, Stefano
22
Welzel, Peter
22
Bouchard, Bruno
21
Li, Johnny Siu-Hang
21
Branger, Nicole
20
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20
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20
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
5
The journal of futures markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Review of Pacific Basin financial markets and policies
2
Advances in futures and options research : a research annual
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Review of quantitative finance and accounting
1
Staff Memoranda / Federal Reserve Bank of Chicago
1
Staff memoranda / Research Department for Review and Comment, Federal Reserve Bank of Chicago : a series of occasional papers in draft form prepared by members of the Research Department for Review and Comment
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ECONIS (ZBW)
19
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1
Hedging
with the international equity index futures : the conventional model versus the error correction model
Lin, Fu-Lai
;
Lee, Cheng F.
;
Chou, Win-lin
;
Fan, Dennis …
-
2024
Persistent link: https://www.econbiz.de/10015046812
Saved in:
2
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
3
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
4
A comparative static analysis approach to derive Greek letters : theory and applications
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046857
Saved in:
5
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-Lai
;
Chen, Mei-Ling
-
2024
Persistent link: https://www.econbiz.de/10015046861
Saved in:
6
Joint normality test for the returns on the futures and spot
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
-
2024
Persistent link: https://www.econbiz.de/10015046717
Saved in:
7
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-lai
;
Chen, Mei-ling
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
2
,
pp. 203-213
Persistent link: https://www.econbiz.de/10008857150
Saved in:
8
Hedging
and optimal hedge ratios for international index futures markets
Lee, Cheng F.
;
Wang, Kehluh
;
Chen, Yan Long
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 593-610
Persistent link: https://www.econbiz.de/10008825090
Saved in:
9
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
10
An empirical analysis of the relationship between the hedge ratio and
hedging
horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
Saved in:
1
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