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~person:"Lien, Da-hsiang Donald"
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Derivat
50
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50
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39
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27
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27
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8
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8
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5
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5
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1990-1998
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50
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Lien, Da-hsiang Donald
Fabozzi, Frank J.
75
Hull, John
61
Jarrow, Robert A.
43
Benth, Fred Espen
41
Broll, Udo
40
Kolb, Robert W.
34
Chance, Don M.
29
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Rudolph, Bernd
25
Shiller, Robert J.
25
White, Alan
25
Platen, Eckhard
24
Wolfers, Justin
24
Brigo, Damiano
23
Brooks, Robert
23
Carr, Peter
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Choudhry, Moorad
22
Irwin, Scott H.
22
McAleer, Michael
22
Stulz, René M.
22
Bloss, Michael
21
Kavussanos, Manolis G.
21
Whaley, Robert E.
21
Acharya, Viral V.
20
Duffie, Darrell
20
Korn, Olaf
20
Leung, Tim
20
Prokopczuk, Marcel
20
García, Philip
18
Kane, Alex
18
Marcus, Alan J.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
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21
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4
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3
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3
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2
Advances in investment analysis and portfolio management : a research annual
1
Contributions to financial econometrics : theoretical and practical issues
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
50
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
3
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:
4
Ledger provision in hog marketing contracts
Hennessy, David A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002089824
Saved in:
5
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
6
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:
7
Hedging mismatched currencies with options and futures
Lien, Da-hsiang Donald
;
Tse, Maurice Kwok-Sang
;
Kit, …
- In:
Risk management
,
(pp. 345-357)
.
2010
Persistent link: https://www.econbiz.de/10003988281
Saved in:
8
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
9
Simultaneous versus separate hedging strategies
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Financial hedging
,
(pp. 255-262)
.
2009
Persistent link: https://www.econbiz.de/10008799124
Saved in:
10
Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut
;
Chen, Andrew H.
;
Kang, Joseph C.
- In:
Research in finance
25
(
2009
),
pp. 303-331
Persistent link: https://www.econbiz.de/10009306651
Saved in:
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