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~isPartOf:"Finance research letters"
~isPartOf:"The journal of futures markets"
~person:"Bookstaber, Richard"
~person:"Lien, Da-hsiang Donald"
~person:"Young, Virginia R."
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Bookstaber, Richard
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Finance research letters
The journal of futures markets
Insurance / Mathematics & economics
14
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1
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:
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
Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
15
(
2015
),
pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
Saved in:
4
Portfolio insurance trading rules
Bookstaber, Richard
;
Langsam, Joseph A.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001447794
Saved in:
5
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 204-212
Persistent link: https://www.econbiz.de/10003786342
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
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7
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:
8
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:
9
Portfolio insurance trading rules
Bookstaber, Richard
;
Langsam, Joseph A.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 15-31
Persistent link: https://www.econbiz.de/10003498712
Saved in:
10
Mutual fund theorems when minimizing the probability of lifetime ruin
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
5
(
2008
)
2
,
pp. 69-78
Persistent link: https://www.econbiz.de/10003751291
Saved in:
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