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A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 7, pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
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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
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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
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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
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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
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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
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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
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Hedging long-term commodity risk : a comment
Lien, Da-hsiang Donald; Wang, Yan - In: The journal of futures markets 24 (2004) 11, pp. 1093-1099
Persistent link: https://www.econbiz.de/10002248560
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Comparing alternative assumptions on the term structure of futures prices : reply
Roon, Frans de; Veld- Merkoulova, Yulia - In: The journal of futures markets 24 (2004) 11, pp. 1101-1104
Persistent link: https://www.econbiz.de/10002248581
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A note on the superiority of the Ols hedge ratio
Lien, Da-hsiang Donald - In: The journal of futures markets 25 (2005) 11, pp. 1121-1126
Persistent link: https://www.econbiz.de/10003222767