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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
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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
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Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr - 2018
Persistent link: https://www.econbiz.de/10012002196
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Good approximation of exponential utility function for optimal futures hedging
Guo, Xu; Lien, Da-hsiang Donald; Wong, Wing Keung - In: Journal of mathematical finance 6 (2016) 3, pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
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Production and hedging with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald; Yu, Chia-Feng - In: International review of economics & finance : IREF 50 (2017), pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
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Safety first-Portfoliooptimierung bei Beschränkung des Conditional Value at Risk
Albrecht, Peter - 2012
Persistent link: https://www.econbiz.de/10009578725
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Theoretische Grundlagen des Minimum-Value at Risk-Hedges
Albrecht, Peter - 2010
Persistent link: https://www.econbiz.de/10008903635
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Timing the value-at-risk hedge
Lien, Da-hsiang Donald - In: Research in finance 25 (2009), pp. 333-341
Persistent link: https://www.econbiz.de/10009306650
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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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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