Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Laffont, Jean-Jacques"
~person:"Lien, Da-hsiang Donald"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Discretionary monetary policy...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
194
Theory
194
Hedging
51
Derivat
26
Derivative
26
Regulation
23
Regulierung
23
Agency theory
21
Prinzipal-Agent-Theorie
21
Anreiz
16
Incentives
16
Portfolio-Management
12
Asymmetric information
11
Asymmetrische Information
11
Economics of information
10
Estimation
10
Informationsökonomik
10
Schätzung
10
Auction theory
9
Auktionstheorie
9
Risiko
9
Risk
9
USA
9
United States
9
Estimation theory
7
Futures
7
Game theory
7
Neue politische Ökonomie
7
Public choice
7
Schätztheorie
7
Spieltheorie
7
Adverse Selektion
6
Adverse selection
6
Competition
6
Contract theory
6
Developing countries
6
Economics of regulation
6
Entwicklungsländer
6
Regulierungstheorie
6
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
12
Author
All
Laffont, Jean-Jacques
Lien, Da-hsiang Donald
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
18
Forsyth, Peter A.
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Liang, Zongxia
14
Rüschendorf, Ludger
14
Kwon, Roy H.
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Dai, Min
12
Guerard, John Baynard
12
Guidolin, Massimo
12
Kim, Woo Chang
12
Koo, Hyeng-keun
12
Kraft, Holger
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
more ...
less ...
Published in...
All
The journal of futures markets
4
Applied mathematical finance
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of mathematical finance
1
Journal of political economy
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The efficient market hypothesis and insider trading on the stock market
Laffont, Jean-Jacques
- In:
Journal of political economy
98
(
1990
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10001089186
Saved in:
2
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:
3
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
Saved in:
4
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:
5
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
Saved in:
6
Tracking error decision rules and accumulated wealth
Berg, Nathan
;
Lien, Da-hsiang Donald
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
Saved in:
7
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
Saved in:
8
Covered call investing in a loss aversion framework
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of psychology and financial markets : a …
3
(
2002
)
3
,
pp. 182-191
Persistent link: https://www.econbiz.de/10001762163
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
