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~person:"Lien, Da-hsiang Donald"
~subject:"Agroindustrie"
~subject:"Theorie"
~subject:"risk"
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Agroindustrie
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Hedging
88
Theory
57
Derivat
39
Derivative
39
Commodity derivative
11
Futures
11
Portfolio selection
11
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11
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English
57
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Lien, Da-hsiang Donald
Broll, Udo
191
Kit, Pong Wong
73
Wahl, Jack E.
72
Gollier, Christian
66
Zilcha, Itzhak
49
Viscusi, W. Kip
47
Meffert, Heribert
46
Chichilnisky, Graciela
43
Eeckhoudt, Louis R.
43
Bruhn, Manfred
42
Wang, Ruodu
42
Brady, Michael Emmett
40
Epstein, Larry G.
40
Ludwig, Alexander
40
Rausser, Gordon C.
38
Schlesinger, Harris
38
Eckwert, Bernhard
37
Sutter, Matthias
37
Castelnuovo, Efrem
36
Wong, Wing Keung
36
Acharya, Viral V.
34
Swinnen, Johan F. M.
34
Frey, Bruno S.
31
Hartog, Joop
30
Kotler, Philip
29
Krueger, Dirk
29
McAleer, Michael
29
Pepels, Werner
29
Dhaene, Jan
28
Weber, Martin
28
Dionne, Georges
27
Ojo, Marianne
26
Pindyck, Robert S.
26
Allen, Franklin
25
Barnett, William A.
25
Hansen, Lars Peter
25
Kanniainen, Vesa
25
Bali, Turan G.
24
Chavas, Jean-Paul
24
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The journal of futures markets
25
International review of financial analysis
4
International review of economics & finance : IREF
3
Research in finance
2
Review of quantitative finance and accounting
2
Advances in futures and options research : a research annual
1
Applied economics
1
Applied financial economics
1
Belief functions in business decisions : with 57 tables
1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Monash University, Department of Economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Global finance journal
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of multinational financial management
1
Research in international business and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
57
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1
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:
2
Futures
hedging
under mark-to-market
risk
Lien, Da-hsiang Donald
;
Li, Anlong
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001765136
Saved in:
3
Production and
hedging
under Knightian uncertainty
Lien, Da-hsiang Donald
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 397-404
Persistent link: https://www.econbiz.de/10001485236
Saved in:
4
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:
5
Futures market equilibrium under Knightian uncertainty
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 701-718
Persistent link: https://www.econbiz.de/10001769724
Saved in:
6
Effects of skewness and kurtosis on production and
hedging
decisions : a skewed t distribution approach
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1132-1143
Persistent link: https://www.econbiz.de/10011419778
Saved in:
7
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
Saved in:
8
The futures
hedging
effectiveness with liquidity
risk
under alternative settlement specifications
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Research in finance
24
(
2008
),
pp. 301-320
Persistent link: https://www.econbiz.de/10003752972
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
Cross-
hedging
with futures and options: The effects of disappointment aversion
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
Journal of multinational financial management
16
(
2006
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10003280995
Saved in:
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