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Lien, Da-hsiang Donald
McAleer, Michael
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245
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The journal of futures markets
36
International review of economics & finance : IREF
9
International review of financial analysis
6
Applied financial economics
5
Journal of economics and finance
4
Research in finance
3
Review of quantitative finance and accounting
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Belief functions in business decisions : with 57 tables
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Discussion paper / Monash University, Department of Economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
115
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1
Futures
hedging
and stochastic
volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
2
Futures
hedging
und prospect utility and Knightian uncertainty
Lien, Da-hsiang Donald
- In:
Belief functions in business decisions : with 57 tables
,
(pp. 333-345)
.
2002
Persistent link: https://www.econbiz.de/10001704992
Saved in:
3
A note on asymmetric stochastic
volatility
and futures
hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 607-612
Persistent link: https://www.econbiz.de/10002846402
Saved in:
4
Multiperiod
hedging
in the presence of stochastic
volatility
Lien, Da-hsiang Donald
;
Wilson, B. Kemp
- In:
International review of financial analysis
10
(
2001
)
4
,
pp. 395-406
Persistent link: https://www.econbiz.de/10001651757
Saved in:
5
A bivariate high-frequency-based
volatility
model for optimal futures
hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
6
Hedging
performance of
volatility
index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
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
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
Saved in:
10
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:
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