//--> //--> //--> //-->
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:"Lien, Da-hsiang Donald"
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
Convergence of minimum entropy...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
88
Theorie
55
Theory
55
Derivat
39
Derivative
39
Commodity derivative
11
Futures
11
Rohstoffderivat
11
Portfolio selection
10
Portfolio-Management
10
USA
10
United States
10
Currency derivative
8
Währungsderivat
8
ARCH model
5
ARCH-Modell
5
Cointegration
5
Index futures
5
Index-Futures
5
Kointegration
5
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Welt
5
World
5
Estimation
4
Estimation theory
4
Option trading
4
Optionsgeschäft
4
Schätztheorie
4
Schätzung
4
Currency option
3
Devisenoption
3
Liquidity constraint
3
Liquiditätsbeschränkung
3
Nutzenfunktion
3
Risikoaversion
3
Risk aversion
3
Statistical distribution
3
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
86
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
82
Aufsatz in Zeitschrift
82
Aufsatz im Buch
4
Book section
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
88
Author
All
Lien, Da-hsiang Donald
Broll, Udo
227
Madan, Dilip B.
106
Fabozzi, Frank J.
86
Wahl, Jack E.
85
McAleer, Michael
76
Cui, Zhenyu
75
Härdle, Wolfgang
74
Takahashi, Akihiko
72
Kit, Pong Wong
71
Carr, Peter
67
Joshi, Mark S.
66
Chiarella, Carl
65
Schoutens, Wim
63
Koskela, Erkki
59
Gottardi, Piero
58
Platen, Eckhard
56
Stentoft, Lars
54
Benth, Fred Espen
52
Jarrow, Robert A.
52
Alexander, Carol
51
Elliott, Robert J.
51
Jacobs, Kris
51
Alghalith, Moawia
49
Hull, John
45
Korn, Olaf
45
Schweizer, Martin
45
Wystup, Uwe
43
Hammoudeh, Shawkat
42
Hens, Thorsten
42
Ewald, Christian-Oliver
41
Stenbacka, Rune
40
Dumas, Bernard
39
Lo, Andrew W.
39
Schlag, Christian
39
Schlögl, Erik
39
Acharya, Viral V.
38
Engle, Robert F.
38
Kubler, Felix
37
Kwok, Yue-Kuen
37
more ...
less ...
Published in...
All
The journal of futures markets
36
International review of economics & finance : IREF
8
International review of financial analysis
5
Applied financial economics
3
Journal of economics and finance
3
Research in finance
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
Global finance journal
2
Journal of multinational financial management
2
Advances in futures and options research : a research annual
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
Financial hedging
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of mathematical finance
1
Pacific economic review
1
Research in international business and finance
1
Risk management
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Transportation research / E : an international journal
1
Zi you zhong guo zhi gong ye
1
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Hedger response to multiple grades of delivery on futures markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
8
(
1988
)
6
,
pp. 687-702
Persistent link: https://www.econbiz.de/10001134531
Saved in:
5
Optimal
hedging
and spreading in cointegrated markets
Lien, Da-hsiang Donald
- In:
Economics letters
40
(
1992
)
1
,
pp. 91-95
Persistent link: https://www.econbiz.de/10001137541
Saved in:
6
Application of mean-variance analysis to broad-based futures contracts
Lien, Da-hsiang Donald
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001124731
Saved in:
7
Entry-deterring contract specification on futures markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
10
(
1990
)
1
,
pp. 89-95
Persistent link: https://www.econbiz.de/10001128105
Saved in:
8
Optimal
hedging
and spreading on wheat futures markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
9
(
1989
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001066574
Saved in:
9
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
10
The effect of the cointegration relationship on futures
hedging
: a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->