//--> //--> //--> //-->
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
Pricing energy quanto options...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
50
Derivative
50
Hedging
50
Theorie
35
Theory
35
Futures
12
USA
8
United States
8
Commodity derivative
5
Estimation
5
Rohstoffderivat
5
Schätzung
5
Volatility
5
Volatilität
5
Australia
4
Australien
4
Cointegration
4
Index futures
4
Index-Futures
4
Kointegration
4
Portfolio selection
4
Portfolio-Management
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Option trading
3
Optionsgeschäft
3
Risiko
3
Risk
3
Securities trading
3
Welt
3
Wertpapierhandel
3
World
3
1990-1998
2
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Aktienmarkt
2
Aktienoption
2
Börsenkurs
2
CAPM
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
61
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Aufsatz im Buch
4
Book section
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
62
Author
All
Lien, Da-hsiang Donald
Fabozzi, Frank J.
75
McAleer, Michael
63
Hull, John
62
Broll, Udo
47
Benth, Fred Espen
44
Jarrow, Robert A.
43
Irwin, Scott H.
38
Chang, Chia-Lin
37
Cotterill, Ronald W.
37
Kolb, Robert W.
35
Chance, Don M.
31
Moser, James T.
31
Chen, Jing
30
Wolfers, Justin
30
Härdle, Wolfgang
29
Kit, Pong Wong
29
Madan, Dilip B.
28
Taleizadeh, Ata Allah
28
Gouriéroux, Christian
27
Platen, Eckhard
26
Rudolph, Bernd
26
Carr, Peter
25
Shiller, Robert J.
25
White, Alan
25
Brigo, Damiano
24
Kavussanos, Manolis G.
24
Subrahmanyam, Marti G.
24
Brooks, Robert
23
Frino, Alex
23
Joshi, Mark S.
23
Sarkar, Asani
23
Webb, Robert I.
23
Choudhry, Moorad
22
Leung, Tim
22
Prokopczuk, Marcel
22
Stulz, René M.
22
Zitzewitz, Eric
22
Acharya, Viral V.
21
Bloss, Michael
21
more ...
less ...
Institution
All
Iowa State University / Center for Agricultural and Rural Development
1
Published in...
All
The journal of futures markets
25
International review of economics & finance : IREF
6
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Research in finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in investment analysis and portfolio management : a research annual
1
Belief functions in business decisions : with 57 tables
1
Contributions to financial econometrics : theoretical and practical issues
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Financial hedging
1
Global finance journal
1
International journal of financial markets and derivatives
1
International review of financial analysis
1
Journal of economic surveys
1
Journal of emerging markets
1
Journal of multinational financial management
1
Journal of regulatory economics
1
Pacific economic review
1
Review of Pacific Basin financial markets and policies
1
Risk management
1
Working paper / Center for Agricultural and Rural Development
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Cash settlement provisions on
futures
contracts
Lien, Da-hsiang Donald
- In:
The journal of futures markets
9
(
1989
)
3
,
pp. 263-270
Persistent link: https://www.econbiz.de/10001156260
Saved in:
5
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:
6
The inventory effect in commodity
futures
markets : an empirical study
Lien, Da-hsiang Donald
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 637-652
Persistent link: https://www.econbiz.de/10001149668
Saved in:
7
Futures
trading and fuel adjustment clauses
Lien, Da-hsiang Donald
- In:
Journal of regulatory economics
9
(
1996
)
2
,
pp. 157-178
Persistent link: https://www.econbiz.de/10001203878
Saved in:
8
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:
9
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:
10
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->