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Derivative
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92
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Lien, Da-hsiang Donald
50
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6
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2
Kit, Pong Wong
2
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2
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2
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1
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The journal of futures markets
21
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ECONIS (ZBW)
50
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1
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:
2
Estimation bias of futures hedging performance : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 835-841
Persistent link: https://www.econbiz.de/10003353666
Saved in:
3
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
4
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:
5
Cointegration and the optimal hedge ratio : the general case
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 654-658
Persistent link: https://www.econbiz.de/10002468164
Saved in:
6
State-dependent preferences and futures hedging : the effects of basis risk
Lien, Da-hsiang Donald
- In:
Pacific economic review
9
(
2004
)
2
,
pp. 143-149
Persistent link: https://www.econbiz.de/10002107248
Saved in:
7
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:
8
The effect of liquidity constraints on futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 603-613
Persistent link: https://www.econbiz.de/10001769712
Saved in:
9
A note on loss aversion and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 681-692
Persistent link: https://www.econbiz.de/10001588273
Saved in:
10
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
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