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Derivative
Theorie
116
Theory
116
Hedging
100
Derivat
52
China
46
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42
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41
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33
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33
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30
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30
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28
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26
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25
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25
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23
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23
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22
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22
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19
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19
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13
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12
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English
52
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Lien, Da-hsiang Donald
50
Tse, Yiu Kuen
6
Shrestha, Keshab
4
Chen, Sheng-syan
2
Hennessy, David A.
2
Kit, Pong Wong
2
Lee, Cheng F.
2
Leggio, Karyl B.
2
Li, Yang
2
Metz, Michael
2
Shaffer, David R.
2
Zhang, Mei
2
Chan, Leo H.
1
Chen, Andrew H.
1
Chen, Wei Peng
1
Chung, Huimin
1
Demirer, Rıza
1
Kang, Joseph C.
1
Kwak, Soojong
1
Lee, Hsiu-chuan
1
Leung, Wai Kin
1
Li, Anlong
1
Liu, Lihong
1
Luo, Xiangdong
1
Roongsangmanoon, Charnwut
1
Sheu, Her-jiun
1
Tse, Maurice Kwok-Sang
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The journal of futures markets
22
International review of economics & finance : IREF
4
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
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
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
Energy economics
1
Financial hedging
1
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1
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1
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1
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1
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ECONIS (ZBW)
52
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1
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
2
Estimating the optimal hedge ratio with focus information criterion
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 1011-1024
Persistent link: https://www.econbiz.de/10003185641
Saved in:
3
Futures hedge ratios : a review
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
43
(
2003
)
3
,
pp. 433-465
Persistent link: https://www.econbiz.de/10001782501
Saved in:
4
An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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