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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
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A note on the hedging effectiveness of GARCH models
Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 18 (2009) 1, pp. 110-112
Persistent link: https://www.econbiz.de/10003793400
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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
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Statistical properties of post-sample hedging effectiveness
Lien, Da-hsiang Donald - In: International review of financial analysis 16 (2007) 3, pp. 293-300
Persistent link: https://www.econbiz.de/10003510461
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The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Lien, Da-hsiang Donald - In: The journal of futures markets 30 (2010) 3, pp. 278-289
Persistent link: https://www.econbiz.de/10003962522
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The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Lien, Da-hsiang Donald; Zhang, Mei - In: Research in finance 24 (2008), pp. 301-320
Persistent link: https://www.econbiz.de/10003752972
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Cross-hedging with futures and options: The effects of disappointment aversion
Lien, Da-hsiang Donald; Wang, Yan - In: Journal of multinational financial management 16 (2006) 1, pp. 16-26
Persistent link: https://www.econbiz.de/10003280995
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Hedging effectiveness comparisons : a note
Lien, Da-hsiang Donald; Shrestha, Keshab - In: International review of economics & finance : IREF 17 (2008) 3, pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
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Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald; Li, Yang - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
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Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald; Wang, Ziling; Yu, Xiaojian - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550