Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng; Lien, Da-hsiang Donald - In: The journal of futures markets 37 (2017) 9, pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Cover Image
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
Cover Image
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
Cover Image
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