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~subject:"Portfolio selection"
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Portfolio selection
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Lien, Da-hsiang Donald
18
Leggio, Karyl B.
3
Berg, Nathan
1
Chang, Shu-Lien
1
Chen, Zhenxi
1
Demirer, Rıza
1
Ehsani, Sina
1
Gu, Yimiao
1
Guo, Xu
1
Huang, Yajing
1
Hung, Pi-Hsia
1
Kuo, Ming-Sin
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Lee, Hsiu-chuan
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Lien, Donald
1
Liu, Taoxiong
1
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1
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1
Tse, Yiu Kuen
1
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1
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1
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1
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The journal of futures markets
5
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics
1
Applied mathematical finance
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of economics & finance : IREF
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Journal of economics and finance
1
Journal of empirical finance
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Journal of forecasting
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Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
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Research in finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Transportation research / E : an international journal
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
Timing the value-at-risk hedge
Lien, Da-hsiang Donald
- In:
Research in finance
25
(
2009
),
pp. 333-341
Persistent link: https://www.econbiz.de/10009306650
Saved in:
4
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
5
A note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Saved in:
6
Is covered call investing wise? : Evaluating the strategy using risk-adjusted performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
2
(
2005
),
pp. 187-204
Persistent link: https://www.econbiz.de/10003104102
Saved in:
7
An empirical examination of the effectiveness of Dollar-cost averaging using downside risk performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
27
(
2003
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10001784113
Saved in:
8
Covered call investing in a loss aversion framework
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of psychology and financial markets : a …
3
(
2002
)
3
,
pp. 182-191
Persistent link: https://www.econbiz.de/10001762163
Saved in:
9
Tracking error decision rules and accumulated wealth
Berg, Nathan
;
Lien, Da-hsiang Donald
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
Saved in:
10
Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
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