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subject:"Portfolio selection"
subject:"Risk"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Portfolio selection
Risk
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96
Theory
96
Hedging
53
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27
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27
Portfolio-Management
11
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8
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Lien, Da-hsiang Donald
Fabozzi, Frank J.
65
Gollier, Christian
44
Eeckhoudt, Louis R.
39
Korn, Ralf
31
Wong, Wing Keung
29
Escobar, Marcos
28
Markowitz, Harry
26
Li, Duan
25
Wang, Ruodu
24
Prigent, Jean-Luc
23
Viscusi, W. Kip
23
Račev, Svetlozar T.
22
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22
Zagst, Rudi
22
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21
Jarrow, Robert A.
20
Maurer, Raimond
20
Siu, Tak Kuen
20
Gupta, Rangan
19
Alghalith, Moawia
18
Denuit, Michel
18
Forsyth, Peter A.
18
Wong, Hoi Ying
18
Chavas, Jean-Paul
17
Chen, Zhiping
17
Epstein, Larry G.
17
Kit, Pong Wong
17
Post, Thierry
17
Zariphopoulou-Souganidis, Thaleia
17
Cvitanić, Jakša
16
Madan, Dilip B.
16
Rosazza Gianin, Emanuela
16
Rüschendorf, Ludger
16
Sass, Jörn
16
Hey, John Denis
15
Kraft, Holger
15
Li, Zhongfei
15
Lioui, Abraham
15
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The journal of futures markets
7
Applied 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
1
Journal of empirical finance
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
16
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1
Portfolio homogeneity and systemic risk of financial networks
Huang, Yajing
;
Liu, Taoxiong
;
Lien, Da-hsiang Donald
- In:
Journal of empirical finance
70
(
2023
),
pp. 248-275
Persistent link: https://www.econbiz.de/10014423701
Saved in:
2
Models of optimal contract in lending : evaluating the impact of diversified versus focused policies on riskiness of borrower base
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014225747
Saved in:
3
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
Saved in:
4
Production and hedging with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
Saved in:
5
Uncertainty and liquidity in corporate bond market
Guo, Liang
;
Lien, Da-hsiang Donald
;
Hao, Maggie
;
Zhang, …
- In:
Applied economics
49
(
2017
)
47
,
pp. 4760-4781
Persistent link: https://www.econbiz.de/10011844790
Saved in:
6
Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
7
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:
8
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:
9
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:
10
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:
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