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person:"Myers, Robert J."
~person:"Lien, Da-hsiang Donald"
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Search: subject_exact:"Financial hedging"
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Hedging
98
Theorie
62
Theory
62
Derivat
39
Derivative
39
USA
15
United States
15
Commodity derivative
13
Rohstoffderivat
13
Futures
11
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10
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10
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98
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Myers, Robert J.
Lien, Da-hsiang Donald
Broll, Udo
170
Kit, Pong Wong
70
Wahl, Jack E.
67
McAleer, Michael
33
Zilcha, Itzhak
33
Acharya, Viral V.
31
Hammoudeh, Shawkat
29
Platen, Eckhard
29
Hull, John
28
Lo, Andrew W.
28
Alexander, Carol
26
Madan, Dilip B.
26
Engle, Robert F.
25
Mensi, Walid
23
Cotter, John
22
Fabozzi, Frank J.
22
Giglio, Stefano
22
Kang, Sang Hoon
22
Conlon, Thomas
21
Dionne, Georges
21
Bouri, Elie
20
Hau, Harald
20
Chang, Chia-Lin
19
Eckwert, Bernhard
19
Korn, Olaf
19
Agarwal, Vikas
18
Caballero, Ricardo J.
18
Frey, Rüdiger
18
Li, Johnny Siu-Hang
18
Lucey, Brian M.
18
Melʹnikov, Aleksandr V.
18
Schweizer, Martin
18
Adam-Müller, Axel F. A.
17
Brown, Stephen J.
17
Guirguis, Michel
17
Kohlmann, Michael
17
Sherris, Michael
17
Shiller, Robert J.
17
Benth, Fred Espen
16
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The journal of futures markets
39
International review of economics & finance : IREF
8
International review of financial analysis
5
Applied financial economics
3
Journal of economics and finance
3
Research in finance
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
American journal of agricultural economics
2
Global finance journal
2
Journal of multinational financial management
2
Managing commodity price risk in developing countries
2
Advances in futures and options research : a research annual
1
Belief functions in business decisions : with 57 tables
1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Monash University, Department of Economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Financial hedging
1
Journal of agricultural and applied economics
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of mathematical finance
1
Pacific economic review
1
Research in international business and finance
1
Risk management
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Transportation research / E : an international journal
1
Zi you zhong guo zhi gong ye
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ECONIS (ZBW)
98
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
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:
3
Quantile hedge ratio for forward freight market
Gu, Yimiao
;
Chen, Zhenxi
;
Lien, Da-hsiang Donald
;
Luo, …
- In:
Transportation research / E : an international journal
138
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012294938
Saved in:
4
Optimal managerial contracts with self-esteem concerns when managers can hedge
Choe, Chongwoo
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
-
2013
Persistent link: https://www.econbiz.de/10010213075
Saved in:
5
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:
6
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
Saved in:
7
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:
8
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
9
Optimal managerial hedging and contracting with self-esteem concerns
Choe, Chongwoo
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 354-367
Persistent link: https://www.econbiz.de/10011542163
Saved in:
10
Effects of skewness and kurtosis on production and hedging decisions : a skewed t distribution approach
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1132-1143
Persistent link: https://www.econbiz.de/10011419778
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