//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Hedging"
~person:"Lien, Da-hsiang Donald"
~person:"Rudolf, Markus"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio-Theorie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Portfolio selection
45
Portfolio-Management
45
Theorie
29
Theory
29
Capital income
10
Kapitaleinkommen
10
Estimation
7
Schätzung
7
Forecasting model
5
Prognoseverfahren
5
Risiko
5
Risk
5
USA
5
United States
5
Börsenkurs
4
Derivat
4
Derivative
4
Lebensversicherung
4
Life insurance
4
Portfolio Selection
4
Share price
4
Welt
4
World
4
Anlageverhalten
3
Behavioural finance
3
CAPM
3
Deutschland
3
Financial investment
3
Futures
3
Germany
3
Kapitalanlage
3
Regression analysis
3
Regressionsanalyse
3
Rendite
3
Schweiz
3
Switzerland
3
Yield
3
Aktienindex
2
Development theory
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
11
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Working Paper
3
Hochschulschrift
2
Graue Literatur
1
Non-commercial literature
1
Thesis
1
more ...
less ...
Language
All
English
17
Author
All
Lien, Da-hsiang Donald
Rudolf, Markus
Platen, Eckhard
18
Giglio, Stefano
17
Hammoudeh, Shawkat
17
Kelly, Bryan T.
14
Bouri, Elie
12
Lo, Andrew W.
12
Agarwal, Vikas
11
Kang, Sang Hoon
11
Koutsokostas, Drosos
11
McAleer, Michael
11
Melʹnikov, Aleksandr V.
11
Mensi, Walid
11
Papathanasiou, Spyros
11
Ang, Andrew
10
Föllmer, Hans
10
Stroebel, Johannes
10
Guirguis, Michel
9
Lioui, Abraham
9
Signori, Ombretta
9
Stefanova, Denitsa
9
Alexander, Carol
8
Carcano, Nicola
8
Cvitanić, Jakša
8
Engle, Robert F.
8
Lee, Heebum
8
Poncet, Patrice
8
Tan, Ken Seng
8
Albrecht, Peter
7
Başak, Suleyman
7
Bhansali, Vineer
7
Brown, Stephen J.
7
Chabakauri, Georgy
7
Fabozzi, Frank J.
7
Martellini, Lionel
7
Muhle-Karbe, Johannes
7
Munk, Claus
7
Prigent, Jean-Luc
7
Schweizer, Martin
7
more ...
less ...
Institution
All
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Published in...
All
The journal of futures markets
4
Discussion paper
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Bank- und finanzwirtschaftliche Forschungen
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 economic dynamics & control
1
Journal of mathematical finance
1
Research in finance
1
Transportation research / E : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
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:
10
Intertemporal surplus management
Rudolf, Markus
;
Ziemba, William T.
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->