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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of socio-economics"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Hedging"
~type_genre:"Article in journal"
~type_genre:"Article"
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Hedging
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Lien, Da-hsiang Donald
Moosa, Imad A.
2
Tse, Yiu Kuen
2
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1
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Applied financial economics
The journal of socio-economics
The journal of futures markets
36
International review of economics & finance : IREF
8
International review of financial analysis
5
Journal of economics and finance
3
Research in finance
3
Review of quantitative finance and accounting
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Advances in investment analysis and portfolio management : a research annual
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Global finance journal
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Journal of multinational financial management
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of mathematical finance
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Pacific economic review
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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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1
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
2
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
3
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
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