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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivative"
~type_genre:"Article in journal"
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Lien, Da-hsiang Donald
Harel, Arie
2
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2
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Lee, Cheng F.
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Review of quantitative finance and accounting
The journal of futures markets
21
International review of economics & finance : IREF
4
Journal of economics and finance
3
Applied financial economics
2
Advances in investment analysis and portfolio management : a research annual
1
Economics letters
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Journal of regulatory economics
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Pacific economic review
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Review of Pacific Basin financial markets and policies
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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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ECONIS (ZBW)
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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
Multiperiod strip hedging of forward commitments
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
18
(
2002
)
4
,
pp. 345-358
Persistent link: https://www.econbiz.de/10001677064
Saved in:
3
Hedging multiperiod forward commitments : the case of period-by-quantity uncertainty
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10001748022
Saved in:
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