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~isPartOf:"The journal of futures markets"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"eng"
~person:"Lepone, Andrew"
~person:"Lien, Da-hsiang Donald"
~subject:"Hedging"
~type_genre:"Article in journal"
~type_genre:"Article"
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Hedging
Theorie
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Lepone, Andrew
Lien, Da-hsiang Donald
Kit, Pong Wong
12
Lai, Yu-Sheng
6
Kolb, Robert W.
5
Lee, Cheng F.
5
Shrestha, Keshab
5
Chance, Don M.
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Lee, Hsiang-tai
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The journal of futures markets
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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
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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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Advances in futures and options research : a research annual
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of banking & finance
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Journal of economic surveys
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Journal of international money and finance
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Journal of mathematical finance
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Pacific economic review
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The European journal of finance
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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)
37
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1
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:
2
Are hedgers informed? : an examination of the price impact of large trades in illiquid agricultural futures markets
Frino, Alex
;
Lepone, Andrew
;
Mollica, Vito
;
Zhang, Shunquan
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 612-622
Persistent link: https://www.econbiz.de/10011568463
Saved in:
3
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:
4
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
5
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:
6
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
7
Effects of omitting information variables on optimal hedge ratio estimation : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 795-800
Persistent link: https://www.econbiz.de/10003985095
Saved in:
8
The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
9
The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 278-289
Persistent link: https://www.econbiz.de/10003962522
Saved in:
10
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
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