//--> //--> //--> //-->
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
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Câmara, António"
~person:"Lepone, Andrew"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivat"
~type_genre:"Article in journal"
~type_genre:"Article"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Theorie
39
Theory
39
Hedging
38
Derivative
22
USA
11
United States
11
Option pricing theory
7
Optionspreistheorie
7
Commodity derivative
6
Rohstoffderivat
6
Australia
5
Australien
5
Black-Scholes model
5
Black-Scholes-Modell
5
Commodity exchange
5
Futures
5
Warenbörse
5
Börsenkurs
4
Currency derivative
4
Estimation
4
Estimation theory
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Schätztheorie
4
Schätzung
4
Share price
4
Volatility
4
Volatilität
4
Währungsderivat
4
Getreide
3
Grain
3
Index
3
Index number
3
Option trading
3
Optionsgeschäft
3
Risikoaversion
3
Risk aversion
3
more ...
less ...
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
22
Language
All
English
Author
All
Câmara, António
Lepone, Andrew
Lien, Da-hsiang Donald
Webb, Robert I.
12
Kolb, Robert W.
7
Locke, Peter R.
6
Wang, George H. K.
6
Brorsen, B. Wade
5
Frino, Alex
5
Edwards, Franklin R.
4
Fung, Hung-gay
4
Fung, Joseph K. W.
4
Gay, Gerald D.
4
Milonas, Nikolaos T.
4
Pirrong, Craig
4
Chance, Don M.
3
Daigler, Robert T.
3
Dutt, Hans R.
3
Faff, Robert W.
3
Haigh, Michael S.
3
Kahl, Kandice H.
3
Kit, Pong Wong
3
Kupiec, Paul H.
3
Leuthold, Raymond M.
3
Li, Miao
3
Lioui, Abraham
3
Okunev, John
3
Poncet, Patrice
3
Ryu, Doojin
3
Wilson, William W.
3
Wolf, Avner S.
3
Xiong, Tao
3
Yau, Jot
3
Agarwalla, Sobhesh Kumar
2
Ahn, Hee-joon
2
Ap Gwilym, Owain
2
Bae, Sung-chul
2
Bollen, Nicolas P. B.
2
Brooks, Robert
2
Bryant, Henry L.
2
Cao, Charles Q.
2
Cao, Melanie
2
more ...
less ...
Published in...
All
The journal of futures markets
International review of economics & finance : IREF
4
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in investment analysis and portfolio management : a research annual
1
Australasian accounting business and finance journal : AABF
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Global finance journal
1
International journal of financial markets and derivatives
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of emerging markets
1
Journal of regulatory economics
1
Pacific economic review
1
Pacific-Basin finance journal
1
Research in finance
1
Review of Pacific Basin financial markets and policies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Large trades and intraday futures price behavior
Frino, Alex
;
Bjursell, Johan
;
Wang, George H. K.
; …
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
Saved in:
4
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
5
Estimation bias of futures hedging performance : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 835-841
Persistent link: https://www.econbiz.de/10003353666
Saved in:
6
Estimating the optimal hedge ratio with focus information criterion
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 1011-1024
Persistent link: https://www.econbiz.de/10003185641
Saved in:
7
A note on asymmetric stochastic volatility and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 607-612
Persistent link: https://www.econbiz.de/10002846402
Saved in:
8
A note on price futures versus revenue futures contracts
Lien, Da-hsiang Donald
;
Hennessy, David A.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 503-512
Persistent link: https://www.econbiz.de/10002012506
Saved in:
9
The effect of liquidity constraints on futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 603-613
Persistent link: https://www.econbiz.de/10001769712
Saved in:
10
Futures hedging under mark-to-market risk
Lien, Da-hsiang Donald
;
Li, Anlong
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001765136
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->