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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Hedging"
~type_genre:"Article in journal"
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Hedging
Theorie
93
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93
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46
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46
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39
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32
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32
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25
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Lien, Da-hsiang Donald
Broll, Udo
56
Kit, Pong Wong
48
Mensi, Walid
29
Kang, Sang Hoon
27
Hammoudeh, Shawkat
23
Bouri, Elie
17
Li, Johnny Siu-Hang
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Wahl, Jack E.
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Xuan Vinh Vo
15
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13
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Melʹnikov, Aleksandr V.
13
Umar, Zaghum
13
Yousaf, Imran
13
Alexander, Carol
12
Alghalith, Moawia
12
Faff, Robert W.
12
Lee, Cheng F.
12
Lucey, Brian M.
12
Moosa, Imad A.
12
Ghorbel, Ahmed
11
Lai, Yu-Sheng
11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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9
Bhansali, Vineer
9
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9
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The journal of futures markets
36
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
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
Global finance journal
2
Journal of multinational financial management
2
Advances in futures and options research : a research annual
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
Finance research letters
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of mathematical finance
1
Pacific economic review
1
Research in international business and finance
1
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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ECONIS (ZBW)
82
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51
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51
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:
52
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:
53
Futures market equilibrium under Knightian uncertainty
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 701-718
Persistent link: https://www.econbiz.de/10001769724
Saved in:
54
Delivery risk and the hedging role of options
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001678273
Saved in:
55
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:
56
Hedging gas bills with weather derivatives
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
26
(
2002
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10001747917
Saved in:
57
Measuring the impacts of cash settlement : a stochastic volatility approach
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
11
(
2002
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10001719359
Saved in:
58
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:
59
Optimal hedge ratios and temporal aggregation of cointegrated systems
Lien, Da-hsiang Donald
;
Leggio, Karyl
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 31-40
Persistent link: https://www.econbiz.de/10001695508
Saved in:
60
Risk aversion, disappointment aversion, and futures hedging
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
22
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001646603
Saved in:
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