//--> //--> //-->
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
~person:"Bjørnland, Hilde Christiane"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Portfolio selection"
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: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Hedging
88
Theorie
61
Theory
61
Oil price
45
Ölpreis
45
Derivat
40
Derivative
40
USA
27
United States
27
Commodity derivative
22
Rohstoffderivat
22
Estimation
16
Schätzung
16
Norway
13
Norwegen
13
VAR model
13
VAR-Modell
13
Welt
13
World
13
Futures
11
Schock
11
Shock
11
Volatility
11
Volatilität
11
Portfolio-Management
10
Resource wealth
10
Rohstoffreichtum
10
Cointegration
8
Currency derivative
8
Kointegration
8
Währungsderivat
8
Börsenkurs
7
Dynamische Wirtschaftstheorie
7
Economic dynamics
7
Großbritannien
7
Kohlenbergbau
7
Oil market
7
Share price
7
Ölmarkt
7
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bjørnland, Hilde Christiane
Kerstan, Friedhelm
Lien, Da-hsiang Donald
Hammoudeh, Shawkat
20
Platen, Eckhard
18
Giglio, Stefano
17
Kang, Sang Hoon
17
Mensi, Walid
15
Miffre, Joëlle
15
Kelly, Bryan T.
14
Bouri, Elie
13
Lo, Andrew W.
12
McAleer, Michael
12
Agarwal, Vikas
11
Koutsokostas, Drosos
11
Melʹnikov, Aleksandr V.
11
Nguyen, Duc Khuong
11
Papathanasiou, Spyros
11
Ang, Andrew
10
Föllmer, Hans
10
Guirguis, Michel
10
Kaiser, Dieter G.
10
Stroebel, Johannes
10
Till, Hilary
10
Fabozzi, Frank J.
9
Signori, Ombretta
9
Stefanova, Denitsa
9
Alexander, Carol
8
Carcano, Nicola
8
Cotter, John
8
Cvitanić, Jakša
8
Engle, Robert F.
8
Fernandez-Perez, Adrian
8
Ghorbel, Ahmed
8
Lee, Heebum
8
Lioui, Abraham
8
Rudolf, Markus
8
Tan, Ken Seng
8
Tiwari, Aviral Kumar
8
Albrecht, Peter
7
Arouri, Mohamed
7
Başak, Suleyman
7
more ...
less ...
Published in...
All
The journal of futures markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of mathematical finance
1
Research in finance
1
Transportation research / E : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
2
Quantile hedge ratio for forward freight market
Gu, Yimiao
;
Chen, Zhenxi
;
Lien, Da-hsiang Donald
;
Luo, …
- In:
Transportation research / E : an international journal
138
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012294938
Saved in:
3
Production and hedging with optimism and pessimism under ambiguity
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011754116
Saved in:
4
Good approximation of exponential utility function for optimal futures hedging
Guo, Xu
;
Lien, Da-hsiang Donald
;
Wong, Wing Keung
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 457-463
Persistent link: https://www.econbiz.de/10011583581
Saved in:
5
A note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Saved in:
6
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:
7
Timing the value-at-risk hedge
Lien, Da-hsiang Donald
- In:
Research in finance
25
(
2009
),
pp. 333-341
Persistent link: https://www.econbiz.de/10009306650
Saved in:
8
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Saved in:
9
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
10
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->