//--> //--> //--> //-->
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:"Bouchard, Bruno"
~person:"Lien, Da-hsiang Donald"
~source:"econis"
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: subject:"Hedging"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Hedging
97
Theorie
62
Theory
62
Derivat
40
Derivative
40
Portfolio selection
13
Portfolio-Management
13
Commodity derivative
11
Futures
11
Rohstoffderivat
11
USA
10
United States
10
Currency derivative
8
Währungsderivat
8
Option pricing theory
7
Option trading
7
Optionsgeschäft
7
Optionspreistheorie
7
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Cointegration
5
Index futures
5
Index-Futures
5
Kointegration
5
Risiko
5
Risk
5
Welt
5
World
5
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Transaction costs
4
Transaktionskosten
4
Capital market returns
3
Currency option
3
more ...
less ...
Online availability
All
Undetermined
14
Free
2
Type of publication
All
Article
90
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
86
Aufsatz in Zeitschrift
86
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Aufsatz im Buch
4
Book section
4
Amtsdruckschrift
3
Government document
3
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
98
Author
All
Bouchard, Bruno
Lien, Da-hsiang Donald
Broll, Udo
170
Kit, Pong Wong
70
Wahl, Jack E.
68
McAleer, Michael
36
Zilcha, Itzhak
33
Acharya, Viral V.
31
Hammoudeh, Shawkat
29
Hull, John
29
Mensi, Walid
29
Platen, Eckhard
29
Lo, Andrew W.
28
Kang, Sang Hoon
27
Alexander, Carol
26
Madan, Dilip B.
26
Engle, Robert F.
25
Fabozzi, Frank J.
23
Bouri, Elie
22
Conlon, Thomas
22
Cotter, John
22
Giglio, Stefano
22
Chang, Chia-Lin
21
Dionne, Georges
21
Hau, Harald
21
Eckwert, Bernhard
19
Korn, Olaf
19
Lee, Cheng F.
19
Lucey, Brian M.
19
Adam-Müller, Axel F. A.
18
Agarwal, Vikas
18
Caballero, Ricardo J.
18
Frey, Rüdiger
18
Li, Johnny Siu-Hang
18
Melʹnikov, Aleksandr V.
18
Schweizer, Martin
18
Shiller, Robert J.
18
Brown, Stephen J.
17
Guirguis, Michel
17
Kohlmann, Michael
17
Sherris, Michael
17
more ...
less ...
Published in...
All
The journal of futures markets
36
International review of economics & finance : IREF
8
International review of financial analysis
5
Finance and stochastics
4
Applied financial economics
3
Journal of economics and finance
3
Research in finance
3
Review of quantitative finance and accounting
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
Belief functions in business decisions : with 57 tables
1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Monash University, Department of Economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Financial hedging
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
Research paper series / Swiss Finance Institute
1
Risk management
1
SFB 649 discussion paper
1
Swiss Finance Institute Research Paper
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Transportation research / E : an international journal
1
Universitext
1
Zi you zhong guo zhi gong ye
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
9
USB Cologne (business full texts)
1
EconStor
1
Showing
1
-
10
of
98
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Optimal managerial contracts with self-esteem concerns when managers can hedge
Choe, Chongwoo
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
-
2013
Persistent link: https://www.econbiz.de/10010213075
Saved in:
5
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:
6
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:
7
Effects of skewness and kurtosis on production and
hedging
decisions : a skewed t distribution approach
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1132-1143
Persistent link: https://www.econbiz.de/10011419778
Saved in:
8
Optimal managerial
hedging
and contracting with self-esteem concerns
Choe, Chongwoo
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 354-367
Persistent link: https://www.econbiz.de/10011542163
Saved in:
9
Almost-sure
hedging
with permanent price impact
Bouchard, Bruno
;
Loeper, Grégoire
;
Zou, Yiyi
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 741-771
Persistent link: https://www.econbiz.de/10011531441
Saved in:
10
Fundamentals and advanced techniques in derivatives
hedging
Bouchard, Bruno
;
Chassagneux, Jean-François
-
2016
Persistent link: https://www.econbiz.de/10011531565
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->