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~person:"Lien, Da-hsiang Donald"
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88
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Lien, Da-hsiang Donald
Broll, Udo
170
Kit, Pong Wong
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Wahl, Jack E.
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McAleer, Michael
33
Zilcha, Itzhak
33
Acharya, Viral V.
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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
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Journal of multinational financial management
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Belief functions in business decisions : with 57 tables
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Pacific economic review
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The European journal of finance
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ECONIS (ZBW)
88
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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
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:
6
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:
7
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:
8
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:
9
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:
10
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
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