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~subject:"Futures"
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Futures
Theorie
124
Theory
124
Hedging
95
Derivat
58
Derivative
58
China
52
Portfolio selection
41
Portfolio-Management
41
Capital income
35
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35
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35
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34
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31
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31
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29
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29
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25
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25
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21
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21
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20
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20
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18
Schätzung
18
Investment Fund
16
Investmentfonds
16
Handelsvolumen der Börse
15
Trading volume
15
Asymmetric information
14
Asymmetrische Information
14
Index futures
14
Index-Futures
14
Aktienmarkt
13
Estimation theory
13
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1
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English
16
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Lien, Da-hsiang Donald
14
Fung, Scott
2
Tsai, Shih-Chuan
2
Zhang, Mei
2
Guo, Xu
1
Jarrow, Robert A.
1
Lai, Yu-Sheng
1
Li, Yang
1
Shrestha, Keshab
1
Wang, Yan
1
Wang, Ziling
1
Wong, Wing Keung
1
Yu, Xiaojian
1
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The journal of futures markets
4
International review of economics & finance : IREF
2
Research in finance
2
Belief functions in business decisions : with 57 tables
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of mathematical finance
1
Journal of multinational financial management
1
Review of derivatives research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
16
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1
Futures hedging und prospect utility and Knightian uncertainty
Lien, Da-hsiang Donald
- In:
Belief functions in business decisions : with 57 tables
,
(pp. 333-345)
.
2002
Persistent link: https://www.econbiz.de/10001704992
Saved in:
2
The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 278-289
Persistent link: https://www.econbiz.de/10003962522
Saved in:
3
A note on the hedging effectiveness of GARCH models
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 110-112
Persistent link: https://www.econbiz.de/10003793400
Saved in:
4
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:
5
Statistical properties of post-sample hedging effectiveness
Lien, Da-hsiang Donald
- In:
International review of financial analysis
16
(
2007
)
3
,
pp. 293-300
Persistent link: https://www.econbiz.de/10003510461
Saved in:
6
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:
7
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Saved in:
8
Cross-hedging with futures and options: The effects of disappointment aversion
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
Journal of multinational financial management
16
(
2006
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10003280995
Saved in:
9
The futures hedging effectiveness with liquidity risk under alternative settlement specifications
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Research in finance
24
(
2008
),
pp. 301-320
Persistent link: https://www.econbiz.de/10003752972
Saved in:
10
Hedging effectiveness comparisons : a note
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
Saved in:
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