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The use and abuse of the hedging effectiveness measure
Lien, Da-hsiang Donald - In: International review of financial analysis 14 (2005) 2, pp. 277-282
Persistent link: https://www.econbiz.de/10002738312
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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
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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
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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
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A note on the superiority of the Ols hedge ratio
Lien, Da-hsiang Donald - In: The journal of futures markets 25 (2005) 11, pp. 1121-1126
Persistent link: https://www.econbiz.de/10003222767
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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
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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
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Covered call investing in a loss aversion framework
Leggio, Karyl B.; Lien, Da-hsiang Donald - In: Journal of psychology and financial markets : a … 3 (2002) 3, pp. 182-191
Persistent link: https://www.econbiz.de/10001762163
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Tracking error decision rules and accumulated wealth
Berg, Nathan; Lien, Da-hsiang Donald - In: Applied mathematical finance 10 (2003) 2, pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
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An empirical examination of the effectiveness of Dollar-cost averaging using downside risk performance measures
Leggio, Karyl B.; Lien, Da-hsiang Donald - In: Journal of economics and finance 27 (2003) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10001784113