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A note on estimating the minimum extended Gini hedge ratio
Lien, Donald; Shaffer, David R. - In: The journal of futures markets 19 (1999) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
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Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza; Lien, Da-hsiang Donald - In: Applied financial economics 14 (2004) 6, pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
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Industry herding and momentum strategies
Demirer, Rıza; Lien, Da-hsiang Donald; Zhang, Huacheng - In: Pacific-Basin finance journal 32 (2015), pp. 95-110
Persistent link: https://www.econbiz.de/10011471555
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Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza - In: Research in international business and finance 29 (2013), pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
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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