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~subject:"Portfolio selection"
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Subject
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Portfolio selection
Theorie
124
Theory
124
Hedging
95
Derivat
58
Derivative
58
China
52
Portfolio-Management
41
Capital income
35
Kapitaleinkommen
35
USA
35
United States
35
Börsenkurs
34
Share price
34
Volatility
31
Welt
31
World
31
Anlageverhalten
29
Behavioural finance
29
Volatilität
29
Securities trading
25
Wertpapierhandel
25
Commodity derivative
21
Rohstoffderivat
21
Taiwan
21
Risiko
20
Risk
20
Estimation
18
Schätzung
18
Futures
16
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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Undetermined
18
Free
2
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Article
38
Book / Working Paper
3
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Article in journal
37
Aufsatz in Zeitschrift
37
Language
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English
41
Author
All
Lien, Da-hsiang Donald
25
Lai, Christine W.
8
Tsai, Shih-Chuan
4
Leggio, Karyl B.
3
Sun, David S.
3
Chan, Chia-Ying
2
Chen, Hsuan-chi
2
Chow, Victor K.
2
Demirer, Rıza
2
Ehsani, Sina
2
Lee, Hsiu-chuan
2
Lien, Donald
2
Tsai, Shih-chuan
2
Wang, Wei
2
Yu, Xiaojian
2
Berg, Nathan
1
Chang, Shu-Lien
1
Chen, Chun-Da
1
Chen, Hong-Yi
1
Chen, Zhenxi
1
Chiang, Yu Hsuan
1
Chou, De-wai
1
Fung, Scott
1
Gu, Yimiao
1
Guo, Xu
1
Hsu, Chih-Hsiang
1
Huang, Pei-Ching
1
Huang, Yajing
1
Hung, Pi-Hsia
1
Jarrow, Robert A.
1
Kuo, Ming-Sin
1
Lai, Tsung-chyan
1
Lee, Liang-Chung
1
Lin, William
1
Liu, Taoxiong
1
Lung, Pei-yau
1
Luo, Meifeng
1
Shaffer, David R.
1
Sheu, Her-jiun
1
Sun, David
1
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The journal of futures markets
6
Pacific-Basin finance journal
4
Finance research letters
2
Research in finance
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial management
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of business research : JBR
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial services research : JFSR
1
Journal of forecasting
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Review of Pacific Basin financial markets and policies : RPBFMP
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of fixed income
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
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ECONIS (ZBW)
41
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1
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
Saved in:
2
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
Saved in:
3
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
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
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
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
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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