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A note on the relationships between some risk-adjusted performance measures
Lien, Da-hsiang Donald - In: The journal of futures markets 22 (2002) 5, pp. 483-495
Persistent link: https://www.econbiz.de/10001678524
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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
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Correlation and return dispersion dynamics in Chinese markets
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of financial analysis 14 (2005) 4, pp. 477-491
Persistent link: https://www.econbiz.de/10003117573
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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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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
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Toward a normative theory of crop yield skewness
Hennessy, David A. - 2008
Persistent link: https://www.econbiz.de/10003896004
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Crop yield skewness under law of the minimum technology
Hennessy, David A. - In: American journal of agricultural economics 91 (2009) 1, pp. 197-208
Persistent link: https://www.econbiz.de/10003815996
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Crop yield skewness and the normal distribution
Hennessy, David A. - In: Journal of agricultural and resource economics : JARE ; … 34 (2009) 1, pp. 34-52
Persistent link: https://www.econbiz.de/10003856040
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Crop yield skewness under the law of minimum technology
Hennessy, David A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003519569
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Testing for the monotone likelihood ratio assumption
Roosen, Jutta; Hennessy, David A. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 3, pp. 358-366
Persistent link: https://www.econbiz.de/10002135518