| 11 |
|
Options Expiration Effects and the Role of Individual Share Futures Contracts/
|
Lien, D
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
|
2003
|
|
|
|
| 12 |
|
Futures Market Equilibrium Under Knightian Uncertainty/
|
Lien, D
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ
|
2003
|
|
|
|
| 13 |
|
The Effect of Liquidity Constraints on Futures Hedging
|
Lien, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
|
|
|
| 14 |
|
A Note on the Relationships Between Some Risk-Adjusted Performance Measures
|
Lien, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
|
|
|
|
| 15 |
|
A Note on Loss Aversion and Futures Hedging
|
Lien, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
|
|
|
| 16 |
|
Futures Hedging Under Disappointment Aversion
|
Lien, D.
|
JOHN WILEY & SONS LTD
|
2001
|
|
|
|
| 17 |
|
Hedging Downside Risk under Asymmetric Taxation
|
LIEN, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
|
| 18 |
|
Production and Hedging under Knightian Uncertainty
|
LIEN, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
|
| 19 |
|
Uncertain Tax Rules and Futures Hedging
|
Lien, D.
|
JOHN WILEY & SONS
|
1999
|
|
|
|
| 20 |
|
A Note on Estimating the Minimum Extended Gini Hedge Ratio
|
Lien, D.
|
JOHN WILEY & SONS LTD
|
1999
|
|
|
|
