| 1 |
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A note on the performance of regime switching hedge strategy
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Lien, D.
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John Wiley & Sons, Ltd
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2012
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| 2 |
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A note on utility-based futures hedging performance measure
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Lien, D.
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John Wiley & Sons, Ltd
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2012
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| 3 |
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Effects of omitting information variables on optimal hedge ratio estimation: A note
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Lien, D.
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John Wiley & Sons, Ltd
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2010
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| 4 |
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A note on the relationship between the variability of the hedge ratio and hedging performance
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Lien, D.
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John Wiley & Sons, Ltd
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2010
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| 5 |
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The effects of skewness on optimal production and hedging decisions: An application of the skew-normal distribution
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Lien, D.
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John Wiley & Sons, Ltd
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2010
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| 6 |
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A note on estimating the benefit of a composite hedge
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Lien, D.
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John Wiley & Sons, Ltd
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2008
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| 7 |
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Optimal futures heading: Quadratic versus exponential utility functions
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Lien, D.
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John Wiley & Sons, Ltd
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2008
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| 8 |
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Estimation bias of futures hedging performance: A note
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Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2006
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| 9 |
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A Note on Asymmetric Stochastic Volatility and Futures Hedging
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Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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| 10 |
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A Note on the Superiority of the OLS Hedge Ratio
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Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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