| 1 |
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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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| 2 |
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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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| 3 |
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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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| 4 |
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The Effect of Liquidity Constraints on 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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2003
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| 5 |
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A Note on the Relationships Between Some Risk-Adjusted Performance Measures
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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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2002
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| 6 |
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A Note on Loss Aversion 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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2001
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| 7 |
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Hedging Downside Risk under Asymmetric Taxation
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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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2000
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| 8 |
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Production and Hedging under Knightian Uncertainty
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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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2000
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