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ANNOUNCEMENTS
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Lien, D.
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BLACKWELL PUBLISHERS
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2004
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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 beneficial emigration
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Lien, D.
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Elsevier Science B.V., Amsterdam.
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2006
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| 4 |
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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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| 5 |
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A Note on Estimating the Minimum Extended Gini Hedge Ratio
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Lien, D.
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JOHN WILEY & SONS LTD
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1999
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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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A note on the hedging effectiveness of GARCH models
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Lien, D.
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Elsevier Science B.V., Amsterdam.
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2009
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| 8 |
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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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| 9 |
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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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| 10 |
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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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| 11 |
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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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| 12 |
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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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| 13 |
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A Property of Coefficients of Variation for Ordered Bivariate Log-NormalVariables
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Lien, D
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Marcel Dekker, inc.]
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1980
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| 14 |
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A Theoretical Comparison of Composite Index Futures Contracts
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Lien, D.
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JOHN WILEY & SONS LTD
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1993
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| 15 |
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Cointegration and the optimal hedge ratio: the general case
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Lien, D.
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Elsevier Science B.V., Amsterdam.
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2004
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| 16 |
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Competition and production efficiency
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Lien, D.
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ELSEVIER
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2001
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| 17 |
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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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| 18 |
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Estimating Multiperiod Hedge Ratios in Cointegrated Markets
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Lien, D.
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JOHN WILEY & SONS LTD
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1993
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| 19 |
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Estimating the Extended Mean-Gini Coefficient for Futures Hedging
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Lien, D.
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JOHN WILEY & SONS LTD
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1993
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| 20 |
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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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