| 1 |
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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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| 2 |
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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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| 3 |
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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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| 4 |
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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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| 5 |
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A Note on Loss Aversion and Futures Hedging
|
Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
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| 6 |
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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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| 7 |
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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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| 8 |
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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.
|
John Wiley & Sons, Ltd
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2010
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| 9 |
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A Note on the Relationships Between Some Risk-Adjusted Performance Measures
|
Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2002
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|
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| 10 |
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A Note on the Superiority of the OLS Hedge Ratio
|
Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
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| 11 |
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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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