Optimal Model of Hedge Ratio based on Incremental and Existing Portfolio of the Maximum Return Probability

Hedging time-varying downside risk

Donald Lien, Yiu Kuen Tse · Journal of Futures Markets · 1998 · 108 citations

Management, Finance, Financial Management +12

Hedging downside risk with futures contracts

Donald Lien, Yiu Kuen Tse · Applied Financial Economics · 2000 · 99 citations

Management, Finance, Risk Management +17

A note on the superiority of the OLS hedge ratio

Donald Lien · Journal of Futures Markets · 2005 · 57 citations

Business, Economics, Finance +13

Hedging downside risk: futures vs. options

Donald Lien, Yiu Kuen Tse · International Review of Economics & Finance · 2001 · 55 citations

Business, Finance, Financial Management +12

Downside risk for short and long hedgers

Rıza Demirer, Donald Lien · International Review of Economics & Finance · 2003 · 44 citations

Management, Finance, Risk Management +14