Berg, Nathan and Gu, Anthony Y. and Lien, Donald (2007): Dynamic correlation: A tool hedging house-price risk? Published in: Journal of Real Estate Portfolio Management , Vol. 13, No. 1 (2007): pp. 17-28.
Guo, Xu and Lien, Donald and Wong, Wing-Keung (2015): Good Approximation of Exponential Utility Function for Optimal Futures Hedging.
Huang, Yajing and Liu, Taoxiong and Lien, Donald (2017): Portfolio Homogenization and Systemic Risk of Financial Network.
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