1Robert J:'Myers; Stanley RI ,Th0mpsonl Gen- eralized Optimal Hedge Ratio Estimation [ J]., Agn'icultural Economics ,1989, (4):.
2D6nald Lien.~The EffeCt C6~nt~grati6~ Relationship on Futures Hedging:A Note[J] Journal of Futures Markers,1996;(7).
3Donald Lien,~angdong ; Muifiperi~d Hedging in the Presence of Conditional Her-eroskedastici~: [J]Joumal of Futures Markets,.
4DOn~d Lien; Yiu Kuen Tse. Fracfonal Coin- te~ati0n and Furore Hedging[J]. Journal of Future Markets.1999, (4).
5Ddnald Lien,Yiu Kuen Tse,Albert K.C.Tsui: ::Hea~ng, p6rfo~anc4 of the Constant-correlation GAIKCH model[J].Applied Financial Ec0~omics. 2002,(11).
6Atizadeh'; N0~k0s A M~kov tKe~me Switch- ing Approach for Hedging Stock !ndices[J].The Journal of FUtures Markets, 2004, (7):.
7Francis In,Sangbae Kim.The Hedge Katio And The Empirical Relationship Between The Stock And Futures Markets:A New Approach Using Wavelet Analysis [J]Journal of Business, 2006, (2).
8Donald Lien iKeshab Shrestha,An Empirical Analysis of the Relationship between Hedge Kati6 Hofi:zo~i Using Wavelet Analysis[J].Joumal of :Futures Market, 2007, (2).
6Mao, J. Modets of Capital Budgeting, E-V vs E-S, Journal of Financial and Quantitative Analysis ,1970,(4).
7Harlow W V.Asset Allocation in a Downside Risk Framework, Financial Analysts Journal,1991,(9)-(10).
8Cornew, R., Crowson, L., and Town, D. Stable Distributions and Commodity Price and Performance Measurements [J]. The Journal of Futures Markets, 1984,(4).
9Ederington L H. The Hedging Performance of the New Futures Markets[J]. The Journal of Finance, 1979,35(1).
10Johnson L L. The Theory of Hedging and Speculation in Commodity Futures[J].Review of Economic Studies,1960 ,27(3).