Access Statistics for Min Dai

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A q Theory of Internal Capital Markets 0 0 0 20 0 5 11 67
Continuous-Time Markowitz's Model with Transaction Costs 0 0 0 42 1 8 13 183
Dynamic Trading with Realization Utility 0 1 1 19 1 5 6 29
Optimal Redeeming Strategy of Stock Loans 0 0 0 23 0 1 4 115
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 1 4 10 41
Total Working Papers 0 1 1 133 3 23 44 435

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Rational Theory for Disposition Effects 0 0 0 4 1 4 9 42
A lattice algorithm for pricing moving average barrier options 0 0 0 59 1 6 11 249
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 2 9 1 4 8 54
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 1 1 46 0 4 11 132
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 0 51 1 5 9 155
Hiring, firing, and relocation under employment protection 0 0 1 13 0 7 9 64
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 1 6 10 53
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 0 3 7 109
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 0 32 1 5 9 101
Knock‐in American options 0 0 0 1 0 1 5 16
Leverage management in a bull–bear switching market 0 0 0 9 1 7 7 121
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 1 1 27 0 6 10 73
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 1 6 9 36
Opaque bank assets and optimal equity capital 0 0 0 4 0 3 6 54
Optimal Decision for Selling an Illiquid Stock 0 0 0 0 1 5 5 16
Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax 0 1 1 9 1 4 4 52
Optimal arbitrage strategies on stock index futures under position limits 0 0 1 8 1 5 7 36
Optimal multiple stopping models of reload options and shout options 0 0 0 45 1 5 8 180
Optimal policies of call with notice period requirement 0 0 0 19 2 5 7 125
Options with Multiple Reset Rights 0 0 1 1 2 6 7 12
Options with combined reset rights on strike and maturity 0 0 0 26 3 5 5 96
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 1 4 4 12 16 179
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 0 6 1 3 5 23
Pricing jump risk with utility indifference 0 0 0 18 1 6 10 128
QUANTO LOOKBACK OPTIONS 0 0 1 24 1 8 10 80
Superhedging under ratio constraint 0 0 0 6 0 1 3 60
Valuing employee reload options under the time vesting requirement 0 0 1 2 2 5 7 48
Total Journal Articles 0 3 11 463 28 137 214 2,294
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interest Rate Swap Valuation in the Chinese Market 0 0 0 25 1 3 5 106
Total Chapters 0 0 0 25 1 3 5 106

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Statistics updated 2026-03-04