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 1 20 1 1 8 62
Continuous-Time Markowitz's Model with Transaction Costs 0 0 0 42 0 1 4 174
Dynamic Trading with Realization Utility 0 0 0 18 0 0 1 23
Optimal Redeeming Strategy of Stock Loans 0 0 1 23 1 1 4 113
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 2 3 7 37
Total Working Papers 0 0 2 132 4 6 24 409

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 2 5 37
A lattice algorithm for pricing moving average barrier options 0 0 0 59 0 0 3 239
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 1 2 9 2 3 5 50
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 0 2 45 2 2 9 128
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 0 51 2 3 6 150
Hiring, firing, and relocation under employment protection 0 0 1 13 1 1 3 57
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 3 3 5 47
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 1 2 4 105
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 1 32 0 1 3 93
Knock‐in American options 0 0 0 1 0 4 4 15
Leverage management in a bull–bear switching market 0 0 0 9 0 0 1 114
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 0 0 26 1 3 6 67
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 2 2 4 29
Opaque bank assets and optimal equity capital 0 0 0 4 0 0 2 50
Optimal Decision for Selling an Illiquid Stock 0 0 0 0 0 0 0 11
Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax 0 0 1 8 0 0 1 48
Optimal arbitrage strategies on stock index futures under position limits 0 0 1 7 0 0 3 30
Optimal multiple stopping models of reload options and shout options 0 0 1 45 1 1 4 175
Optimal policies of call with notice period requirement 0 0 0 19 1 2 2 120
Options with Multiple Reset Rights 1 1 1 1 1 1 2 6
Options with combined reset rights on strike and maturity 0 0 0 26 0 0 0 91
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 0 3 0 1 3 166
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 1 6 0 0 1 18
Pricing jump risk with utility indifference 0 0 0 18 3 3 4 121
QUANTO LOOKBACK OPTIONS 0 0 0 23 0 0 1 70
Superhedging under ratio constraint 0 0 0 6 0 0 2 58
Valuing employee reload options under the time vesting requirement 1 1 1 2 1 1 2 43
Total Journal Articles 2 3 12 457 22 35 85 2,138
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 0 1 2 103
Total Chapters 0 0 0 25 0 1 2 103

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08