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 1 1 20 0 1 8 56
Continuous-Time Markowitz's Model with Transaction Costs 0 0 0 42 0 0 0 170
Dynamic Trading with Realization Utility 0 0 0 18 0 0 5 23
Optimal Redeeming Strategy of Stock Loans 0 0 1 23 0 0 2 111
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 1 1 3 31
Total Working Papers 0 1 2 132 1 2 18 391

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 0 1 4 33
A lattice algorithm for pricing moving average barrier options 0 0 0 59 2 2 2 238
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 0 7 0 1 3 46
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 1 2 45 0 1 4 121
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 1 51 0 2 4 146
Hiring, firing, and relocation under employment protection 0 0 0 12 0 1 1 55
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 1 1 1 43
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 0 0 1 102
Intensity-based framework and penalty formulation of optimal stopping problems 1 1 3 32 2 2 4 92
Knock‐in American options 0 0 0 1 0 0 1 11
Leverage management in a bull–bear switching market 0 0 0 9 1 1 2 114
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 0 0 26 1 2 2 63
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 0 0 2 27
Opaque bank assets and optimal equity capital 0 0 0 4 0 0 1 48
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 2 8 0 0 3 48
Optimal arbitrage strategies on stock index futures under position limits 0 0 3 7 0 1 4 29
Optimal multiple stopping models of reload options and shout options 1 1 1 45 1 1 2 172
Optimal policies of call with notice period requirement 0 0 0 19 0 0 0 118
Options with Multiple Reset Rights 0 0 0 0 0 1 1 5
Options with combined reset rights on strike and maturity 0 0 0 26 0 0 1 91
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 0 3 0 0 1 163
Pricing corporate debt with finite maturity and chapter 11 proceedings 1 1 1 6 1 1 3 18
Pricing jump risk with utility indifference 0 0 0 18 1 1 2 118
QUANTO LOOKBACK OPTIONS 0 0 0 23 1 1 1 70
Superhedging under ratio constraint 0 0 0 6 0 1 3 57
Valuing employee reload options under the time vesting requirement 0 0 0 1 0 0 1 41
Total Journal Articles 3 4 13 452 11 21 54 2,080
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 1 25 0 0 4 101
Total Chapters 0 0 1 25 0 0 4 101

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Statistics updated 2025-03-03