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 0 1 7 62
Continuous-Time Markowitz's Model with Transaction Costs 0 0 0 42 1 1 5 175
Dynamic Trading with Realization Utility 0 0 0 18 1 1 1 24
Optimal Redeeming Strategy of Stock Loans 0 0 0 23 1 2 3 114
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 0 2 7 37
Total Working Papers 0 0 1 132 3 7 23 412

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 6 38
A lattice algorithm for pricing moving average barrier options 0 0 0 59 4 4 7 243
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 2 9 0 2 5 50
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 0 1 45 0 2 8 128
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 0 51 0 3 6 150
Hiring, firing, and relocation under employment protection 0 0 1 13 0 1 3 57
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 0 3 5 47
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 1 3 4 106
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 1 32 3 4 6 96
Knock‐in American options 0 0 0 1 0 1 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 0 2 6 67
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 1 3 3 30
Opaque bank assets and optimal equity capital 0 0 0 4 1 1 3 51
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 0 8 0 0 0 48
Optimal arbitrage strategies on stock index futures under position limits 1 1 1 8 1 1 3 31
Optimal multiple stopping models of reload options and shout options 0 0 1 45 0 1 4 175
Optimal policies of call with notice period requirement 0 0 0 19 0 1 2 120
Options with Multiple Reset Rights 0 1 1 1 0 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 1 1 1 4 1 2 4 167
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 1 6 2 2 3 20
Pricing jump risk with utility indifference 0 0 0 18 1 4 5 122
QUANTO LOOKBACK OPTIONS 1 1 1 24 2 2 3 72
Superhedging under ratio constraint 0 0 0 6 1 1 3 59
Valuing employee reload options under the time vesting requirement 0 1 1 2 0 1 2 43
Total Journal Articles 3 5 12 460 19 47 98 2,157
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

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Statistics updated 2025-12-06