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 4 6 15 77
Continuous-Time Markowitz's Model with Transaction Costs 0 0 1 43 0 1 14 188
Dynamic Trading with Realization Utility 0 0 1 19 0 0 12 35
Optimal Redeeming Strategy of Stock Loans 0 0 0 23 5 13 24 137
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 3 3 10 47
Total Working Papers 0 0 2 134 12 23 75 484


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 1 1 1 5 3 5 11 48
A lattice algorithm for pricing moving average barrier options 0 0 0 59 0 0 15 254
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 0 9 1 1 6 56
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 0 1 46 4 4 17 145
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 2 53 4 4 18 168
Hiring, firing, and relocation under employment protection 0 0 0 13 3 3 16 73
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 1 1 18 65
Illiquidity, position limits, and optimal investment for mutual funds 0 1 1 25 3 4 10 115
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 0 32 0 0 12 105
Knock‐in American options 0 0 0 1 3 4 7 22
Leverage management in a bull–bear switching market 0 0 0 9 1 5 14 128
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 0 1 27 1 1 12 79
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 0 0 11 40
Opaque bank assets and optimal equity capital 0 0 0 4 0 1 7 57
Optimal Decision for Selling an Illiquid Stock 1 1 1 1 2 2 11 22
Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax 0 0 1 9 1 1 6 54
Optimal arbitrage strategies on stock index futures under position limits 0 0 1 8 2 3 13 43
Optimal multiple stopping models of reload options and shout options 0 0 0 45 3 3 11 186
Optimal policies of call with notice period requirement 0 0 0 19 0 0 9 129
Options with Multiple Reset Rights 0 0 0 1 0 0 10 16
Options with combined reset rights on strike and maturity 0 0 0 26 1 2 10 101
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 1 4 3 3 23 189
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 0 6 2 3 9 27
Pricing jump risk with utility indifference 0 0 0 18 3 4 12 133
QUANTO LOOKBACK OPTIONS 1 1 2 25 3 3 20 90
Superhedging under ratio constraint 0 0 0 6 1 2 9 67
Valuing employee reload options under the time vesting requirement 0 0 0 2 0 1 8 51
Total Journal Articles 3 4 12 469 45 60 325 2,463
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 2 10 113
Total Chapters 0 0 0 25 1 2 10 113


Statistics updated 2026-11-12