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 2 18 0 3 9 42
Continuous-Time Markowitz's Model with Transaction Costs 0 0 0 42 0 0 0 169
Optimal Redeeming Strategy of Stock Loans 0 0 1 22 0 0 1 108
Portfolio Rebalancing with Realization Utility 0 0 14 16 0 1 11 16
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 2 26 26 0 4 23 23
Total Working Papers 0 2 43 124 0 8 44 358

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 2 3 3 1 6 20 22
A lattice algorithm for pricing moving average barrier options 2 2 3 58 2 2 7 233
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 0 6 1 1 1 41
Calibration of stochastic volatility models: A Tikhonov regularization approach 1 1 1 39 1 2 2 111
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 1 2 49 0 2 4 140
Hiring, firing, and relocation under employment protection 0 0 0 12 0 3 3 54
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 1 14 0 1 5 42
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 0 0 0 101
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 4 26 0 0 6 84
Knock‐in American options 0 0 0 1 0 0 0 10
Leverage management in a bull–bear switching market 0 0 0 9 0 0 0 112
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 0 0 26 0 1 2 61
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 0 0 1 25
Opaque bank assets and optimal equity capital 0 0 0 4 0 0 3 47
Optimal Decision for Selling an Illiquid Stock 0 0 0 0 0 0 0 10
Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax 0 0 0 6 0 0 0 45
Optimal Trend Following Trading Rules 1 4 8 50 2 5 13 141
Optimal arbitrage strategies on stock index futures under position limits 0 0 0 4 0 2 2 25
Optimal multiple stopping models of reload options and shout options 0 0 1 44 0 0 1 170
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 0 0 4
Options with combined reset rights on strike and maturity 0 0 0 26 0 0 1 90
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 0 3 3 19 48 142
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 0 5 0 0 0 15
Pricing jump risk with utility indifference 0 0 0 18 0 0 0 116
QUANTO LOOKBACK OPTIONS 0 0 0 21 0 0 0 66
Superhedging under ratio constraint 0 0 0 6 1 1 2 53
Valuing employee reload options under the time vesting requirement 0 0 0 1 0 0 1 40
Total Journal Articles 5 10 23 476 11 45 122 2,118

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 1 1 3 24 1 4 13 89
Total Chapters 1 1 3 24 1 4 13 89

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Statistics updated 2023-05-07