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 0 0 8 67
Continuous-Time Markowitz's Model with Transaction Costs 0 1 1 43 2 5 15 187
Dynamic Trading with Realization Utility 0 0 1 19 1 5 10 33
Optimal Redeeming Strategy of Stock Loans 0 0 0 23 2 3 6 118
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 2 4 12 44
Total Working Papers 0 1 2 134 7 17 51 449


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 10 43
A lattice algorithm for pricing moving average barrier options 0 0 0 59 5 6 16 254
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 2 9 0 2 9 55
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 0 1 46 3 3 12 135
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 0 51 4 6 14 160
Hiring, firing, and relocation under employment protection 0 0 0 13 4 4 12 68
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 9 10 18 62
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 1 2 9 111
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 0 32 3 4 12 104
Knock‐in American options 0 0 0 1 2 2 7 18
Leverage management in a bull–bear switching market 0 0 0 9 0 1 7 121
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 0 1 27 2 3 12 76
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 2 4 12 39
Opaque bank assets and optimal equity capital 0 0 0 4 2 2 8 56
Optimal Decision for Selling an Illiquid Stock 0 0 0 0 2 4 8 19
Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax 0 0 1 9 1 2 5 53
Optimal arbitrage strategies on stock index futures under position limits 0 0 1 8 2 4 10 39
Optimal multiple stopping models of reload options and shout options 0 0 0 45 2 4 11 183
Optimal policies of call with notice period requirement 0 0 0 19 3 5 10 128
Options with Multiple Reset Rights 0 0 1 1 4 6 11 16
Options with combined reset rights on strike and maturity 0 0 0 26 2 6 8 99
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 1 4 2 10 20 185
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 0 6 1 2 6 24
Pricing jump risk with utility indifference 0 0 0 18 0 1 10 128
QUANTO LOOKBACK OPTIONS 0 0 1 24 3 4 13 83
Superhedging under ratio constraint 0 0 0 6 3 4 7 64
Valuing employee reload options under the time vesting requirement 0 0 1 2 1 4 9 50
Total Journal Articles 0 0 10 463 64 107 286 2,373
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 4 5 9 110
Total Chapters 0 0 0 25 4 5 9 110


Statistics updated 2026-05-06