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 2 4 10 71
Continuous-Time Markowitz's Model with Transaction Costs 0 0 1 43 0 0 14 187
Dynamic Trading with Realization Utility 0 0 1 19 0 2 12 35
Optimal Redeeming Strategy of Stock Loans 0 0 0 23 6 6 12 124
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 0 0 10 44
Total Working Papers 0 0 2 134 8 12 58 461


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 0 8 43
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 1 9 0 0 8 55
Calibration of stochastic volatility models: A Tikhonov regularization approach 0 0 1 46 1 6 15 141
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 2 2 53 1 4 17 164
Hiring, firing, and relocation under employment protection 0 0 0 13 1 2 14 70
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 1 2 20 64
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 0 0 8 111
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 0 32 1 1 13 105
Knock‐in American options 0 0 0 1 0 0 7 18
Leverage management in a bull–bear switching market 0 0 0 9 1 2 9 123
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 0 0 1 27 1 2 14 78
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 1 1 13 40
Opaque bank assets and optimal equity capital 0 0 0 4 0 0 6 56
Optimal Decision for Selling an Illiquid Stock 0 0 0 0 0 1 9 20
Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax 0 0 1 9 0 0 5 53
Optimal arbitrage strategies on stock index futures under position limits 0 0 1 8 0 1 10 40
Optimal multiple stopping models of reload options and shout options 0 0 0 45 0 0 9 183
Optimal policies of call with notice period requirement 0 0 0 19 1 1 11 129
Options with Multiple Reset Rights 0 0 1 1 0 0 11 16
Options with combined reset rights on strike and maturity 0 0 0 26 0 0 8 99
Portfolio Choice with Market Closure and Implications for Liquidity Premia 0 0 1 4 1 1 21 186
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 0 6 0 0 6 24
Pricing jump risk with utility indifference 0 0 0 18 1 1 11 129
QUANTO LOOKBACK OPTIONS 0 0 1 24 3 4 17 87
Superhedging under ratio constraint 0 0 0 6 1 1 7 65
Valuing employee reload options under the time vesting requirement 0 0 1 2 0 0 8 50
Total Journal Articles 0 2 11 465 15 30 300 2,403
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 9 111
Total Chapters 0 0 0 25 0 1 9 111


Statistics updated 2026-08-07