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 3 4 9 65
Continuous-Time Markowitz's Model with Transaction Costs 0 0 0 42 5 6 10 180
Dynamic Trading with Realization Utility 1 1 1 19 3 4 4 27
Optimal Redeeming Strategy of Stock Loans 0 0 0 23 0 2 3 114
Strategic Investment under Uncertainty with First- and Second-mover Advantages 0 0 0 29 1 3 8 38
Total Working Papers 1 1 1 133 12 19 34 424

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 3 6 39
A lattice algorithm for pricing moving average barrier options 0 0 0 59 0 4 7 243
CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS 0 0 2 9 1 3 5 51
Calibration of stochastic volatility models: A Tikhonov regularization approach 1 1 1 46 3 5 10 131
GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES 0 0 0 51 0 2 5 150
Hiring, firing, and relocation under employment protection 0 0 1 13 2 3 5 59
How Does Illiquidity Affect Delegated Portfolio Choice? 0 0 0 14 2 5 7 49
Illiquidity, position limits, and optimal investment for mutual funds 0 0 0 24 0 2 4 106
Intensity-based framework and penalty formulation of optimal stopping problems 0 0 1 32 1 4 7 97
Knock‐in American options 0 0 0 1 1 1 5 16
Leverage management in a bull–bear switching market 0 0 0 9 3 3 4 117
OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT 1 1 1 27 2 3 7 69
One-state variable binomial models for European-/American-style geometric Asian options 0 0 0 2 2 5 5 32
Opaque bank assets and optimal equity capital 0 0 0 4 1 2 4 52
Optimal Decision for Selling an Illiquid Stock 0 0 0 0 2 2 2 13
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 0 1 1 8 0 1 3 31
Optimal multiple stopping models of reload options and shout options 0 0 1 45 2 3 6 177
Optimal policies of call with notice period requirement 0 0 0 19 2 3 4 122
Options with Multiple Reset Rights 0 1 1 1 1 2 3 7
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 0 1 1 4 1 2 5 168
Pricing corporate debt with finite maturity and chapter 11 proceedings 0 0 1 6 1 3 4 21
Pricing jump risk with utility indifference 0 0 0 18 1 5 6 123
QUANTO LOOKBACK OPTIONS 0 1 1 24 2 4 5 74
Superhedging under ratio constraint 0 0 0 6 1 2 4 60
Valuing employee reload options under the time vesting requirement 0 1 1 2 0 1 2 43
Total Journal Articles 2 7 13 462 32 73 125 2,189
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 1 3 104
Total Chapters 0 0 0 25 1 1 3 104

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Statistics updated 2026-01-09