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Dai, Min; Giroud, Xavier; Jiang, Wei; Wang, Neng - In: The journal of finance : the journal of the American … 79 (2024) 2, pp. 1147-1197

Persistent link: https://www.econbiz.de/10014535471

Asymptotic analysis of long-term investment with two illiquid and correlated assets

Chen, Xinfu; Dai, Min; Jiang, Wei; Qin, Cong - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 1133-1169

Persistent link: https://www.econbiz.de/10013463397

Implementing a Ramsey Plan

Jiang, Wei; Sargent, Thomas J.; Wang, Neng - National Bureau of Economic Research - 2024

Lucas and Stokey (1983) motivated future governments to confirm an optimal tax plan by rescheduling government debt appropriately. Debortoli et al. (2021) showed that sometimes that does not work. We show how a Ramsey plan can always be implemented by adding instantaneous debt to Lucas and...

Persistent link: https://www.econbiz.de/10014635621

Penalty method for portfolio selection with capital gains tax

Bian, Baojun; Chen, Xinfu; Dai, Min; Qian, Shuaijie - In: Mathematical Finance 31 (2021) 3, pp. 1013-1055

Persistent link: https://www.econbiz.de/10012538288

A rational theory for disposition effects

Dai, Min; Jiang, Yipeng; Liu, Hong; Xu, Jing - In: Review of economic dynamics 47 (2023), pp. 131-157

Persistent link: https://www.econbiz.de/10013555831

Learning equilibrium mean-variance strategy

Dai, Min; Dong, Yuchao; Jia, Yanwei - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1166-1212

Persistent link: https://www.econbiz.de/10014370647

Optimal trend following trading rules

Dai, Min; Yang, Zhou; Zhang, Qing; Zhu, Qiji Jim - In: Mathematics of operations research 41 (2016) 2, pp. 626-642

Persistent link: https://www.econbiz.de/10011520506

Portfolio choice with market closure and implications for liquidity premia

Dai, Min; Li, Peifan; Liu, Hong; Wang, Yajun - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 368-386

Persistent link: https://www.econbiz.de/10011446196

Hiring, firing, and relocation under employment protection

Dai, Min; Keppo, Jussi; Maull, Tim - In: Journal of economic dynamics & control 56 (2015), pp. 55-81

Persistent link: https://www.econbiz.de/10011574563

Superhedging under ratio constraint

Chen, Yingshan; Dai, Min; Xu, Jing; Xu, Mingyu - In: Journal of economic dynamics & control 58 (2015), pp. 250-264

Persistent link: https://www.econbiz.de/10011574773