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~person:"Dai, Min"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Dai, Min
Fabozzi, Frank J.
58
Korn, Ralf
29
Escobar, Marcos
26
Wong, Wing Keung
26
Li, Duan
25
Markowitz, Harry
21
Zagst, Rudi
21
Prigent, Jean-Luc
20
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17
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17
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17
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16
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16
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15
Levy, Haim
15
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15
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15
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15
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15
Yao, Haixiang
15
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14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Guerard, John Baynard
14
Rüschendorf, Ludger
14
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14
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13
Liang, Zongxia
13
Račev, Svetlozar T.
13
Sass, Jörn
13
Schenk-Hoppé, Klaus Reiner
13
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13
Zeng, Yan
13
Zhou, Guofu
13
Hens, Thorsten
12
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12
Li, Xun
12
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12
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Digital finance : smart data analytics, investment innovation, and financial technology
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
12
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1
How does illiquidity affect delegated portfolio choice?
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 539-585
Persistent link: https://www.econbiz.de/10012138916
Saved in:
2
Portfolio selection with capital gains tax, recursive utility, and regime switching
Cai, Jiatu
;
Chen, Xinfu
;
Dai, Min
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2308-2324
Persistent link: https://www.econbiz.de/10011874111
Saved in:
3
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
Saved in:
4
Illiquidity, position limits, and optimal investment for mutual funds
Dai, Min
;
Jin, Hanqing
;
Liu, Hong
- In:
Journal of economic theory
146
(
2011
)
4
,
pp. 1598-1630
Persistent link: https://www.econbiz.de/10009261925
Saved in:
5
Leverage management in a bull-bear switching market
Dai, Min
;
Wang, Hefei
;
Yang, Zhou
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
Saved in:
6
Penalty methods for continuous-time portfolio selection with proportional transaction costs
Dai, Min
;
Zhong, Yifei
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003971911
Saved in:
7
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
Saved in:
8
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
9
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
10
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
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