Min Dai
National University of Singapore
H-index: 25
Asia-Singapore
Top articles of Min Dai
Dynamic Trading with Realization Utility
2023/10/28
A q Theory of Internal Capital Markets
The Journal of Finance
2024/4
Patience is a Virtue: Optimal Investment in the Presence of Market Resilience
Available at SSRN 4671774
2023/12/21
Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration
arXiv preprint arXiv:2312.11797
2023/12/19
Min Dai
H-Index: 15
Yuchao Dong
H-Index: 2
Subjective Valuation of Defined Contribution Plans
Available at SSRN 4462297
2023/5/29
Learning equilibrium mean-variance strategy
Mathematical Finance
2023
Min Dai
H-Index: 15
Yuchao Dong
H-Index: 2
Leveraged Exchange-Traded Funds with Market Closure and Frictions
Management Science
2023/4
Min Dai
H-Index: 15
Chen Yang
H-Index: 8
A rational theory for disposition effects
Review of Economic Dynamics
2023
Strategic Investment under Uncertainty with First-and Second-mover Advantages
2022/6/13
Min Dai
H-Index: 15
Neng Wang
H-Index: 25
Asymptotic analysis of long-term investment with two illiquid and correlated assets
Mathematical Finance
2022
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications
Mathematics of Operations Research
2022/8
Min Dai
H-Index: 15
Chen Yang
H-Index: 8
Non-Concave Utility Maximization with Portfolio Bounds
Management Science
2022
Min Dai
H-Index: 15
Xiangwei Wan
H-Index: 6
Robo-advising: A dynamic mean-variance approach
Digital Finance
2021/6
The Wisdom of the Crowd and Prediction Markets
Journal of econometrics
2021/5/1
Min Dai
H-Index: 15
Penalty method for portfolio selection with capital gains tax
Mathematical Finance
2021
Xinfu Chen
H-Index: 26
Min Dai
H-Index: 15
Incomplete Information and the Liquidity Premium Puzzle
Management Science
2021
A dynamic mean-variance analysis for log returns
Management Science
2021
Optimal Tax-Timing Strategy in the Presence of Transaction Costs
Available at SSRN 3714293
2020/10/31
Min Dai
H-Index: 15
Hong Liu
H-Index: 6
Optimal Consumption and Investment with Cointegrated Stock and Housing Markets
Available at SSRN 3714296
2020/10/18
Co-Authors
