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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of computational finance"
~person:"Dai, Min"
~subject:"Theorie"
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Estimation theory
Schätzung
Theorie
Portfolio selection
6
Portfolio-Management
6
Theory
6
Liquidity
2
Liquidität
2
Risikoprämie
2
Risk premium
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liquidity premia
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behavioral economics
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capital gains tax
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concavification principle
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incentive schemes
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incomplete information
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market closure
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Dai, Min
Simchi-Levi, David
14
Levy, Haim
12
Duan, Jin-Chuan
8
Perakis, Georgia
8
Post, Thierry
8
Prokopczuk, Marcel
8
Sarkar, Sudipto
8
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7
Glasserman, Paul
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7
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6
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6
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6
Rusmevichientong, Paat
6
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6
Shanthikumar, J. George
6
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5
Giesecke, Kay
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Journal of banking & finance
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of computational finance
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Asia-Pacific financial markets
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Digital finance : smart data analytics, investment innovation, and financial technology
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Forthcoming: Review of Financial Studies
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NBER working paper series
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Review of economic dynamics
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The journal of futures markets
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UIC College of Business Administration Research Paper
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ECONIS (ZBW)
6
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1
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
2
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:
3
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:
4
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:
5
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:
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:
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