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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~person:"Dai, Min"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Economic growth
Entwicklungsländer
Supply chain
Theory
United Kingdom
Portfolio selection
5
Portfolio-Management
5
Theorie
5
Liquidity
2
Liquidität
2
Risikoprämie
2
Risk premium
2
Volatility
2
Volatilität
2
liquidity premia
2
market closure
2
Aktienmarkt
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Behavioral economics
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CAPM
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Capital gains tax
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Capital income
1
Capital income tax
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Incomplete information
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1
Kapitalertragsteuer
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Risikoaversion
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Risk aversion
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Stochastischer Prozess
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Transaction costs
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Transaktionskosten
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Unvollkommene Information
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Verhaltensökonomik
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Wertzuwachssteuer
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behavioral economics
1
capital gains tax
1
concavification principle
1
daily rebalancing
1
frictions
1
incentive schemes
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incomplete information
1
leveraged ETFs
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portfolio choice
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Dai, Min
Simchi-Levi, David
15
Lee, Hau Leung
11
Perakis, Georgia
10
Duenyas, Izak
9
Shanthikumar, J. George
8
Arya, Anil
7
Bimpikis, Kostas
7
Kapuscinski, Roman
7
Kouvelis, Panos
7
Netessine, Serguei
7
Teo, Chung-Piaw
7
Trichakis, Nikolaos
7
Tsoukalas, Gerry
7
Winkler, Robert L.
7
Özer, Özalp
7
Besbes, Omar
6
Cachon, Gérard
6
Cohen, Maxime C.
6
Dawande, Milind
6
Feng, Qi
6
Levy, Haim
6
Mittendorf, Brian
6
Rusmevichientong, Paat
6
Taylor, Terry A.
6
Zangwill, Willard I.
6
Beil, Damian R.
5
Chick, Stephen E.
5
Chod, Jiri
5
Cohen, Morris A.
5
Davis, Andrew M.
5
Elmachtoub, Adam N.
5
Federgruen, Awi
5
Hu, Bin
5
Katok, Elena
5
Krishnan, Harish
5
Lai, Guoming
5
Leider, Stephen
5
Lobel, Ilan
5
Mehrez, Abraham
5
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Asia-Pacific financial markets
1
Digital finance : smart data analytics, investment innovation, and financial technology
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
1
Mathematics of operations research
1
Review of economic dynamics
1
The journal of computational finance
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The journal of futures markets
1
The review of financial studies
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ECONIS (ZBW)
5
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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:
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