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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Dai, Min"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject:"Management"
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Portfolio selection
5
Portfolio-Management
5
Theorie
5
Theory
5
Liquidity
2
Liquidität
2
Risikoprämie
2
Risk premium
2
Volatility
2
Volatilität
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liquidity premia
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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
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Capital income tax
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Incomplete information
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Kapitaleinkommen
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Transaction costs
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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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portfolio choice
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portfolio choices
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portfolio constraints
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portfolio selection
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Dai, Min
Netessine, Serguei
16
Lee, Hau Leung
13
Duenyas, Izak
11
Simchi-Levi, David
10
Kavadias, Stylianos
9
Özer, Özalp
9
Bassamboo, Achal
8
Katok, Elena
8
Allon, Gad
7
Arya, Anil
7
Atasu, Atalay
7
Cachon, Gérard
7
Gaur, Vishal
7
Mittendorf, Brian
7
Olivares, Marcelo
7
Swinney, Robert
7
Terwiesch, Christian
7
Toktay, L. Beril
7
Van Mieghem, Jan A.
7
Beil, Damian R.
6
Cohen, Maxime C.
6
Cohen, Morris A.
6
Davis, Andrew M.
6
Federgruen, Awi
6
Hopp, Wallace J.
6
Kim, Sang Hyun
6
Kouvelis, Panos
6
Lai, Guoming
6
Shanthikumar, J. George
6
Su, Xuanming
6
Taylor, Terry A.
6
Trichakis, Nikolaos
6
Zhang, Fuqiang
6
Zipkin, Paul Herbert
6
Anand, Krishnan S.
5
Arora, Ashish
5
Besbes, Omar
5
Chen, Lin
5
Feng, Qi
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
NBER working paper series
2
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
Review of economic dynamics
1
The journal of computational finance
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
5
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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
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:
3
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:
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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