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Min Dai

Institution: English

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://sites.google.com/view/mindai/home

First Publication: 2004

Most Recent: 2023

RePEc ID: pda481 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.50 0.00 0.50 14%
Last 10 Years 0.00 0.00 3.03 0.00 3.03 56%
All Time 0.00 2.35 8.24 0.84 11.44 89%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 11.11

Publications (16)

Year Article Journal Tier Authors
2023 A Rational Theory for Disposition Effects Review of Economic Dynamics B 4
2019 Opaque bank assets and optimal equity capital Journal of Economic Dynamics and Control B 3
2019 How Does Illiquidity Affect Delegated Portfolio Choice? Journal of Financial and Quantitative Analysis B 3
2016 Calibration of stochastic volatility models: A Tikhonov regularization approach Journal of Economic Dynamics and Control B 3
2016 Portfolio Choice with Market Closure and Implications for Liquidity Premia Management Science B 4
2015 Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax The Review of Financial Studies A 4
2015 Hiring, firing, and relocation under employment protection Journal of Economic Dynamics and Control B 3
2015 Superhedging under ratio constraint Journal of Economic Dynamics and Control B 4
2012 Leverage management in a bull–bear switching market Journal of Economic Dynamics and Control B 3
2011 Illiquidity, position limits, and optimal investment for mutual funds Journal of Economic Theory A 3
2011 Optimal arbitrage strategies on stock index futures under position limits Journal of Futures Markets C 3
2010 A lattice algorithm for pricing moving average barrier options Journal of Economic Dynamics and Control B 3
2008 Optimal multiple stopping models of reload options and shout options Journal of Economic Dynamics and Control B 2
2007 Intensity-based framework and penalty formulation of optimal stopping problems Journal of Economic Dynamics and Control B 3
2005 Options with combined reset rights on strike and maturity Journal of Economic Dynamics and Control B 2
2004 Knock‐in American options Journal of Futures Markets C 2