Min Dai

发表的论文9 篇，按出版时间

1. 1
   Optimal Tax Timing with Transaction CostsManagement Science20260
2. 2
   A q$q$ Theory of Internal Capital MarketsJournal of Finance202423
3. 3
   Leveraged Exchange-Traded Funds with Market Closure and FrictionsManagement Science202212
4. 4
   Nonconcave Utility Maximization with Portfolio BoundsManagement Science202111
5. 5
   How Does Illiquidity Affect Delegated Portfolio Choice?Journal of Financial and Quantitative Analysis20189
6. 6
   A Dynamic Mean-Variance Analysis for Log ReturnsManagement Science201888
7. 7
   Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime SwitchingManagement Science201748
8. 8
   Portfolio Choice with Market Closure and Implications for Liquidity PremiaManagement Science201540
9. 9
   Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains TaxReview of Financial Studies201528