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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Dai, Min"
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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
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Özer, Özalp
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6
Cohen, Maxime C.
6
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6
Davis, Andrew M.
6
Federgruen, Awi
6
Gaur, Vishal
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Hopp, Wallace J.
6
Kim, Sang Hyun
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Lai, Guoming
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Shanthikumar, J. George
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Su, Xuanming
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Anand, Krishnan S.
5
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Besbes, Omar
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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
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Review of economic dynamics
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The journal of computational finance
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UIC College of Business Administration Research Paper
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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
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