Min Dai

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8270-9413

Department of Applied Mathematics at the Faculty of Computer and Mathematical Sciences and School of Accounting and Finance at the Faculty of Business, The Hong Kong Polytechnic University, Hong Kong, China

Publications

• Optimal Tax Timing with Transaction Costs — Management Science 2026
• Aq$q$Theory of Internal Capital Markets — The Journal of Finance 2024
• Leveraged Exchange-Traded Funds with Market Closure and Frictions — Management Science 2023
• Nonconcave Utility Maximization with Portfolio Bounds — Management Science 2022
• A Dynamic Mean-Variance Analysis for Log Returns — Management Science 2021
• How Does Illiquidity Affect Delegated Portfolio Choice? — Journal of Financial and Quantitative Analysis 2019
• Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching — Management Science 2018
• Portfolio Choice with Market Closure and Implications for Liquidity Premia — Management Science 2016
• Optimal Tax Timing with Asymmetric Long-Term/Short-Term Capital Gains Tax — The Review of Financial Studies 2015
• Multivariate spectral analysis using Cholesky decomposition — Biometrika 2004
• Learning to Optimally Stop Diffusion Processes, with Financial Applications — Management Science