| Guaranteed minimum withdrawal benefit in variable annuities M Dai, Y Kuen Kwok, J Zong Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 247 | 2008 |
| Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem M Dai, F Yi Journal of Differential Equations 246 (4), 1445-1469, 2009 | 151 | 2009 |
| Trend following trading under a regime switching model M Dai, Q Zhang, QJ Zhu SIAM Journal on Financial Mathematics 1 (1), 780-810, 2010 | 138 | 2010 |
| Convergence of binomial tree methods for European/American path-dependent options L Jiang, M Dai SIAM Journal on Numerical Analysis 42 (3), 1094-1109, 2004 | 101 | 2004 |
| Continuous-time Markowitz's model with transaction costs M Dai, ZQ Xu, XY Zhou SIAM Journal on Financial Mathematics 1 (1), 96-125, 2010 | 98 | 2010 |
| Penalty methods for continuous-time portfolio selection with proportional transaction costs M Dai, Y Zhong Journal of Computational Finance 13 (3), 1-31, 2010 | 94 | 2010 |
| Finite horizon optimal investment and consumption with transaction costs M Dai, L Jiang, P Li, F Yi SIAM Journal on Control and Optimization 48 (2), 1134-1154, 2009 | 84 | 2009 |
| A dynamic mean-variance analysis for log returns M Dai, H Jin, S Kou, Y Xu Management Science 67 (2), 1093–1108, 2021 | 83 | 2021 |
| Quanto lookback options M Dai, HY Wong, YK Kwok Mathematical Finance 14 (3), 445-467, 2004 | 53 | 2004 |
| Intensity-based framework and penalty formulation of optimal stopping problems M Dai, YK Kwok, H You Journal of Economic Dynamics and Control 31 (12), 3860-3880, 2007 | 52 | 2007 |
| Optimal redeeming strategy of stock loans with finite maturity M Dai, ZQ Xu Mathematical Finance 21 (4), 775-793, 2011 | 49 | 2011 |
| Optimal shouting policies of options with strike reset right M Dai, YK Kwok, L Wu Mathematical Finance 14 (3), 383-401, 2004 | 48 | 2004 |
| Characterization of optimal stopping regions of American Asian and lookback options M Dai, YK Kwok Mathematical Finance 16 (1), 63-82, 2006 | 46 | 2006 |
| American options with lookback payoff M Dai, YK Kwok SIAM Journal on Applied Mathematics 66 (1), 206-227, 2005 | 44 | 2005 |
| Portfolio selection with capital gains tax, recursive utility, and regime switching J Cai, X Chen, M Dai Management Science 64 (5), 2308-2324, 2018 | 41 | 2018 |
| Portfolio choice with market closure and implications for liquidity premia M Dai, P Li, H Liu, Y Wang Management Science 62 (2), 368-386, 2016 | 40* | 2016 |
| Buy low and sell high M Dai, H Jin, Y Zhong, XY Zhou Contemporary quantitative finance, 317-333, 2010 | 37 | 2010 |
| Knock‐in American options M Dai, YK Kwok Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 37 | 2004 |
| A non-zero-sum game approach to convertible bonds: tax benefit, bankruptcy cost and early/late calls N Chen, M Dai, X Wan Mathematical Finance 23 (1), 57-93, 2013 | 35 | 2013 |
| Illiquidity, position limits, and optimal investment for mutual funds M Dai, H Jin, H Liu Journal of Economic Theory 146 (4), 1598-1630, 2011 | 34 | 2011 |
Yue Kuen KwokHong Kong University of Science and Technology在 ust.hk 的电子邮件经过验证
