79 citations · 115 across the 2 of their papers we have counts for
2 papers
q-fin.PR2009★ 36 cited
Optimal Redeeming Strategy of Stock Loans
Min Dai, Zuo Quan Xu
A stock loan is a loan, secured by a stock, which gives the borrower the right to redeem the stock at any time before or on the loan maturity. The way of dividends distribution has…
q-fin.PM2009★ 79 cited
Continuous-Time Markowitz's Model with Transaction Costs
Min Dai, Zuo Quan Xu, Xun Yu Zhou
A continuous-time Markowitz's mean-variance portfolio selection problem is studied in a market with one stock, one bond, and proportional transaction costs. This is a singular stoc…