diff --git a/index.html b/index.html index 0186db3..c9fbb31 100644 --- a/index.html +++ b/index.html @@ -27,24 +27,24 @@ Room: HG GO 47.2

Working Papers

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  1. Yizhou Cao, Min Dai, Steven Kou, Lewei Li and Chen Yang. “Designing Stable Coins.” (2018).
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  2. Designing Stable Coins (with Yizhou Cao, Min Dai, Steven Kou and Lewei Li). working paper, 2018.
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  3. Sebastian Herrmann, Johannes Muhle-Karbe, Dapeng Shang and Chen Yang. “Inventory Management for High-Frequency Trading with Imperfect Competition.” (2018). [SSRN | arXiv]
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  4. Inventory Management for High-Frequency Trading with Imperfect Competition (with Sebastian Herrmann, Johannes Muhle-Karbe and Dapeng Shang). submitted, 2019. [SSRN | arXiv]
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  5. Min Dai, Steven Kou, H. Mete Soner and Chen Yang. “Rebalancing of Leveraged ETFs under Market Frictions.” (2018).
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  6. Rebalancing of Leveraged ETFs under Market Frictions (with Min Dai, Steven Kou, H. Mete Soner). submitted, 2019.
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  7. Min Dai, Steven Kou and Chen Yang. "Stochastic Representation for Nonlocal Problems." (2017).
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  8. Stochastic Representation for Nonlocal Problems (with Min Dai and Steven Kou). submitted, 2017.

Publications

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  1. Min Dai, Hong Liu, Chen Yang and Yifei Zhong. “Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax.” The Review of Financial Studies 28.9 (2015):2687-2721. [Article]
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  2. Optimal Tax-timing with Asymmetric Long-term/short-term Capital Gains Tax (with Min Dai, Hong Liu and Yifei Zhong). The Review of Financial Studies 28.9:2687-2721, 2015. [Article]
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Last update 2018-10-31
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Last update 2019-05-31