2021
2021-01 M. Dai, W. Jiang, S. Kou, C. Qin; From Hotelling to Nakamoto: The Economics of Bitcoin Mining.
2021-02 M. Dai, Y. Dong, Y. Jia; Learning Equilibrium Mean-Variance Strategy.
2021-03 M. Dai, L. Goncalves-Pinto, J. Xu, C. Yan; Convex Incentives and Liquidity Premia.
2021-04 X. Chen, M. Dai, W. Jiang, C. Qin; Asymptomatic Analysis of Long-Term Investment with Two Illiquid and Correlated Assets.
2021-05 Y. Cao, M. Dai, S. Kou, L. Li, C. Yang; Designing Stable Coins.
2021-06 C. S. Jones, S. Pyun; Asset Prices and Time-Varying Persistence of Consumption Growth.
2021-07 S. Pyun, J. Sulaeman; Cross-Border Trade Competition and International Stock Return Correlations.
2020
2020-01 S. Trimborn, Y. Chen, R.B. Chen; TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models.
2020-02 M. Dai, X. Giroud, W. Jiang, N. Wang; A q Theory of Internal Capital Markets.
2020-03 Y.Chen, M. Dai, S. Huang, H. Liu; Optimal Consumption and Investment with Cointegrated Stock and Housing Markets.
2020-04 M. Dai, Y. Lei, H. Liu; Optimal Tax-Timing Strategy in the Presence of Transaction Costs.
2019
2019-01 W. He, Y.N. Sun; Dynamic Games with (Almost) Perfect Information.
2019-02 Y.C. Chen, R. Holden, T. Kunimoto, Y. Sun, T. Wilkening; Getting Dynamic Implementation to Work.
2019-03 Y. Chen, S. Trinmborn, J. Zhang; Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling.
2019-04 Y. Chen, T. Koch, X. Xu; Day-Ahead High-Resolution Forecasting of Natural Gas Demand and Supply in Germany with a Hybrid FAR-CNN Model.
2019-05 M. Dai, S. Kou, S. Qian, X. Wan; Non-Concave Utility Maximization without the Concavification Principle.
2019-06 B. Bian, X. Chen, M. Dai, S. Qian; Penalty Method for Portfolio Selection with Capital Gains Tax.
2019-07 M. Dai, S. Kou, H. Shao; Top Incomes and Income Inequality Indices: A Unified Framework Based on Inequality Index Curves.
2019-08 M. Dai, S. Kou, C. Qin; Exhaustible Resources with Adjustment Costs: Spot and Futures Prices.
2019-09 S. Pyun; Variance Risk Premium in Individual Stocks: Aggregating Factor Variance Risk.
2019-10 H.J. Keisler, Y.N. Sun; On the Converse Law of Large Numbers.
2019-11 M.A. Khan, L. Qiao, K.P. Rath, Y.N. Sun; Modeling Large Societies: Why Countable Additivity Is Necessary.
2019-12 M. Dai, H. Liu, J. Xu; Multiple Birds, On e Stone: Can Portfolio Rebalancing Contribute to Disposition Effect related Trading Patterns?