Research @ Faculty of Science 2023

DEPARTMENT OF APPLIED MATHEMATICS 74 Email minpolyuhk.dai@polyu.edu.hk Qualification MSc (Soochow University) MPhil (The Hong Kong Polytechnic University) PhD (Fudan University) ORCID ID 0000-0002-8270-9413 Prof. DAI Min Chair Professor of Applied Statistics and Financial Mathematics Director of Research Centre for Quantitative Finance Research Areas (1) Financial derivative pricing (2) Portfolio selection with market imperfections (3) Corporate finance (4) Financial technology Representative Publications • Management Science 2022, 68(11), 8368–8385 • Mathematical Finance 2021, 31(3), 1013–1055 • Management Science 2021, 67(2), 1093–1108 • Journal of Econometrics 2021 222(1), 561-578 • Management Science 2018, 64(5), 2308-2324 • Management Science 2016, 62(2), 368-386 • Review of Financial Studies 2015, 28(9), 2687-2721 Award • Outstanding Scientist, Faculty of Science, National University of Singapore, 2015 Professional Services • Executive Member (Jan 2022 – Dec 2024), INFORMS Financial Services Section • Associate Editor (Jan 2021 – present), Finance and Stochastics • Associate Editor (Dec 2020 – present), Frontiers of Mathematical Finance • Co-Editor (Dec 2018 – present), Digital Finance • Associate Editor (Jan 2017 – present), Mathematics and Financial Economics • Associate Editor (Jan 2016 – present), SIAM Journal on Financial Mathematics • Associate Editor (May 2012 – present), Asia-Pacific Journal of Operational Research • Associate Editor (Jan 2010 – present), Journal of Economic Dynamics and Control

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