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Zhongfei Li
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2020 – today
- 2022
- [j27]Ailing Shi
, Xingyi Li
Optimal Investment, Consumption, and Life Insurance Choices with Habit Formation and Inflation Risk. Complex. 2022: 3440037:1-3440037:16 (2022) - [j26]Zhilin Kang
Robust enhanced index tracking problem with mixture of distributions. Expert Syst. Appl. 201: 117110 (2022) - 2020
- [j25]Wei Chen, Zhongfei Li
Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification. IEEE Intell. Syst. 35(3): 41-51 (2020) - [j24]Yongwu Li, Zhongfei Li, Shouyang Wang
Dividend optimization for jump-diffusion model with solvency constraints. Oper. Res. Lett. 48(2): 170-175 (2020)
2010 – 2019
- 2019
- [j23]Yajun Yang
Finding the Shortest Path with Vertex Constraint over Large Graphs. Complex. 2019: 8728245:1-8728245:13 (2019) - 2018
- [j22]Xue Deng, Junfeng Zhao, Zhongfei Li:
Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory. Int. J. Fuzzy Syst. 20(1): 209-218 (2018) - [j21]Xue Deng, Jian Song, Junfeng Zhao, Zhongfei Li:
The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper. J. Intell. Fuzzy Syst. 35(2): 2391-2401 (2018) - [j20]Zhilin Kang, Zhongfei Li
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Math. Methods Oper. Res. 87(2): 169-195 (2018) - [j19]Shumin Chen, Zhongfei Li
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty. SIAM J. Financial Math. 9(1): 274-314 (2018) - 2017
- [j18]Weiwei Zhang, Zhongfei Li
Effect of the Return Policy in a Continuous-Time Newsvendor Problem. Asia Pac. J. Oper. Res. 34(6): 1750031:1-1750031:28 (2017) - 2016
- [j17]Haixiang Yao, Zhongfei Li, Duan Li
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Eur. J. Oper. Res. 252(3): 837-851 (2016) - [j16]Ailing Gu, Zhongfei Li:
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. J. Syst. Sci. Complex. 29(6): 1658-1682 (2016) - [j15]Yongwu Li, Zhongfei Li, Yan Zeng:
Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model. J. Optim. Theory Appl. 168(2): 699-722 (2016) - [j14]A. Chunxiang, Zhongfei Li, Fan Wang
Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Oper. Res. Lett. 44(2): 212-218 (2016) - 2014
- [j13]Yonghui Huang, Zhongfei Li, Xianping Guo:
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Oper. Res. Lett. 42(2): 123-129 (2014) - 2013
- [j12]Haixiang Yao, Zhongfei Li, Yongzeng Lai:
Mean-CVaR portfolio selection: A nonparametric estimation framework. Comput. Oper. Res. 40(4): 1014-1022 (2013) - [j11]Yan Zeng, Zhongfei Li, Huiling Wu:
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Int. J. Control 86(3): 426-437 (2013) - 2012
- [j10]Chanjuan Li, Zhongfei Li:
Multi-period portfolio optimization for asset-liability management with bankrupt control. Appl. Math. Comput. 218(22): 11196-11208 (2012) - 2011
- [j9]Huiling Wu, Zhongfei Li:
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. J. Syst. Sci. Complex. 24(1): 140-155 (2011) - [j8]Yan Zeng, Zhongfei Li:
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. J. Syst. Sci. Complex. 24(2): 317-327 (2011) - 2010
- [c4]Huiling Long, Xiaobing Li, Yun Bao, Lingmei Huang, Zhongfei Li:
Time lag analysis between vegetation and climate change in Inner Mongolia. IGARSS 2010: 1513-1516
2000 – 2009
- 2008
- [j7]Yunhui Xu, Zhongfei Li, Ken Seng Tan:
Optimal Investment with Noise Trading Risk. J. Syst. Sci. Complex. 21(4): 519-526 (2008) - 2006
- [j6]Jing Yao, Zhongfei Li, Kai W. Ng:
Model Risk in Var Estimation: an Empirical Study. Int. J. Inf. Technol. Decis. Mak. 5(3): 503-512 (2006) - [j5]Mao-cheng Cai, Xiaotie Deng
Computation of arbitrage in frictional bond markets. Theor. Comput. Sci. 363(3): 248-256 (2006) - 2005
- [j4]Xiaotie Deng
Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions. Ann. Oper. Res. 133(1-4): 265-276 (2005) - [j3]Xiaotie Deng
A minimax portfolio selection strategy with equilibrium. Eur. J. Oper. Res. 166(1): 278-292 (2005) - [c3]Mao-cheng Cai, Xiaotie Deng, Zhongfei Li:
Computation of Arbitrage in a Financial Market with Various Types of Frictions. AAIM 2005: 270-280 - [c2]Zhongfei Li, Kai W. Ng:
Looking for Arbitrage or Term Structures in Frictional Markets. WINE 2005: 612-621 - 2002
- [j2]Xiaotie Deng
Computational Complexity of Arbitrage in Frictional Security Market. Int. J. Found. Comput. Sci. 13(5): 681-684 (2002) - 2000
- [j1]Zhongfei Li, Shouyang Wang
A linear programming algorithm for optimal portfolio selection with transaction costs. Int. J. Syst. Sci. 31(1): 107-117 (2000) - [c1]Xiaotie Deng, Zhongfei Li, Shouyang Wang
On Computation of Arbitrage for Markets with Friction. COCOON 2000: 310-319
Coauthor Index
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