Zhongfei Li

31 papers C 2Misc 1Journal 27Unranked 1
YearRankTypeTitle / Venue / Authors
2022 J jnl
Optimal Investment, Consumption, and Life Insurance Choices with Habit Formation and Inflation Risk.
Complex.
Ailing Shi, Xingyi Li, Zhongfei Li
2022 J jnl
Robust enhanced index tracking problem with mixture of distributions.
Expert Syst. Appl.
Zhilin Kang, Haixiang Yao, Xingyi Li, Zhongfei Li
2020 J jnl
Dividend optimization for jump-diffusion model with solvency constraints.
Oper. Res. Lett.
Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu
2020 J jnl
Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification.
IEEE Intell. Syst.
Wei Chen, Zhongfei Li, Jinchao Guo
2019 J jnl
Finding the Shortest Path with Vertex Constraint over Large Graphs.
Complex.
Yajun Yang, Zhongfei Li, Xin Wang, Qinghua Hu
2018 J jnl
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution.
Math. Methods Oper. Res.
Zhilin Kang, Zhongfei Li
2018 J jnl
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty.
SIAM J. Financial Math.
Shumin Chen, Zhongfei Li, Yan Zeng
2018 J jnl
Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory.
Int. J. Fuzzy Syst.
Xue Deng, Junfeng Zhao, Zhongfei Li
2018 J jnl
The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper.
J. Intell. Fuzzy Syst.
Xue Deng, Jian Song, Junfeng Zhao, Zhongfei Li
2017 J jnl
Effect of the Return Policy in a Continuous-Time Newsvendor Problem.
Asia Pac. J. Oper. Res.
Weiwei Zhang, Zhongfei Li, Ke Fu, Fan Wang
2016 J jnl
Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model.
J. Optim. Theory Appl.
Yongwu Li, Zhongfei Li, Yan Zeng
2016 J jnl
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.
Eur. J. Oper. Res.
Haixiang Yao, Zhongfei Li, Duan Li
2016 J jnl
Optimal investment strategy under time-inconsistent preferences and high-water mark contract.
Oper. Res. Lett.
A. Chunxiang, Zhongfei Li, Fan Wang
2016 J jnl
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function.
J. Syst. Sci. Complex.
Ailing Gu, Zhongfei Li
2014 J jnl
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces.
Oper. Res. Lett.
Yonghui Huang, Zhongfei Li, Xianping Guo
2013 J jnl
Mean-CVaR portfolio selection: A nonparametric estimation framework.
Comput. Oper. Res.
Haixiang Yao, Zhongfei Li, Yongzeng Lai
2013 J jnl
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets.
Int. J. Control
Yan Zeng, Zhongfei Li, Huiling Wu
2012 J jnl
Multi-period portfolio optimization for asset-liability management with bankrupt control.
Appl. Math. Comput.
Chanjuan Li, Zhongfei Li
2011 J jnl
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market.
J. Syst. Sci. Complex.
Yan Zeng, Zhongfei Li
2011 J jnl
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon.
J. Syst. Sci. Complex.
Huiling Wu, Zhongfei Li
2010 C conf
Time lag analysis between vegetation and climate change in Inner Mongolia.
IGARSS
Huiling Long, Xiaobing Li, Yun Bao, Lingmei Huang, Zhongfei Li
2008 J jnl
Optimal Investment with Noise Trading Risk.
J. Syst. Sci. Complex.
Yunhui Xu, Zhongfei Li, Ken Seng Tan
2006 J jnl
Computation of arbitrage in frictional bond markets.
Theor. Comput. Sci.
Mao-cheng Cai, Xiaotie Deng, Zhongfei Li
2006 J jnl
Model Risk in Var Estimation: an Empirical Study.
Int. J. Inf. Technol. Decis. Mak.
Jing Yao, Zhongfei Li, Kai W. Ng
2005 J jnl
A minimax portfolio selection strategy with equilibrium.
Eur. J. Oper. Res.
Xiaotie Deng, Zhongfei Li, Shouyang Wang
2005 C conf
Computation of Arbitrage in a Financial Market with Various Types of Frictions.
AAIM
Mao-cheng Cai, Xiaotie Deng, Zhongfei Li
2005 — conf
Looking for Arbitrage or Term Structures in Frictional Markets.
WINE
Zhongfei Li, Kai W. Ng
2005 J jnl
Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
Ann. Oper. Res.
Xiaotie Deng, Zhongfei Li, Shouyang Wang, Hailiang Yang
2002 J jnl
Computational Complexity of Arbitrage in Frictional Security Market.
Int. J. Found. Comput. Sci.
Xiaotie Deng, Zhongfei Li, Shouyang Wang
2000 J jnl
A linear programming algorithm for optimal portfolio selection with transaction costs.
Int. J. Syst. Sci.
Zhongfei Li, Shouyang Wang, Xiaotie Deng
2000 Misc conf
On Computation of Arbitrage for Markets with Friction.
COCOON
Xiaotie Deng, Zhongfei Li, Shouyang Wang