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subject:"Portfolio-Management"
~person:"Li, Zhongfei"
~subject:"Marketing"
~subject:"Stochastic process"
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Li, Zhongfei
Fabozzi, Frank J.
133
Platen, Eckhard
74
Maurer, Raimond
72
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59
Gollier, Christian
53
Uppal, Raman
51
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48
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44
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43
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43
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42
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42
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42
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40
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40
Escudero, Laureano F.
39
Li, Duan
38
Markowitz, Harry
38
Lo, Andrew W.
37
Prigent, Jean-Luc
36
Račev, Svetlozar T.
36
Escobar, Marcos
35
Härdle, Wolfgang
35
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34
Wong, Wing Keung
34
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33
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33
Barndorff-Nielsen, Ole E.
32
Viceira, Luis M.
32
Zagst, Rudi
32
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31
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30
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30
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10
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1
European journal of operational research : EJOR
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
3
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
4
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
5
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
6
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
Saved in:
7
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
8
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
Saved in:
9
Optimal investment strategy under time-inconsistent preferences and high-water mark contract
A, Chunxiang
;
Li, Zhongfei
;
Wang, Fan
- In:
Operations research letters
44
(
2016
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10011457325
Saved in:
10
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
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