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Dividend optimization for jump-diffusion model with solvency constraints
Li, Yongwu; Li, Zhongfei; Wang, Shouyang; Xu, Zuo Quan - In: Operations research letters 48 (2020) 2, pp. 170-175
Persistent link: https://www.econbiz.de/10012254035
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A new PM2.5 concentration forecasting system based on AdaBoost-ensemble system with deep learning approach
Li, Zhongfei; Gan, Kai; Sun, Shaolong; Wang, Shouyang - In: Journal of forecasting 42 (2023) 1, pp. 154-175
Persistent link: https://www.econbiz.de/10013465774
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Continuous-time mean-variance portfolio selection with liability and regime switching
Xie, Shuxiang - In: Insurance: Mathematics and Economics 45 (2009) 1, pp. 148-155
A continuous-time mean-variance model for individual investors with stochastic liability in a Markovian regime switching financial market, is investigated as a generalization of the model of Zhou and Yin [Zhou, X.Y., Yin, G., 2003. Markowitz's mean-variance portfolio selection with regime...
Persistent link: https://www.econbiz.de/10004973685
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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
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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
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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
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Store brand introduction in a two-echelon logistics system with a risk-averse retailer
Cui, Qinquan; Chiu, Chun-Hung; Dai, Xin; Li, Zhongfei - In: Transportation research / E : an international journal 90 (2016), pp. 69-88
Persistent link: https://www.econbiz.de/10011497801
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Financing format selection for electronic business platforms with a capital-constrained e-tailer
Ma, Cheng; Dai, Yuankang; Li, Zhongfei - In: Transportation research / E : an international journal 162 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013275991
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Foreign institutional ownership and liquidity commonality around the world
Deng, Baijun; Li, Zhongfei; Li, Yong - In: The journal of corporate finance : contracting, … 51 (2018), pp. 20-49
Persistent link: https://www.econbiz.de/10011902750
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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