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~person:"Li, Zhongfei"
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Li, Zhongfei
Li, Zhen
66
Li, Z.
48
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42
Forrest, Jeffrey Yi-Lin
40
Li, Oliver Zhen
37
Li, Zhigang
24
Li, Zhe
15
Yi, Lin
14
Li, Zhiyong
13
Zeng, Yan
11
Li, Ziyang
10
Gong, Zaiwu
8
Li, Zheng
8
Li, Zhenhua
8
Ranasinghe, Tharindra
8
Liu, Yong
7
Huang, Yiping
6
Li, Zhi
6
Ni, Y.
6
Qiu, Han
6
Wahba, Grace
6
Yuan, Ming
6
Clements, Adam
5
Dhaliwal, Dan S.
5
Forrest, Jeffrey
5
Hurn, Stan
5
Li, Zezeng
5
Li, Zhuo
5
Zheng, Panpan
5
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4
Chen, Shumin
4
Court, G.
4
Gambacorta, Leonardo
4
Kuo, Ching-Chung
4
Kuo, Ching-chung
4
Lai, Yongzeng
4
Li, Zhihui
4
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4
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4
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Insurance / Mathematics & economics
14
Operations research letters
3
Transportation research / E : an international journal
2
Annals of finance
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic change & restructuring
1
Economic modelling
1
Emerging markets review
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Mathematical methods of operations research
1
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1
Research in international business and finance
1
Research in transportation economics
1
Scandinavian actuarial journal
1
The journal of corporate finance : contracting, governance and organization
1
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)
39
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1
Looking for arbitrage or term structures in frictional markets
Li, Zhongfei
;
Ng, Kai-Wang
- In:
Internet and network economics : first international …
,
(pp. 612-621)
.
2005
Persistent link: https://www.econbiz.de/10003276794
Saved in:
2
Behavior patterns of investment strategies under Roy’s safety-first principle
Li, Zhongfei
;
Yao, Jing
;
Li, Duan
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10008688969
Saved in:
3
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Li, Zhongfei
;
Ng, Kai-Wang
;
Tan, Ken Seng
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 951-966
Persistent link: https://www.econbiz.de/10003380306
Saved in:
4
Optimal investment-reinsurance policy for an insurance company with VaR constraint
Chen, Shumin
;
Li, Zhongfei
;
Li, Kemian
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 144-153
Persistent link: https://www.econbiz.de/10008654264
Saved in:
5
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
6
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
Saved in:
7
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
A, Chunxiang
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 181-196
Persistent link: https://www.econbiz.de/10010515891
Saved in:
8
Dynamic portfolio selection with mispricing and model ambiguity
Yi, Bo
;
Viens, Frederi G.
;
Law, Baron
;
Li, Zhongfei
- In:
Annals of finance
11
(
2015
)
1
,
pp. 37-75
Persistent link: https://www.econbiz.de/10011376170
Saved in:
9
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models
Lai, Yongzeng
;
Li, Zhongfei
;
Zeng, Yan
- In:
IMA journal of management mathematics
26
(
2015
)
1
,
pp. 11-37
Persistent link: https://www.econbiz.de/10011376988
Saved in:
10
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
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