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Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
Wu, Huiling; Li, Zhongfei - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 371-384
Persistent link: https://www.econbiz.de/10009544166
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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
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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
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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
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An integrated model for road capacity choice and cordon toll pricing : An integrated model for road capacity choice and cordon toll pricing
Guo, Qianwen; Sun, Yanshuo; Li, Zhi-chun; Li, Zhongfei - In: Research in transportation economics 62 (2017), pp. 68-79
Persistent link: https://www.econbiz.de/10011901135
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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
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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
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Is there a housing bubble in China?
Zhi, Tianhao; Li, Zhongfei; Jiang, Zhiqiang; Wei, Lijian; … - In: Emerging markets review 39 (2019), pp. 120-132
Persistent link: https://www.econbiz.de/10012313104
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Substantive response or strategic response? : the induced green innovation effects of carbon prices
Chen, Ming; Li, Zhongfei; Liu, Zhuang - In: International review of financial analysis 93 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014543422