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31
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
Saved in:
32
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
Saved in:
33
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:
34
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:
35
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:
36
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
Saved in:
37
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:
38
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:
39
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
Saved in:
40
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
Saved in:
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