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~person:"Li, Zhongfei"
~subject:"CAPM"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
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Li, Zhongfei
Hlouskova, Jaroslava
21
Fortin, Ines
14
Kouwenberg, Roy
14
Wong, Wing Keung
14
Liu, Hening
12
Tsigaris, Panagiotis Demetrios
12
Eeckhoudt, Louis R.
11
Gollier, Christian
11
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10
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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7
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7
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7
Ehling, Paul
7
Gelos, Gaston
7
Hansen, Lars Peter
7
Hens, Thorsten
7
Lehnert, Thorsten
7
Ma, Chenghu
7
Miao, Jianjun
7
Mukerji, Sujoy
7
Schulhofer-Wohl, Sam
7
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7
Townsend, Robert M.
7
Uppal, Raman
7
Kramer, Lisa A.
6
Levy, Haim
6
Liu, Jun
6
Muhle-Karbe, Johannes
6
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6
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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
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:
3
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:
4
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:
5
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent
risk
aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Saved in:
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