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1
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Li, Zhongfei
;
Ng, Kai-Wang
;
Ken Seng Tan
;
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:
2
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
Saved in:
3
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:
4
Stepping stone or stumbling block? : the effect of stock index inclusions on firm performance
Bai, Tianyu
;
Li, Zhongfei
;
Lin, Yuanjing
;
Liu, Haiping
- In:
Applied economics letters
32
(
2025
)
3
,
pp. 422-428
Persistent link: https://www.econbiz.de/10015195561
Saved in:
5
Exit as governance : the effect of stock liquidity on firm productivity
Bai, Tianyu
;
Li, Zhongfei
- In:
Accounting and finance
64
(
2024
)
3
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10015164513
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
10
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
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