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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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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
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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
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Optimal dividend strategies with time-inconsistent preferences
Chen, Shumin; Li, Zhongfei; Zeng, Yan - In: Journal of economic dynamics & control 46 (2014), pp. 150-172
Persistent link: https://www.econbiz.de/10010474399
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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
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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
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Store brand introduction in a two-echelon logistics system with a risk-averse retailer
Cui, Qinquan; Chiu, Chun-Hung; Dai, Xin; Li, Zhongfei - In: Transportation research / E : an international journal 90 (2016), pp. 69-88
Persistent link: https://www.econbiz.de/10011497801
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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
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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
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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