Z.F. Li (李仲飞)
Title
Cited by
Cited by
Year
A minimax portfolio selection strategy with equilibrium
XT Deng, ZF Li, SY Wang
European Journal of operational research 166 (1), 278-292, 2005
1542005
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Y Zeng, Z Li
Insurance: Mathematics and Economics 49 (1), 145-154, 2011
1522011
Benson proper efficiency in the vector optimization of set-valued maps
ZF Li
Journal of Optimization Theory and Applications 98 (3), 623-649, 1998
1291998
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
S Xie, Z Li, S Wang
Insurance: Mathematics and Economics 42 (3), 943-953, 2008
1252008
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Z Li, Y Zeng, Y Lai
Insurance: Mathematics and Economics 51 (1), 191-203, 2012
1142012
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
A Gu, X Guo, Z Li, Y Zeng
Insurance: Mathematics and Economics 51 (3), 674-684, 2012
922012
Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps
ZF Li, GY Chen
Journal of Mathematical Analysis and Applications 215 (2), 297-316, 1997
911997
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
YZ B. Yi, Z. F. Li, F. G. Viens
Insurance: Mathematics and Economics 53 (3), 601-614, 2013
822013
Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps
Y Zeng, Z Li, Y Lai
Insurance: Mathematics and Economics 52 (3), 498-507, 2013
812013
A linear programming algorithm for optimal portfolio selection with transaction costs
ZF Li, SY Wang, XT Deng
International Journal of Systems Science 31 (1), 107-117, 2000
762000
Lagrangian Multipliers and Saddle Points in Multiobjective Programming
ZFLSY Wang
Journal of Optimization Theory and Applications 83 (1), 64-81, 1994
72*1994
基于 VaR 的金融资产配置模型
姚京, 李仲飞
中国管理科学 12 (1), 8-14, 2004
71*2004
Optimal investment–reinsurance policy for an insurance company with VaR constraint
S Chen, Z Li, K Li
Insurance: Mathematics and Economics 47 (2), 144-153, 2010
652010
Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow
H Wu, Z Li
Insurance: Mathematics and Economics 50 (3), 371-384, 2012
552012
Multi-period portfolio selection for asset-liability management with uncertain investment horizon
L Yi, ZF Li, D Li
Journal of industrial and management optimization 4 (3), 535-552, 2008
552008
Mean-CVaR portfolio selection: A nonparametric estimation framework
H Yao, Z Li, Y Lai
Computers & Operations Research 40, 1014-1022, 2013
532013
Molecular dynamics-based virtual screening: accelerating the drug discovery process by high-performance computing
H Ge, Y Wang, C Li, N Chen, Y Xie, M Xu, Y He, X Gu, R Wu, Q Gu, ...
Journal of chemical information and modeling 53 (10), 2757-2764, 2013
522013
Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion
Y Li, Z Li
Insurance: Mathematics and Economics 53 (1), 86-97, 2013
512013
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon
H Wu, Z Li
Journal of Systems Science and Complexity 24 (1), 140-155, 2011
472011
Optimal dividend strategies with time-inconsistent preferences
S Chen, Z Li, Y Zeng
Journal of Economic Dynamics and Control 46, 150-172, 2014
462014
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Articles 1–20