| 编号 |
发表论文 |
年份 |
| [41] |
Guangzhong Li, Jie Li, Managerial diversion, product market competition, and firm China Economic Review, 50, 2018, 240–264(SCI/SSCI). |
2018 |
| [42] |
Xueting Cu， Xiaoling Sun, Shushang Zhu， Rujun Jiang, Duan Li， Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method， INFORMS Journal on Computing，30， 454–471， 2018（SCI）. |
2018 |
| [43] |
Chun-Hung Chiu, Tsan-Ming Choi, Xin Dai, Bin Shen, Jin-Hui Zheng，Optimal Advertising Budget Allocation in Luxury Fashion Markets with Social Influences: A Mean-Variance Analysis， Production and Operations Management， 27， 2018， 1611-1629（SCI）. |
2018 |
| [44] |
Y. Deng， Y. Zeng，Z. R. Li，Real estate prices and systemic banking crises, Economic Modelling, 2018，1-10. |
2018 |
| [45] |
D. P. Li， Y. Shen，Y. Zeng，Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility, Insurance: Mathematics and Economics, 78，2018 ,72-86. |
2018 |
| [46] |
H. L. Wu， C. Weng，Y. Zeng， Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions, OR Spectrum, 40(2)，2018 ,541-582. |
2018 |
| [47] |
S. M. Chen， H. Yang， Y. Zeng，Stochastic differential games between two insurers with generalized mean-variance premium principle, ASTIN Bulletin, 48(1)，2018 , 413-434. |
2018 |
| [48] |
C. H. Chiu， Z. Peng，The optimal pricing, quantity decision, number of product of online designer with scarcity effect and product variety benefit, International Journal of Inventory Research,5(2)， 2018 , 153-168. |
2018 |
| [49] |
C. H. Chiu，T. M. Choi， X. Dai， B. Shen，J. H. Zheng，Optimal Advertising Budget Allocation in Luxury Fashion Markets with Social Influences: A Mean‐Variance Analysis, Production and Operations Management, 27(8)，2018 ,1611-1629. |
2018 |
| [50] |
Y. Zeng; D. P. Li，Z. Chen，Z. Yang， Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility, Journal of Economic Dynamics and Control, 88，2018 , 70-103. |
2018 |
| [51] |
J. B. Huang， Y. Li， H. X. Yao， Index tracking model, downside risk and non-parametric kernel estimation, Journal of Economic Dynamics and Control, 92，2018 , 103-128. |
2018 |
| [52] |
Y. Du， S. Xue， Y. C. Lliu， Robust upper bounds for American put options, Journal of Futures Markets, 2018，2018 , 1-12. |
2018 |
| [53] |
P. Wang，*Z. F. Li， Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility, Insurance: Mathematics and Economics, 80，2018 ,67-83. |
2018 |
| [54] |
L. H. Bian， *Z. F. Li， H. X. Yao， Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause, Insurance: Mathematics and Economics, 81，2018 ,78-94. |
2018 |
| [55] |
B. R. Chen， S. Li， Prehire screening and subjective performance evaluations, Management Science, 64(10)，2018 ,4953-4965. |
2018 |
| [56] |
Z. L. Kang， X. Li， *Z. F. Li， S. S. Zhu， Data-driven robust mean-CVaR portfolio selection under distribution ambiguity, Quantitative Finance, 2018， 2018 , 1-17. |
2018 |
| [57] |
Z. L. Kang， *Z. F. Li， An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution, Mathematical Methods of Operations Research, 2018 , 87(2)， 169-195. |
2018 |
| [58] |
B. J. Deng， *Z. F. Li， Y. Li，Foreign institutional ownership and liquidity commonality around the world, Journal of Corporate Finance, 51，2018 , 20-49. |
2018 |
| [59] |
S. M. Chen， *Z. F. Li，Y. Zeng，Optimal dividend strategy with time-inconsistent preferences and ruin penalty, SIAM Journal on Financial Mathematics, 9(1)，2018 , 274-314. |
2018 |
| [60] |
Q. W. Guo， S. M. Chen，P. Schonfeld， *Z. F. Li， How time-inconsistent preferences affect investment timing for rail transit, Transportation Research Part B: Methodological, 118，2018 , 172-192. |
2018 |
