| 编号 |
发表论文 |
年份 |
| [101] |
] Z. H. Yang, *Y. G. Zhou,Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes,Management Science,,2016,1-23。 |
2016 |
| [102] |
H. X. Yao, *Z. F. Li, Y. Z. Lai,Dynamic mean-variance asset allocation with stochastic interest rates and inflation rates,Journal of Industrial & Management Optimization,12(1),2016,187-209,(SSCI)。 |
2016 |
| [103] |
Y. W. Li, *Z. F. Li, Y. Zeng,Equilibrium dividend strategy with non-exponential discounting in a dual model,Journal of Optimization Theory and Applications,168(2),2016,699-722,(SCI)。 |
2016 |
| [104] |
C. X. A, *Z. F. Li, F. Wang,Optimal investment strategy under time-inconsistent preferences and high-water mark contract,Operations Research Letters,44,2016,212-218,(SCI)。 |
2016 |
| [105] |
J. Y. Sun, Z. F. Li, Y. Zeng,Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model,Mathematics and Economics,67,2016,158-172,(SCI)。 |
2016 |
| [106] |
Haixiang Yao,*Zhongfei Li,Duan Li,Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability,European Journal of Operational Research, 252,2016,837-851. |
2016 |
| [107] |
Cui, Qinquan, *Chiu, Chun-Hung, Dai, Xin, *Li, Zhongfei,Store brand introduction in a two-echelon logistics system with a risk-averse retailer,Transportation Research Part E: Logistics and Transportation Review, 90,2016,69-89,(SCI)。 |
2016 |
| [108] |
H.X. Yao, *Z. F. Li,X. Y., Li,The premium of dynamic trading in a discrete-time setting,Quantitative Finance, 16(8),2016,1237-1257。 |
2016 |
| [109] |
A. L. Gu, *Z. F. Li,Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function,系统科学与复杂性学报(英文版), 29(6),2016,1658-1682,(SCI) |
2016 |
| [110] |
H. X. Yao, *Z. F. Li,*D. Li,Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability,European Journal of Operational Research, 252(3),2016,837-851。 |
2016 |
| [111] |
L.Zhang,*Z. F. Li, Y. H. Xu,Y. W. Li,Multi-period mean variance portfolio selection under incomplete information,Applied Stochastic Models in Business and Industry, 32(6),2016, 753-774,(SSCI). |
2016 |
| [112] |
Y.S. Sun,*Q. W. Guo,P. Schonfeld, Z. F. Li,Implications of the cost of public funds in public transit subsidization and regulation,Transportation Research Part A: Policy and Practice, 91,2016, 236-250 |
2016 |
| [113] |
J. Y. Sun, *Z. F. Li, Y. W. Li,Equilibrium investment strategy for DC pension plan with inflation and stochastic income under heston's SV model,Mathematical Problems in Engineering, 3,2016, 1-18,(SCI). |
2016 |
| [114] |
Y. W. Li, *Z. F. Li, Y. Zeng,Equilibrium dividend strategy with non-exponential discounting in a dual model,Journal of Optimization Theory and Applications, 168(2),2016,699-722。 |
2016 |
| [115] |
H. X. Yao, *Z. F. Li, Y. Z. Lai,Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate,Journal of Industrial and Management Optimization, 12(1),2016,187-209。 |
2016 |
| [116] |
*Zeng, X., Li, P., Li, Z., Cen, J., Li, Y., Zhang, G,Analysis of acutely exacerbated chronic tinnitus by the Tinnitus Handicap Inventory,Journal of Laryngology and Otology,130(1),2016,38-41,(SCI)。 |
2016 |
| [117] |
Z. Miao, K. Fu*, Z. Xia, Y. Wang,Models for Closed-Loop Supply Chain with Trade-ins,Omega - The International Journal of Management Science,,2015,。 |
2015 |
| [118] |
S. S. Zhu, X. D. Ji, D. Li,A robust set-valued scenario approach for handling modeling risk in portfolio optimization,Journal of Computational Finance,19(1),2015,11-40,(SSCI)。 |
2015 |
| [119] |
S. M. Chen, *Z. F. Li,Optimal dividend-equity insuance strategy in a dual model with fixed and proportional transactioncosts,Acta Mathematicae Applicatae Sinica,31(2),2015,405–426,(SCI)。 |
2015 |
| [120] |
B. Yi, F. Viens, *Z. F Li,Y. Zeng,Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria,Scandinavian Actuarial Journal,2015(8),2015,725-751,(SSCI, SCI)。 |
2015 |