| 编号 |
发表论文 |
年份 |
| [121] |
Y. Shen, *Y. Zeng，Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process，Mathematics and Economics，62，2015，118–137，（SSCI, SCI）。 |
2015 |
| [122] |
H. Wu, *Y. Zeng，Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk，Mathematics and Economics，64，2015，396–408。 |
2015 |
| [123] |
*Yu Xin, Xiaolong Gu, Tianyu Li，Industry Competition Structure, Market Power, and Stock Price Crash Risk，中国会计与财务研究，17(2)，2015，1-46。 |
2015 |
| [124] |
Y. Tao, *F. Wang，An effective tabu search approach with improved loading algorithms for the 3L-CVRP，Computers & Operations Research，55，2015，127-140，（SCI, EI）。 |
2015 |
| [125] |
B. Yi, *F. Viens, B. Law, Z. F. Li，Dynamic portfolio selection with mispricing and model ambiguity，Annals of Finance，11(1)，2015，37-75。 |
2015 |
| [126] |
Y. F. Li, *Z. F. Li，Asymmetric procyclicality of Chinese banking and the countercyclical buffer of Basel III，Discrete Dynamics in Nature and Society，Vol. 2015，2015，1-9，（SCI）。 |
2015 |
| [127] |
C. X. A, Z. F. Li，Optimal excess-of-loss reinsurance with delay under the Heston's SV model，Insurance: Mathematics and Economics，61，2015，181-196，（SCI , SSCI）。 |
2015 |
| [128] |
Y. Z. Lai, *Z. F. Li，Y. Zeng，Control variate methods and applications toAsian and basket options pricing under jump-diffusion models，IMA Journal of Management Mathematics，26，2015，11-37，（SCI , SSCI）。 |
2015 |
| [129] |
*Z. H. Yang, Y. L. Zhao,，Energy consumption, carbon emissions, and economic growth in India: Evidence from directed acyclic graphs，Economic Modelling，38，2014，533-540。 |
2014 |
| [130] |
H. F. Tang, *X. Q. E. Xu, Z. H. Yang，Can international LETFs deliver their promised exposure to foreign markets?，Journal of International Financial Markets Institutions and Money，31，2014，30-74。 |
2014 |
| [131] |
J. J. Huang, F. Wang*, N. Shi，Resource allocation problems in port operations: A literature review，7th International Joint Conference on Computational Sciences and Optimization，，2014，154-158。 |
2014 |
| [132] |
Z. Xu, X. F. Lai, F. Wang*, Andrew Lim，An improved approximation algorithm for the capacitated TSP with pickup and delivery on a tree，Networks，63(2)，2014，179-195。 |
2014 |
| [133] |
H. Zhang, Z. F. Li，Residential properties, resources of basic education and willingness price of buyers: Based on the data of districts and counties in Beijing, Shanghai, Guangzhou and Shenzhen，China Finance Review International，4(3)，2014，227-242。 |
2014 |
| [134] |
H. L. Wu, *Y. Zeng, H. X. Yao，Multi-period Markowitz's mean–variance portfolio selection with state-dependent exit probability，Economic Modelling，36，2014，69-78，（SSCI）。 |
2014 |
| [135] |
Y. Shen, *Y. Zeng，Optimal investment-reinsurance with delay for mean-variance insurers: A maximum principle approach，Mathematics and Economics，57，2014，1-12，（SSCI, SCI）。 |
2014 |
| [136] |
Y. J.Li, , X. G. Yang, S. S. Zhu, *D. H. Li，A hybrid approach for index tracking with practical constraints，Journal of Industrial and management Optimization，10(3)，2014，905-927，（SCI）。 |
2014 |
| [137] |
S. S. Zhu, M. J. Fan, *D. Li，Portfolio management with robustness in both prediction and decision: A mixture model based learning approach，Journal of Economic Dynamics and Control，48，2014，1-25，（SSCI）。 |
2014 |
| [138] |
N. Shi, S. R. Zhou, F. Wang, S. H. Xu, *S. P. Xiong，Horizontal cooperation and information sharing between suppliers in the manufacturer–supplier triad，International Journal of Production Research，52(15)，2014，4526-4547，（SCI, SSCI, EI）。 |
2014 |
| [139] |
*X. P. Guo, W. Z. Zhang，Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints，European Journal of Operational Research，238(2)，2014，486–496，（SCI ,EI）。 |
2014 |
| [140] |
X. P. Guo, X. Y. Song, *Z. Yi，First passage optimality for continuous-time Markov decision processes with varying discount factors and history-dependent policies，IEEE Transactions on Automatic Control，59 (1)，2014，163–174，（SCI ,EI）。 |
2014 |
