| 编号 |
发表论文 |
年份 |
| [141] |
S. S. Zhu, M. J. Fan and *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 |
| [142] |
H. X. Yao, *Z. F. Li and S. M. Chen，Continuous-time mean-variance portfolio selection with only risky assets，Economic Modelling，36，2014，244-251，（SSCI）。 |
2014 |
| [143] |
Y. H. Huang, Z. F. Li,*X. P.Guo，Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces，Operations Research Letters，42(2)，2014，123-129，（SCI ,EI）。 |
2014 |
| [144] |
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，，2014，，DOI: http://dx.doi.org/10.1080/03461238.2014.883085。 |
2014 |
| [145] |
S. M. Chen, Z. F. Li, *Y. Zeng，Optimal dividend strategies with time-inconsistent preferences，Journal of Economic Dynamics & Control，46，2014，150-172，（SSCI）。 |
2014 |
| [146] |
H. X. Yao, *Y. Zeng, S. M. Chen，Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon，Economic Modelling，30(1):，2013，492-500，（SSCI）。 |
2014 |
| [147] |
H. L. Wu, *Y. Zeng，Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state，Optimal Control, Applications and Methods，34，2013，415-432，（SSCI, SCI）。 |
2013 |
| [148] |
Y. Zeng, H. L. Wu, Y. Z. Lai，Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon，Economic Modelling，33，2013，462-470，（SSCI）。 |
2013 |
| [149] |
B. Yi, *Z. F. Li, F. Viens, Y. Zeng，Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model，Insurance Mathematics & Economics，53(3)，2013，601-614，（SCI）。 |
2013 |
| [150] |
X. T. Cui, *X. J. Zheng, S. S. Zhu, X. L. Sun，Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems，Journal of Global Optimization，56，2013，1409-1423，（SCI , SSCI）。 |
2013 |
| [151] |
Y. J. Li, S. S. Zhu, *D. H. Li, D. Li，Active allocation of systematic risk and control of risk sensitivity in portfolio optimization，European Journal of Operational Research，228，2013，556-570，（SCI , SSCI , EI）。 |
2013 |
| [152] |
X. T. Cui, *S. S. Zhu, X. L. Sun, D. Li，Nonlinear portfolio selection using approximate parametric Value-at-Risk，Journal of Banking & Finance，37，2013，2124-2139，（SSCI）。 |
2013 |
| [153] |
K. Fu, *Z. Miao, J. Xu，On planar medianoid competitive location problems on the plane with manhattan distance，Asia-Pacific Journal of Operational Research，30(2)，2013，，（SCI , SSCI , EI），DOI: 10.1142/S0217595912500509。 |
2013 |
| [154] |
K. Fu, J. Xu, *Z. Miao，Newsvendor with multiple options of expediting，European Journal of Operational Research，226，2013，94-99，（SCI , SSCI , EI）。 |
2013 |
| [155] |
*Z. Q. Zhang, Z. L. Zhang, Rob Law, F. Wang, D. C. Li，Factors influencing the effectiveness of online group buying in the restaurant industry，International Journal of Hospitality Management，35，2013，237-245，（SSCI）。 |
2013 |
| [156] |
L. Ye, *X. P. Guo，Construction and regularity of transition functions on Polish spaces under measurable conditions，Acta Mathematicae Applicatae Sinica. English Series，29，2013，1–14，（SCI）。 |
2013 |
| [157] |
Y. H. Huang, Q. D. WEI, *X. P. Guo，Constrained Markov decision processes with first passage criteria，Annals of Operations Research，206(1)，2013，197-219，（SCI）。 |
2013 |
| [158] |
*X. P. Guo, M. Vykertas, Y. Zhang，Absorbing continuous-time Markov decision processes with total cost criteria，Advances in Applied Probability，45(2)，2013，490-519，（SCI , EI）。 |
2013 |
| [159] |
F. Wang, S. R. Zhou, *N. Shi，Group-to-group reviewer assignment problem，Computers & Operations Research，40(5)，2013，1351-1362，（SCI, EI）。 |
2013 |
| [160] |
F. Wang, *Z. Xu，Metaheuristics for robust graph coloring，Journal of Heuristics，19(4)，2013，529-548，（SCI, EI）。 |
2013 |
