Zhongfei Li

Orcid: 0000-0002-4922-1504

According to our database1, Zhongfei Li authored at least 31 papers between 2000 and 2022.

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Bibliography

2022
Robust enhanced index tracking problem with mixture of distributions.
Expert Syst. Appl., 2022

Optimal Investment, Consumption, and Life Insurance Choices with Habit Formation and Inflation Risk.
Complex., 2022

2020
Dividend optimization for jump-diffusion model with solvency constraints.
Oper. Res. Lett., 2020

Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification.
IEEE Intell. Syst., 2020

2019
Finding the Shortest Path with Vertex Constraint over Large Graphs.
Complex., 2019

2018
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty.
SIAM J. Financial Math., 2018

An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution.
Math. Methods Oper. Res., 2018

The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper.
J. Intell. Fuzzy Syst., 2018

Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory.
Int. J. Fuzzy Syst., 2018

2017
Effect of the Return Policy in a Continuous-Time Newsvendor Problem.
Asia Pac. J. Oper. Res., 2017

2016
Optimal investment strategy under time-inconsistent preferences and high-water mark contract.
Oper. Res. Lett., 2016

Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model.
J. Optim. Theory Appl., 2016

Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function.
J. Syst. Sci. Complex., 2016

Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.
Eur. J. Oper. Res., 2016

2014
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces.
Oper. Res. Lett., 2014

2013
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets.
Int. J. Control, 2013

Mean-CVaR portfolio selection: A nonparametric estimation framework.
Comput. Oper. Res., 2013

2012
Multi-period portfolio optimization for asset-liability management with bankrupt control.
Appl. Math. Comput., 2012

2011
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market.
J. Syst. Sci. Complex., 2011

Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon.
J. Syst. Sci. Complex., 2011

2010
Time lag analysis between vegetation and climate change in Inner Mongolia.
Proceedings of the IEEE International Geoscience & Remote Sensing Symposium, 2010

2008
Optimal Investment with Noise Trading Risk.
J. Syst. Sci. Complex., 2008

2006
Computation of arbitrage in frictional bond markets.
Theor. Comput. Sci., 2006

Model Risk in Var Estimation: an Empirical Study.
Int. J. Inf. Technol. Decis. Mak., 2006

2005
A minimax portfolio selection strategy with equilibrium.
Eur. J. Oper. Res., 2005

Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
Ann. Oper. Res., 2005

Looking for Arbitrage or Term Structures in Frictional Markets.
Proceedings of the Internet and Network Economics, First International Workshop, 2005

Computation of Arbitrage in a Financial Market with Various Types of Frictions.
Proceedings of the Algorithmic Applications in Management, First International Conference, 2005

2002
Computational Complexity of Arbitrage in Frictional Security Market.
Int. J. Found. Comput. Sci., 2002

2000
A linear programming algorithm for optimal portfolio selection with transaction costs.
Int. J. Syst. Sci., 2000

On Computation of Arbitrage for Markets with Friction.
Proceedings of the Computing and Combinatorics, 6th Annual International Conference, 2000


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