Zhongfei Li

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2022

Robust enhanced index tracking problem with mixture of distributions.

Zhilin Kang, Haixiang Yao, Xingyi Li, Zhongfei Li

Expert Syst. Appl., 2022

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

Ailing Shi, Xingyi Li, Zhongfei Li

Complex., 2022

2020

Dividend optimization for jump-diffusion model with solvency constraints.

Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu

Oper. Res. Lett., 2020

Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification.

Wei Chen, Zhongfei Li, Jinchao Guo

IEEE Intell. Syst., 2020

2019

Finding the Shortest Path with Vertex Constraint over Large Graphs.

Yajun Yang, Zhongfei Li, Xin Wang, Qinghua Hu

Complex., 2019

2018

Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty.

Shumin Chen, Zhongfei Li, Yan Zeng

SIAM J. Financial Math., 2018

An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution.

Zhilin Kang, Zhongfei Li

Math. Methods Oper. Res., 2018

The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper.

Xue Deng, Jian Song, Junfeng Zhao, Zhongfei Li

J. Intell. Fuzzy Syst., 2018

Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory.

Xue Deng, Junfeng Zhao, Zhongfei Li

Int. J. Fuzzy Syst., 2018

2017

Effect of the Return Policy in a Continuous-Time Newsvendor Problem.

Weiwei Zhang, Zhongfei Li, Ke Fu, Fan Wang

Asia Pac. J. Oper. Res., 2017

2016

Optimal investment strategy under time-inconsistent preferences and high-water mark contract.

A. Chunxiang, Zhongfei Li, Fan Wang

Oper. Res. Lett., 2016

Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model.

Yongwu Li, Zhongfei Li, Yan Zeng

J. Optim. Theory Appl., 2016

Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function.

Ailing Gu, Zhongfei Li

J. Syst. Sci. Complex., 2016

Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability.

Haixiang Yao, Zhongfei Li, Duan Li

Eur. J. Oper. Res., 2016

2014

Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces.

Yonghui Huang, Zhongfei Li, Xianping Guo

Oper. Res. Lett., 2014

2013

Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets.

Yan Zeng, Zhongfei Li, Huiling Wu

Int. J. Control, 2013

Mean-CVaR portfolio selection: A nonparametric estimation framework.

Haixiang Yao, Zhongfei Li, Yongzeng Lai

Comput. Oper. Res., 2013

2012

Multi-period portfolio optimization for asset-liability management with bankrupt control.

Chanjuan Li, Zhongfei Li

Appl. Math. Comput., 2012

2011

Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market.

Yan Zeng, Zhongfei Li

J. Syst. Sci. Complex., 2011

Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon.

Huiling Wu, Zhongfei Li

J. Syst. Sci. Complex., 2011

2010

Time lag analysis between vegetation and climate change in Inner Mongolia.

Huiling Long, Xiaobing Li, Yun Bao, Lingmei Huang, Zhongfei Li

Proceedings of the IEEE International Geoscience & Remote Sensing Symposium, 2010

2008

Optimal Investment with Noise Trading Risk.

Yunhui Xu, Zhongfei Li, Ken Seng Tan

J. Syst. Sci. Complex., 2008

2006

Computation of arbitrage in frictional bond markets.

Mao-cheng Cai, Xiaotie Deng, Zhongfei Li

Theor. Comput. Sci., 2006

Model Risk in Var Estimation: an Empirical Study.

Jing Yao, Zhongfei Li, Kai W. Ng

Int. J. Inf. Technol. Decis. Mak., 2006

2005

A minimax portfolio selection strategy with equilibrium.

Xiaotie Deng, Zhongfei Li, Shouyang Wang

Eur. J. Oper. Res., 2005

Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.

Xiaotie Deng, Zhongfei Li, Shouyang Wang, Hailiang Yang

Ann. Oper. Res., 2005

Looking for Arbitrage or Term Structures in Frictional Markets.

Zhongfei Li, Kai W. Ng

Proceedings of the Internet and Network Economics, First International Workshop, 2005

Computation of Arbitrage in a Financial Market with Various Types of Frictions.

Mao-cheng Cai, Xiaotie Deng, Zhongfei Li

Proceedings of the Algorithmic Applications in Management, First International Conference, 2005

2002

Computational Complexity of Arbitrage in Frictional Security Market.

Xiaotie Deng, Zhongfei Li, Shouyang Wang

Int. J. Found. Comput. Sci., 2002

2000

A linear programming algorithm for optimal portfolio selection with transaction costs.

Zhongfei Li, Shouyang Wang, Xiaotie Deng

Int. J. Syst. Sci., 2000

On Computation of Arbitrage for Markets with Friction.

Xiaotie Deng, Zhongfei Li, Shouyang Wang

Proceedings of the Computing and Combinatorics, 6th Annual International Conference, 2000