On Computation of Arbitrage for Markets with Friction. - Xiaotie Deng; Zhongfei Li; Shouyang Wang (COCOON, 2000)

A linear programming algorithm for optimal portfolio selection with transaction costs. - Zhongfei Li; Shouyang Wang; Xiaotie Deng (Int. J. Syst. Sci., 2000)

Computational Complexity of Arbitrage in Frictional Security Market. - Xiaotie Deng; Zhongfei Li; Shouyang Wang (Int. J. Found. Comput. Sci., 2002)

Computation of Arbitrage in a Financial Market with Various Types of Frictions. - Mao-cheng Cai; Xiaotie Deng; Zhongfei Li (AAIM, 2005)

Looking for Arbitrage or Term Structures in Frictional Markets. - Zhongfei Li; Kai W. Ng (WINE, 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)

A minimax portfolio selection strategy with equilibrium. - Xiaotie Deng; Zhongfei Li; Shouyang Wang (Eur. J. Oper. Res., 2005)

Model Risk in Var Estimation: an Empirical Study. - Jing Yao; Zhongfei Li; Kai W. Ng (Int. J. Inf. Technol. Decis. Mak., 2006)

Computation of arbitrage in frictional bond markets. - Mao-cheng Cai; Xiaotie Deng; Zhongfei Li (Theor. Comput. Sci., 2006)

Optimal Investment with Noise Trading Risk. - Yunhui Xu; Zhongfei Li; Ken Seng Tan (J. Syst. Sci. Complex., 2008)

Time lag analysis between vegetation and climate change in Inner Mongolia. - Huiling Long; Xiaobing Li; Yun Bao; Lingmei Huang; Zhongfei Li (IGARSS, 2010)

Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. - Huiling Wu; Zhongfei Li (J. Syst. Sci. Complex., 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 portfolio optimization for asset-liability management with bankrupt control. - Chanjuan Li; Zhongfei Li (Appl. Math. Comput., 2012)

Mean-CVaR portfolio selection: A nonparametric estimation framework. - Haixiang Yao; Zhongfei Li; Yongzeng Lai (Comput. Oper. Res., 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)

Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. - Yonghui Huang; Zhongfei Li; Xianping Guo (Oper. Res. Lett., 2014)

Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. - Haixiang Yao; Zhongfei Li; Duan Li 002 (Eur. J. Oper. Res., 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)

Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model. - Yongwu Li; Zhongfei Li; Yan Zeng (J. Optim. Theory Appl., 2016)

Optimal investment strategy under time-inconsistent preferences and high-water mark contract. - A. Chunxiang; Zhongfei Li; Fan Wang 003 (Oper. Res. Lett., 2016)

Effect of the Return Policy in a Continuous-Time Newsvendor Problem. - Weiwei Zhang; Zhongfei Li; Ke Fu; Fan Wang 003 (Asia Pac. J. Oper. Res., 2017)

Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory. - Xue Deng; Junfeng Zhao 004; Zhongfei Li (Int. J. Fuzzy Syst., 2018)

The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper. - Xue Deng; Jian Song; Junfeng Zhao 004; Zhongfei Li (J. Intell. Fuzzy Syst., 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)

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)

Finding the Shortest Path with Vertex Constraint over Large Graphs. - Yajun Yang; Zhongfei Li; Xin Wang 030; Qinghua Hu (Complex., 2019)

Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification. - Wei Chen; Zhongfei Li; Jinchao Guo (IEEE Intell. Syst., 2020)

Dividend optimization for jump-diffusion model with solvency constraints. - Yongwu Li; Zhongfei Li; Shouyang Wang; Zuo Quan Xu (Oper. Res. Lett., 2020)

Optimal Investment, Consumption, and Life Insurance Choices with Habit Formation and Inflation Risk. - Ailing Shi; Xingyi Li; Zhongfei Li (Complex., 2022)

Robust enhanced index tracking problem with mixture of distributions. - Zhilin Kang; Haixiang Yao; Xingyi Li; Zhongfei Li (Expert Syst. Appl., 2022)