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Z.F. Li (李仲飞)
Title
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Cited by
Year
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Y Zeng, Z Li
Insurance: Mathematics and Economics 49 (1), 145-154, 2011
2422011
A minimax portfolio selection strategy with equilibrium
XT Deng, ZF Li, SY Wang
European Journal of operational research 166 (1), 278-292, 2005
1702005
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Z Li, Y Zeng, Y Lai
Insurance: Mathematics and Economics 51 (1), 191-203, 2012
1652012
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
YZ B. Yi, Z. F. Li, F. G. Viens
Insurance: Mathematics and Economics 53 (3), 601-614, 2013
1592013
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
S Xie, Z Li, S Wang
Insurance: Mathematics and Economics 42 (3), 943-953, 2008
1532008
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
A Gu, X Guo, Z Li, Y Zeng
Insurance: Mathematics and Economics 51 (3), 674-684, 2012
1382012
Benson proper efficiency in the vector optimization of set-valued maps
ZF Li
Journal of Optimization Theory and Applications 98 (3), 623-649, 1998
1351998
Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps
Y Zeng, Z Li, Y Lai
Insurance: Mathematics and Economics 52 (3), 498-507, 2013
1172013
ESG disclosure and corporate financial irregularities–Evidence from Chinese listed firms
X Yuan, Z Li, J Xu, L Shang
Journal of Cleaner Production 332, 129992, 2022
1002022
Optimal investment–reinsurance policy for an insurance company with VaR constraint
S Chen, Z Li, K Li
Insurance: Mathematics and Economics 47 (2), 144-153, 2010
982010
Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps
ZF Li, GY Chen
Journal of Mathematical Analysis and Applications 215 (2), 297-316, 1997
971997
Mean-CVaR portfolio selection: A nonparametric estimation framework
H Yao, Z Li, Y Lai
Computers & Operations Research 40, 1014-1022, 2013
912013
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Z Chen, Z Li, Y Zeng, J Sun
Insurance: Mathematics and Economics 75, 137-150, 2017
842017
A linear programming algorithm for optimal portfolio selection with transaction costs
ZF Li, SY Wang, XT Deng
International Journal of Systems Science 31 (1), 107-117, 2000
812000
Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion
Y Li, Z Li
Insurance: Mathematics and Economics 53 (1), 86-97, 2013
792013
Lagrangian Multipliers and Saddle Points in Multiobjective Programming
ZFLSY Wang
Journal of Optimization Theory and Applications 83 (1), 64-81, 1994
78*1994
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
B Yi, F Viens, Z Li, Y Zeng
Scandinavian Actuarial Journal 2015 (8), 725-751, 2015
752015
Molecular dynamics-based virtual screening: accelerating the drug discovery process by high-performance computing
H Ge, Y Wang, C Li, N Chen, Y Xie, M Xu, Y He, X Gu, R Wu, Q Gu, ...
Journal of chemical information and modeling 53 (10), 2757-2764, 2013
742013
Foreign institutional ownership and liquidity commonality around the world
B Deng, Z Li, Y Li
Journal of Corporate Finance 51, 20-49, 2018
732018
Multi-period portfolio selection for asset-liability management with uncertain investment horizon
L Yi, ZF Li, D Li
Journal of industrial and management optimization 4 (3), 535-552, 2008
702008
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Articles 1–20