The following pages link to Zhong-Fei Li (Q1298716):
Displayed 50 items.
- (Q274115) (redirect page) (← links)
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
- Mean-CVaR portfolio selection: a nonparametric estimation framework (Q340307) (← links)
- Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
- Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
- Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers (Q654939) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- Optimal investment with noise trading risk (Q732810) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
- Multi-period portfolio selection for asset-liability management with uncertain investment horizon (Q1018907) (← links)
- A type of minimax inequality for vector-valued mappings (Q1273685) (← links)
- Benson proper efficiency in the vector optimization of set-valued maps (Q1273914) (← links)
- A theorem of the alternative and its application to the optimization of set-valued maps (Q1280101) (← links)
- Connectedness of super efficient sets in vector optimization of set-valued maps (Q1298717) (← links)
- Lagrange multipliers and saddle points in multiobjective programming (Q1337207) (← links)
- Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps (Q1378563) (← links)
- Super efficiency in vector optimization of set-valued maps (Q1593083) (← links)
- Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces (Q1667202) (← links)
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- Optimal investment strategy under time-inconsistent preferences and high-water mark contract (Q1785748) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
- A minimax inequality for vector-valued mappings (Q1808457) (← links)
- Paréto equilibria in multicriteria metagames (Q1919116) (← links)
- Minimum risk probability for finite horizon semi-Markov decision processes (Q1947298) (← links)
- Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
- Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- Asset allocation for a DC pension plan with learning about stock return predictability (Q2171070) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs (Q2355355) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)