Xingyi Li

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Secrecy performance for a multi-relaying SIMO-satellite/MISO-FSO network Journal of the Franklin Institute	2025-04-11	Paper
Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow Communications in Statistics: Theory and Methods	2023-06-26	Paper
Optimal portfolio selection with life insurance under subjective survival belief and habit formation Journal of Industrial and Management Optimization	2023-03-29	Paper
Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income Journal of the Operations Research Society of China	2022-09-27	Paper
Mean-CVaR portfolio selection model with ambiguity in distribution and attitude Journal of Industrial and Management Optimization	2021-11-12	Paper
Stock volatility predictability in bull and bear markets Quantitative Finance	2020-12-07	Paper
The premium of dynamic trading in a discrete-time setting Quantitative Finance	2018-11-13	Paper
Trapping time of weighted-dependent walks depending on the weight factor Chaos, Solitons and Fractals	2016-11-10	Paper
Random walks on non-homogenous weighted Koch networks Chaos: An Interdisciplinary Journal of Nonlinear Science	2015-10-28	Paper
scientific article; zbMATH DE number 5936282 (Why is no real title available?)	2011-08-05	Paper

Research outcomes over time

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