Zhongfei Li

Best Publications

• ESG disclosure and corporate financial irregularities – Evidence from Chinese listed firms

  Unknown

  255
  Citations

• Optimal time-consistent investment and reinsurance policies for mean-variance insurers

  Yan Zeng;Zhongfei Li

  249
  Citations

• Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model☆

  Zhongfei Li;Yan Zeng;Yongzeng Lai

  186
  Citations

• A minimax portfolio selection strategy with equilibrium

  Xiao-Tie Deng;Zhong-Fei Li;Shou-Yang Wang

  180
  Citations

• Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model

  Bo Yi;Bo Yi;Zhongfei Li;Frederi G. Viens;Yan Zeng

  166
  Citations

• Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach

  Shuxiang Xie;Zhongfei Li;Zhongfei Li;Shouyang Wang

  164
  Citations

• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model

  Ailing Gu;Ailing Gu;Xianping Guo;Zhongfei Li;Yan Zeng

  136
  Citations

• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps

  Yan Zeng;Zhongfei Li;Yongzeng Lai

  122
  Citations

• Foreign institutional ownership and liquidity commonality around the world

  Unknown

  89
  Citations

• Optimal investment–reinsurance policy for an insurance company with VaR constraint

  Unknown

  88
  Citations

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

  Zhong-Fei Li;Shou-Yang Wang;Xiao-Tie Deng

  84
  Citations

• Vector network equilibrium problems and nonlinear scalarization methods

  G. Y. Chen;C. J. Goh;Xiaoqi Yang

  80
  Citations

• Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria

  Bo Yi;Frederi Viens;Zhongfei Li;Yan Zeng

  76
  Citations

• Multi-period portfolio selection for asset-liability management with uncertain investment horizon

  Lan Yi;Zhongfei Li;Duan Li

  76
  Citations

• Mean–CVaR portfolio selection: A nonparametric estimation framework

  Unknown

  74
  Citations

• Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion

  Unknown

  74
  Citations

• Store brand introduction in a two-echelon logistics system with a risk-averse retailer

  Unknown

  73
  Citations

• Optimal dividend strategies with time-inconsistent preferences

  Shumin Chen;Zhongfei Li;Yan Zeng

  72
  Citations

• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk

  Zheng Chen;Zhongfei Li;Yan Zeng;Jingyun Sun

  70
  Citations

• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility

  Unknown

  67
  Citations