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Zhongfei Li · Study
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Author
Zhongfei Li
39 works
· latest 2024
· 4 institutions
cluster: provisional
ORCID 0000-0002-4922-1504
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39
Citations
2,845
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Most cited in this library
ESG disclosure and corporate financial irregularities – Evidence from Chinese listed firms
2021 · 309 citations
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
2011 · 216 citations
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
2011 · 154 citations
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model
2013 · 154 citations
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
2012 · 115 citations
Works
39 shown
Inclusive FinTech, open banking, and bank performance: evidence from China
Financial Innovation
·
2024
·
3 authors
·
Open access
26
citations
Effect of ESG rating disagreement on stock price informativeness: Empirical evidence from China's capital market
International Review of Financial Analysis
·
2024
·
2 authors
32
citations
Substantive response or strategic response? The induced green innovation effects of carbon prices
International Review of Financial Analysis
·
2024
·
1 author
75
citations
Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit
International Review of Economics & Finance
·
2023
·
5 authors
12
citations
Forecasting cryptocurrency returns with machine learning
Research in International Business and Finance
·
2023
·
4 authors
59
citations
Financing format selection for electronic business platforms with a capital-constrained e-tailer
Transportation Research Part E Logistics and Transportation Review
·
2022
·
3 authors
46
citations
ESG disclosure and corporate financial irregularities – Evidence from Chinese listed firms
Journal of Cleaner Production
·
2021
·
4 authors
309
citations
Time-dependent transit fare optimization with elastic and spatially distributed demand
Transportation Research Part A Policy and Practice
·
2021
·
4 authors
·
Open access
20
citations
Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity
Optimization
·
2019
·
3 authors
34
citations
Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Insurance Mathematics and Economics
·
2018
·
3 authors
31
citations
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Quantitative Finance
·
2018
·
4 authors
53
citations
Foreign institutional ownership and liquidity commonality around the world
Journal of Corporate Finance
·
2018
·
2 authors
89
citations
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Insurance Mathematics and Economics
·
2018
·
2 authors
66
citations
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty
SIAM Journal on Financial Mathematics
·
2018
·
3 authors
23
citations
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Insurance Mathematics and Economics
·
2017
·
4 authors
74
citations
Evolution of public transit modes in a commuter corridor
Transportation Research Part C Emerging Technologies
·
2016
·
4 authors
·
Open access
30
citations
Implications of the cost of public funds in public transit subsidization and regulation
Transportation Research Part A Policy and Practice
·
2016
·
4 authors
36
citations
Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model
Insurance Mathematics and Economics
·
2016
·
3 authors
63
citations
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
European Journal of Operational Research
·
2016
·
3 authors
51
citations
Store brand introduction in a two-echelon logistics system with a risk-averse retailer
Transportation Research Part E Logistics and Transportation Review
·
2015
·
4 authors
75
citations
Optimal dividend strategies with time-inconsistent preferences
Journal of Economic Dynamics and Control
·
2014
·
3 authors
67
citations
Dynamic portfolio selection with mispricing and model ambiguity
Annals of Finance
·
2014
·
4 authors
40
citations
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
Scandinavian Actuarial Journal
·
2014
·
4 authors
80
citations
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model
Insurance Mathematics and Economics
·
2013
·
4 authors
154
citations
Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion
Insurance Mathematics and Economics
·
2013
·
2 authors
70
citations
Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps
Insurance Mathematics and Economics
·
2013
·
3 authors
102
citations
Mean–CVaR portfolio selection: A nonparametric estimation framework
Computers & Operations Research
·
2012
·
3 authors
76
citations
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Insurance Mathematics and Economics
·
2012
·
4 authors
115
citations
Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow
Insurance Mathematics and Economics
·
2012
·
2 authors
50
citations
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Insurance Mathematics and Economics
·
2011
·
3 authors
154
citations
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
Journal of Systems Science and Complexity
·
2011
·
2 authors
40
citations
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon
Journal of Systems Science and Complexity
·
2011
·
2 authors
44
citations
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Insurance Mathematics and Economics
·
2011
·
2 authors
216
citations
Optimal investment–reinsurance policy for an insurance company with VaR constraint
Insurance Mathematics and Economics
·
2010
·
3 authors
91
citations
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
Journal of Industrial and Management Optimization
·
2010
·
2 authors
36
citations
Multi-period portfolio selection for asset-liability management with uncertain investment horizon
Journal of Industrial and Management Optimization
·
2008
·
3 authors
·
Open access
52
citations
Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach
Insurance Mathematics and Economics
·
2007
·
3 authors
98
citations
A minimax portfolio selection strategy with equilibrium
European Journal of Operational Research
·
2004
·
3 authors
114
citations
A linear programming algorithm for optimal portfolio selection with transaction costs
International Journal of Systems Science
·
2000
·
3 authors
42
citations