Zhongfei Li

Finance · 2008–2020

A researcher in the Science corpus: 12 papers; trusts 37 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Finance — 86 citations into it; #1,811 of 10,518 by trust here, #1,477 by citations
• Economics and Econometrics — 68 citations into it; #4,536 of 23,481 by trust here, #4,390 by citations
• Demography — 65 citations into it; #511 of 4,236 by trust here, #329 by citations
• Management Science and Operations Research — 58 citations into it; #4,110 of 11,946 by trust here, #2,539 by citations
• Accounting — 10 citations into it
• General Health Professions — 5 citations into it

Whom Zhongfei Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Lihua Bai
2. Huyen Pham
3. Hans U. Gerber
4. Holger Kraft
5. Yan Zeng
6. Thaleia Zariphopoulou
7. David Promislow
8. Hailiang Yang
9. Jian-wei Gao
10. Junyi Guo

Who trusts Zhongfei Li overall

1. Yan Zeng
2. Yang Shen
3. Bo Yi
4. Junna Bi
5. Yongwu Li
6. Guohui Guan
7. Xiang Lin
8. Ailing Gu
9. Pei Wang
10. C. A

Papers from Zhongfei Li's perspective

Ordered by how strongly the researchers Zhongfei Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
2. Portfolio Selection in Stochastic Environments
3. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
4. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
5. On reinsurance and investment for large insurance portfolios
6. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
7. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
8. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
9. Brownian Motion and Stochastic Calculus
10. Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints

Their papers

• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (2011) — 242 citations
• Optimal investment-reinsurance policy for an insurance company with VaR constraint (2010) — 92 citations
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (2012) — 124 citations
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (2013) — 114 citations
• Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion (2013) — 74 citations
• Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model (2013) — 158 citations
• Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach (2008) — 108 citations
• Fractional investigation of bank data with fractal-fractional Caputo derivative (2020) — 87 citations
• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (2018) — 60 citations
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model (2015) — 66 citations
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model (2012) — 167 citations
• Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow☆ (2012) — 58 citations