| Optimal time-consistent investment and reinsurance policies for mean-variance insurers Y Zeng, Z Li Insurance: Mathematics and Economics 49 (1), 145-154, 2011 | 166 | 2011 |
| A minimax portfolio selection strategy with equilibrium XT Deng, ZF Li, SY Wang European Journal of operational research 166 (1), 278-292, 2005 | 158 | 2005 |
| Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach S Xie, Z Li, S Wang Insurance: Mathematics and Economics 42 (3), 943-953, 2008 | 133 | 2008 |
| Benson proper efficiency in the vector optimization of set-valued maps ZF Li Journal of Optimization Theory and Applications 98 (3), 623-649, 1998 | 129 | 1998 |
| Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model Z Li, Y Zeng, Y Lai Insurance: Mathematics and Economics 51 (1), 191-203, 2012 | 123 | 2012 |
| Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model A Gu, X Guo, Z Li, Y Zeng Insurance: Mathematics and Economics 51 (3), 674-684, 2012 | 98 | 2012 |
| Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model YZ B. Yi, Z. F. Li, F. G. Viens Insurance: Mathematics and Economics 53 (3), 601-614, 2013 | 91 | 2013 |
| Lagrangian multipliers, saddle points, and duality in vector optimization of set-valued maps ZF Li, GY Chen Journal of Mathematical Analysis and Applications 215 (2), 297-316, 1997 | 90 | 1997 |
| Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps Y Zeng, Z Li, Y Lai Insurance: Mathematics and Economics 52 (3), 498-507, 2013 | 87 | 2013 |
| A linear programming algorithm for optimal portfolio selection with transaction costs ZF Li, SY Wang, XT Deng International Journal of Systems Science 31 (1), 107-117, 2000 | 78 | 2000 |
| Lagrangian Multipliers and Saddle Points in Multiobjective Programming ZFLSY Wang Journal of Optimization Theory and Applications 83 (1), 64－81, 1994 | 73* | 1994 |
| Optimal investment–reinsurance policy for an insurance company with VaR constraint S Chen, Z Li, K Li Insurance: Mathematics and Economics 47 (2), 144-153, 2010 | 69 | 2010 |
| 基于 VaR 的金融资产配置模型 姚京， 李仲飞 中国管理科学 12 (1), 8-14, 2004 | 67* | 2004 |
| Multi-period portfolio selection for asset-liability management with uncertain investment horizon L Yi, ZF Li, D Li Journal of industrial and management optimization 4 (3), 535-552, 2008 | 60 | 2008 |
| Mean-CVaR portfolio selection: A nonparametric estimation framework H Yao, Z Li, Y Lai Computers & Operations Research 40, 1014-1022, 2013 | 57 | 2013 |
| Multi-period mean–variance portfolio selection with regime switching and a stochastic cash flow H Wu, Z Li Insurance: Mathematics and Economics 50 (3), 371-384, 2012 | 57 | 2012 |
| Molecular dynamics-based virtual screening: accelerating the drug discovery process by high-performance computing H Ge, Y Wang, C Li, N Chen, Y Xie, M Xu, Y He, X Gu, R Wu, Q Gu, ... Journal of chemical information and modeling 53 (10), 2757-2764, 2013 | 56 | 2013 |
| Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion Y Li, Z Li Insurance: Mathematics and Economics 53 (1), 86-97, 2013 | 54 | 2013 |
| Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon H Wu, Z Li Journal of Systems Science and Complexity 24 (1), 140-155, 2011 | 53 | 2011 |
| Optimal dividend strategies with time-inconsistent preferences S Chen, Z Li, Y Zeng Journal of Economic Dynamics and Control 46, 150-172, 2014 | 52 | 2014 |
