師資
個(gè)人簡介
南方科技大學(xué)講席教授,國務(wù)院學(xué)位委員會(huì)學(xué)科評(píng)議組成員,國家杰青,全國模范教師,國務(wù)院政府特殊津貼專家,全國百篇優(yōu)秀博士學(xué)位論文獲得者,新中國成立70周年觀禮嘉賓。
曾任中山大學(xué)嶺南學(xué)院特聘教授、社科處處長、管理學(xué)院執(zhí)行院長、創(chuàng)業(yè)學(xué)院院長?,F(xiàn)兼任國家社會(huì)科學(xué)基金學(xué)科評(píng)審組專家,中國系統(tǒng)工程學(xué)會(huì)副理事長,中國優(yōu)選法統(tǒng)籌法與經(jīng)濟(jì)數(shù)學(xué)研究會(huì)副理事長及其量化金融與保險(xiǎn)分會(huì)理事長,管理科學(xué)與工程學(xué)會(huì)常務(wù)理事,《中國管理科學(xué)》《系統(tǒng)工程理論與實(shí)踐》《系統(tǒng)工程學(xué)報(bào)》《管理工程學(xué)報(bào)》《管理評(píng)論》《計(jì)量經(jīng)濟(jì)學(xué)報(bào)》《工程管理科技前沿》《Digital Finance》《International Journal of Financial Engineering》《Journal of the Operations Research Society of China》《Journal of Systems Science and Information》等十多個(gè)國內(nèi)外期刊的領(lǐng)域主編、副主編或編委
研究領(lǐng)域包括科技金融、綠色金融、養(yǎng)老金融、金融科技、金融工程與風(fēng)險(xiǎn)管理、金融市場(chǎng)與投資。在這些領(lǐng)域,主持了國家自然科學(xué)基金創(chuàng)新研究群體項(xiàng)目、重大項(xiàng)目課題、重點(diǎn)項(xiàng)目、杰青項(xiàng)目、國際合作項(xiàng)目等科研項(xiàng)目,參加了國家“973計(jì)劃”項(xiàng)目、國家社科基金重大項(xiàng)目(子課題負(fù)責(zé)人)等項(xiàng)目。在《科學(xué)出版社》等出版學(xué)術(shù)專著7部,在國內(nèi)外權(quán)威學(xué)術(shù)期刊發(fā)表論文200余篇。作為第一獲獎(jiǎng)人曾獲教育部人文社會(huì)科學(xué)研究優(yōu)秀成果二等獎(jiǎng)一項(xiàng),廣東省哲學(xué)社會(huì)科學(xué)優(yōu)秀成果一等獎(jiǎng)兩項(xiàng),廣東省高等學(xué)校“千百十工程”先進(jìn)團(tuán)隊(duì)學(xué)科帶頭人。曾入選教育部新世紀(jì)優(yōu)秀人才支持計(jì)劃,近四年連續(xù)入選Elsevier 中國高被引學(xué)者榜單,2023年入選美國斯坦福大學(xué)發(fā)布的全球前2%頂尖科學(xué)家榜單。曾獲廣東省教育教學(xué)成果獎(jiǎng)(高等教育)一等獎(jiǎng),國家級(jí)教學(xué)成果獎(jiǎng)二等獎(jiǎng),全國普通高校哲學(xué)社會(huì)科學(xué)研究管理先進(jìn)集體及先進(jìn)個(gè)人,“中國十大最受尊敬商學(xué)院院長”榮譽(yù)稱號(hào)。
主要研究領(lǐng)域
科技金融,綠色金融,養(yǎng)老金融,數(shù)字金融,金融科技,金融工程與風(fēng)險(xiǎn)管理,金融市場(chǎng)與投資,金融經(jīng)濟(jì)學(xué),保險(xiǎn)與精算
學(xué)習(xí)經(jīng)歷
1997/09-2000/07,中國科學(xué)院數(shù)學(xué)與系統(tǒng)科學(xué)研究院,管理科學(xué)與工程專業(yè),管理學(xué)博士
1988/03-1990/07,中國科學(xué)院系統(tǒng)科學(xué)研究所, 運(yùn)籌管理專業(yè), 理學(xué)碩士
1987/08-1990/06,內(nèi)蒙古大學(xué),應(yīng)用數(shù)學(xué)專業(yè),理學(xué)碩士
1981/09-1985/07,蘭州大學(xué),數(shù)學(xué)專業(yè),理學(xué)學(xué)士
工作經(jīng)歷
2021/05- 南方科技大學(xué)商學(xué)院金融系,講席教授、博導(dǎo)
2016/02-2021/05, 中山大學(xué)管理學(xué)院財(cái)務(wù)與投資系,教授、博導(dǎo)
2011/03-2016/01,中山大學(xué)管理學(xué)院,執(zhí)行院長、教授、博導(dǎo); 中山大學(xué)創(chuàng)業(yè)學(xué)院,院長
2007/07-2012/12,中山大學(xué)社科處處長
2000/09-2013/08,中山大學(xué)嶺南學(xué)院,教授、博導(dǎo)
1990/07-2000/09,內(nèi)蒙古大學(xué),助教、講師、副教授、教授
1985/07-1987/08,內(nèi)蒙古大學(xué),助教
訪問工作經(jīng)歷
2018/01-2018/02,香港理工大學(xué), Research Fellow
2017/01-2017/02,香港理工大學(xué),Senior Research Fellow
2015/01-2015/02,香港理工大學(xué),Senior Research Fellow
2010/08-2010/11,加拿大Waterloo大學(xué),Visiting Research Professor
2007/12-2008/01,臺(tái)灣中央研究院,訪問教授
2007/07-2007/10,香港中文大學(xué),Visiting Scholar
2006/03-2007/03,加拿大Waterloo大學(xué),Visiting Research Professor
2005/07-2005/09,香港大學(xué),Visitor
2005/06-2005/06,臺(tái)灣銘傳大學(xué)、臺(tái)灣政治大學(xué)
2005/02-2005/04,香港大學(xué),Visitor
2004/12-2005/01,香港理工大學(xué),Visitor
2004/06-2004/06,香港大學(xué),Visitor
2002/12-2003/06,香港城市大學(xué),Research Fellow
2002/01-2002/04,香港大學(xué),Research Associate
2001/09-2001/12,香港城市大學(xué),Research Associate
1999/06-2000/02,香港城市大學(xué),Research Assistant
所獲榮譽(yù)
2024年入選Elsevier 2023年中國高被引學(xué)者榜單
2023年獲2022年國家級(jí)教學(xué)成果獎(jiǎng)二等獎(jiǎng)(排名第五)
2023年入選Elsevier 2022年中國高被引學(xué)者榜單
2022年入選全球前2%頂尖科學(xué)家榜單
2022年入選Elsevier 2021年中國高被引學(xué)者榜單
2021年入選Elsevier 2020年中國高被引學(xué)者榜單
2019年被國家邀請(qǐng)為新中國成立70周年慶典觀禮嘉賓
2019年獲廣東教育教學(xué)成果獎(jiǎng)一等獎(jiǎng)(排名第四)
2019年獲中山大學(xué)教學(xué)成果獎(jiǎng)一等獎(jiǎng)(排名第四)
2017年獲廣東省哲學(xué)社會(huì)科學(xué)優(yōu)秀成果獎(jiǎng)二等獎(jiǎng)(排名第二)
2017年獲廣東省哲學(xué)社會(huì)科學(xué)優(yōu)秀成果獎(jiǎng)三等獎(jiǎng)(排名第三)
2017年獲鐘家慶運(yùn)籌學(xué)獎(jiǎng)
2015年獲教育部第七屆高等學(xué)??茖W(xué)研究優(yōu)秀成果獎(jiǎng)三等獎(jiǎng)(排名第一)
2015年獲廣東省哲學(xué)社會(huì)科學(xué)優(yōu)秀成果獎(jiǎng)一等獎(jiǎng)(排名第一)
2014年獲全國模范教師榮譽(yù)稱號(hào)
2013年獲教育部CJ學(xué)者獎(jiǎng)勵(lì)計(jì)劃特聘教授
2013年獲中山大學(xué)教學(xué)成果獎(jiǎng)一等獎(jiǎng)(排名第一)
2012年獲廣東省高等學(xué)?!扒О偈こ獭毕冗M(jìn)團(tuán)隊(duì)(團(tuán)隊(duì)負(fù)責(zé)人)
2012年獲 “中國十大最受尊敬商學(xué)院院長”榮譽(yù)稱號(hào)
2011年獲廣東省哲學(xué)社會(huì)科學(xué)優(yōu)秀成果獎(jiǎng)二等獎(jiǎng)(排名第一)
2011年獲批享受國務(wù)院政府特殊津貼
2010年獲廣東省珠江學(xué)者特聘教授
2009年獲廣東省哲學(xué)社會(huì)科學(xué)優(yōu)秀成果一等獎(jiǎng)(排名第一)
2009年獲廣東省南粵優(yōu)秀教師榮譽(yù)稱號(hào)
2008年獲廣東省高等學(xué)?!扒О偈こ獭钡谌囵B(yǎng)對(duì)象先進(jìn)個(gè)人稱號(hào)
2008年獲國家杰出青年科學(xué)基金
2006年獲第四屆中國高校人文社會(huì)科學(xué)研究優(yōu)秀成果二等獎(jiǎng)(排名第一)
2005年獲廣東省哲學(xué)社會(huì)科學(xué)優(yōu)秀成果獎(jiǎng)二等獎(jiǎng)(排名第一)
2002年獲全國百篇優(yōu)秀博士學(xué)位論文
2000年獲中國科學(xué)院院長獎(jiǎng)學(xué)金特別獎(jiǎng)(獨(dú)立)
1999年獲內(nèi)蒙古科技進(jìn)步獎(jiǎng)二等獎(jiǎng)(排名第一)
1996年獲首屆內(nèi)蒙古青年科技獎(jiǎng)(獨(dú)立)
(曾)主講課程
本科生:投資學(xué),金融衍生品,金融工程,動(dòng)態(tài)最優(yōu)化
碩士生:金融學(xué)研究,資產(chǎn)定價(jià),金融理論與政策,投資學(xué)
博士生:高級(jí)金融經(jīng)濟(jì)學(xué),高級(jí)金融理論,金融經(jīng)濟(jì)學(xué)前沿專題,金融工程與風(fēng)險(xiǎn)管理前沿專題
(曾)招生專業(yè)
本科:金融學(xué),金融工程,財(cái)務(wù)管理
碩士:金融學(xué),金融,MBA/EMBA
博士:金融學(xué),管理科學(xué)與工程,運(yùn)籌學(xué)與控制論,會(huì)計(jì)學(xué)
主持科研項(xiàng)目
國家自然科學(xué)基金重點(diǎn)項(xiàng)目,數(shù)智技術(shù)驅(qū)動(dòng)的投融資決策與風(fēng)險(xiǎn)管控研究,2025/01-2029/12
深圳市軟科學(xué)重點(diǎn)項(xiàng)目,“雙碳”戰(zhàn)略背景下深圳新興產(chǎn)業(yè)發(fā)展策略研究,2022/11-2023/11
國家自然科學(xué)基金重大項(xiàng)目,微觀大數(shù)據(jù)計(jì)量建模研究,2020/01-2024/12
國家自然科學(xué)基金創(chuàng)新研究群體項(xiàng)目,金融創(chuàng)新、資源配置與風(fēng)險(xiǎn)管理,2018/01-2023/12
廣東省自然科學(xué)基金研究團(tuán)隊(duì)項(xiàng)目,長壽風(fēng)險(xiǎn)背景下的養(yǎng)老基金投資管理研究,2015/01-2020/01
國家自然科學(xué)基金重點(diǎn)項(xiàng)目,房地產(chǎn)金融資產(chǎn)及衍生物定價(jià)與風(fēng)險(xiǎn)管理,2013/01-2017/12
廣東省高等學(xué)校高層次人才項(xiàng)目,最優(yōu)再保險(xiǎn)、投資與分紅的模型與策略研究,2011/12-2014/12
國家杰出青年科學(xué)基金項(xiàng)目,金融資產(chǎn)配置、資產(chǎn)定價(jià)與風(fēng)險(xiǎn)管理,2009/01-2012/12
教育部人文社會(huì)科學(xué)研究規(guī)劃基金項(xiàng)目,基于消費(fèi)習(xí)慣的資產(chǎn)定價(jià)模型及其實(shí)證研究,2007/12-2009/12
國家自然科學(xué)基金委與香港研究資助局聯(lián)合資助項(xiàng)目,組合投資最優(yōu)策略之研究,2006/01-2008/12
國家自然科學(xué)基金面上項(xiàng)目,安全第一準(zhǔn)則下連續(xù)時(shí)間資產(chǎn)組合優(yōu)化理論與方法研究,2005/01-2007/12
教育部新世紀(jì)優(yōu)秀人才支持計(jì)劃,2005/01-2007/12
全國百優(yōu)博士論文專項(xiàng)基金項(xiàng)目,現(xiàn)代金融理論的若干前沿問題研究,2003/01-2007/12
國家自然科學(xué)基金面上項(xiàng)目,有摩擦金融市場(chǎng)的無套利分析,2002/01-2004/12
國家社會(huì)科學(xué)基金項(xiàng)目,投資基金業(yè)的對(duì)外開放和監(jiān)管,2001/06-2002/5
國家自然科學(xué)基金面上項(xiàng)目,沖突分析的數(shù)學(xué)理論與方法的研究,1996/01-1998/12
專著
周騏,李仲飛,金融市場(chǎng)行業(yè)風(fēng)險(xiǎn)傳染與資產(chǎn)配置,北京:中國社會(huì)科學(xué)出版社,2024.
姚海祥,李仲飛,馬慶華,基于均值和風(fēng)險(xiǎn)的投資組合選擇,北京:科學(xué)出版社,2017.
李仲飛等著,創(chuàng)新型城市建設(shè)的理論與實(shí)踐,北京:科學(xué)出版社,2014.
李仲飛等著,珠三角自主創(chuàng)新能力研究,廣州:廣東人民出版社,2014.
樊婷婷,李仲飛,組合信用風(fēng)險(xiǎn)管理研究---因子模型及其應(yīng)用,廣州:中山大學(xué)出版社,2011.
李仲翔,李仲飛,汪壽陽,以風(fēng)險(xiǎn)為基礎(chǔ)的基金監(jiān)管現(xiàn)代化,北京:清華大學(xué)出版社,2002.
李仲飛,汪壽陽,投資組合優(yōu)化與無套利分析,北京:科學(xué)出版社,2001.
部分國際期刊論文(*表示通訊作者)
K. H., *X. Y. Li, Z. F. Li, Effect of ESG rating disagreement on stock price informativeness: Empirical evidence from China's capital market, International Review of Financial Analysis, 2024, 96, 103651.
W. J. Tang, *H. Bu, Y. Q. Ji, *Z. F. Li, Market uncertainty and information content in complex seasonality of prices, Pacific-Basin Finance Journal, 2024, 86.
S. K. Wang, S. S. Zhu, Y. Huang, *Z. F. Li, Estimation of expected return integrating real-time asset prices implied information and historical data, Journal of Economic Dynamics and Control, 2024, 167, 1-29.
M. Chen, *Z. F. Li, Z. Liu,Substantive response or strategic response? The induced green innovation effects of carbon prices, International Review of Financial Analysis, 2024, 93, 103139.
R. N. Li, *Z. F. Li, K. X. Hu, K. Gan, The Spillover Effects of Green Bond Issuance: A Study Based on Chinese firms' Stock Price Synchronicity, Economic Change and Restructuring, 2024, 57(12), 1-41.
T. Zhou, Z. F. Li, H. R. Bai, Z. D. Du, J. B. Huang, Z. C. Ding, Does unconventional monetary policy improve credit support for the industry chain? Based on the perspective of trade credit mechanism, International Review of Economics and Finance, 2024, 91, 180-192.
Y. J. Liu, *Z. F. Li, Ramzi Nekhili, Jahangir Sultan, Forecasting Cryptocurrency Returns with Machine Learning, Research in International Business and Finance,2023, 64, 1-21.
Z. F. Li, K. Gan, *S. L. Sun, S. Y. Wang, A New AdaBoost-Ensemble System with Deep Learning Approach for PM2.5 Concentration Forecasting, Journal of Forecasting, 2023, 42, 154-175.
Z. L. Kang, H. X. Yao, X. Y. Li, *Z. F. Li, Robust enhanced index tracking problem with mixture of distributions, Expert Systems with Applications, 2022, 201.
C. Ma, Y. K. Dai, *Z. F. Li, Financing Format Selection for Electronic Business Platforms with a Capital-Constrained E-tailer, Transportation Research Part E, 2022, 162.
X. Y. Yuan, *Z. F. Li, J. H. Xu, L. X. Shang, ESG disclosure and corporate financial irregularities--evidence from Chinese listed firms, Journal of Cleaner Production, 2022, 332, 1-11.
Y. Li, T. S. Liu, Y. Z. Song, Z. F. Li, X. Guo, Could carbon emission control firms achieve an effective financing in the carbon market? A case study of China’s emission trading scheme, Journal of Cleaner Production, 2021, 314, 1-12.
Q. W. Guo, *Y. S. Sun, P. Schonfeld, Z. F. Li, Time-dependent Transit Fare Optimization with Elastic and Spatially Distributed Demand, Transportation Research Part A, 2021, 148, 353-378.
T. Tian, J. W. Zhang, S. Y. Lin, Y. K. Jiang, J. B. Tan, Z. F. Li, *X. Q. Wang, Data-driven analysis of the simulations of the spread of COVID-19 under different interventions of China, Journal of Applied Statistics, 2021, online.
Z. F. Li, Q. Zhou, M. Chen, *Q. Liu, The Impact of COVID-19 on Industry-Related Characteristics and Risk Contagion, Finance Research Letters, 2021, 39, 101931
L. H. Bian, *Z. F. Li, H. X. Yao, Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate, Journal of Industrial and Management Optimization, 2021, 17 (3), 1383-1410.
P. Wang , *Z. F. Li, J. Y. Sun, Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity, Optimization, 2021, 70 (1), 191-224.
T. Tian, J. W. Zhang, L. Y. Hu, Y. K. Jiang, C. Y. Duan, Z. F. Li, *X. Q. Wang, *H. P. Zhang, Risk factors associated with mortality of COVID-19 in 3125 counties of the United States, Infectious Diseases of Poverty, 2021, 10 (3), 1-8.
Z. L. Kang, X. Y. Li and *Z. F. Li, Mean-cvar portfolio selection model with ambiguity in distribution and attitude, Journal of Industrial and Management Optimization, 2020, 16 (6), 3065-3081.
Y. S. Sun, H. Y. Gong, *Q. W. Guo, P. Schonfeld, Z. F. Li, Regulating a Public Transit Monopoly under Asymmetric Cost Information, Transportation Research Part B, 2020, 139, 496-522.
W. Chen, *Z. F. Li, J. C. Guo, Domain Adaptation Learning based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification, IEEE Intelligent Systems, 2020, 35(3), 41-51.
T. H. Zhi, Z. F. Li, Z. Q. Jiang, *L. J. Wei, D. Sornette, Is there a housing bubble in China? Emerging Markets Review, 39, 2019, 20-132.
Z. L. Kang, X. Li, *Z. F. Li, S. S. Zhu, Data-Driven Robust Mean-CVaR Portfolio Selection under Distribution Ambiguity, Quantitative Finance, 19 (1), 2019, 105-121.
Q. W. Guo, S. M. Chen, P. Schonfeld, *Z. F. Li, How time-inconsistent preferences affect investment timing for rail transit, Transportation Research Part B, 118, 2018, 172-192.
L. H. Bian, *Z. F. Li, H. X. Yao, Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause, Insurance: Mathematics and Economics, 81, 2018, 78-94.
P. Wang, *Z. F. Li, Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility, Insurance: Mathematics and Economics, 80, 2018, 67-83.
B. J. Deng, *Z. F. Li, Y. Li, Foreign institutional ownership and liquidity commonality around the world, Journal of Corporate Finance, 2018, 51, 20-49.
Z. L. Kang, *Z. F. Li, An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution, Mathematical Methods of Operations Research, 87(2), 2018, 169–195.
X. Deng, J. Song, J. F. Zhao, Z. F. Li, The Fuzzy Tri-Objectivemean-Semivariance-Entropy Portfolio Model with Layer-By-Layer Tolerance Evaluation method Paper, Journal of Intelligent & Fuzzy Systems, 2018, 35(2): 2391-2401.
X. Deng, J. F. Zhao, Z. F. Li, Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory, International Journal of Fuzzy Systems, 20 (1), 2018, 209-218.
S. M. Chen, *Z. F. Li, Y. Zeng, Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty, SIAM Journal on Financial Mathematics, 9 (1), 2018, 274-314.
X. P., Wu, X. Li, Z. F. Li, A Mean-Field Formulation for Multi-Period Asset-Liability Mean-Variance Portfolio Selection with Probability Constraints, Journal of Industrial and Management Optimization, 14(1), 2018, 249-265.
W. W. Zhang, *Z. F. Li, K. Fu, F. Wang, Effect of the Return Policy in a Continuous-Time Newsvendor Problem, Asia-Pacific Journal of Operational Research, 34 (6), 2017, 1750031-1--1750031-28
Y. S. Sun, *Q. W. Guo, P. Schonfeld, Z. F. Li, Evolution of Public Transit Modes in a Commuter Corridor, Transportation Research Part C, 75, 2017, 84-102.
Q. W. Guo, Y. S. Sun, Z. C. Li, Z. F. Li*, An integrated optimization model for road capacity and cordon pricing scheme designs, Research in Transportation Economics, 62, 2017, 68-79.
Z. Chen, *Z. F. Li, Y. Zeng, J. Y. Sun, Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk, Insurance: Mathematics and Economics, 75, 2017, 137-150.
L. Zhang, *Z. F. Li, Y. H. Xu, Y. W. Li, Multi-period mean variance portfolio selection under incomplete information, Applied Stochastic Models in Business and Industry, 32(6), 2016, 753-774.
Y. S. Sun, *Q. W. Guo, P. Schonfeld, Z. F. Li, Implications of the cost of public funds in public transit subsidization and regulation, Transportation Research Part A, 91, 2016, 236-250.
Q. Q. Cui, *C.-H. Chiu, X. Dai, *Z. F. Li, Store brand introduction in a two-echelon logistics system with a risk-averse retailer, Transportation Research Part E, 90, 2016, 69-89.
H. X. Yao, *Z. F. Li, *D. Li, Multi-period portfolio selection with stochastic interest rate and uncontrollable liability, European Journal of Operational Research, 252 (3), 2016, 837-851.
H. X. Yao, *Z. F. Li, X. Y., Li, The premium of dynamic trading in a discrete-time setting, Quantitative Finance, 16(8), 2016, 1237-1257.
J. Y. Sun, *Z. F. Li, Y. Zeng, Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model, Insurance: Mathematics and Economics, 67, 2016, 158-172.
C. X. A, *Z. F. Li, F. Wang, Optimal investment strategy under time-inconsistent preferences and high-water mark contract, Operations Research Letters, 44, 2016, 212-218.
Y. W. Li, *Z. F. Li, Y. Zeng, Equilibrium dividend strategy with non-exponential discounting in a dual model, Journal of Optimization Theory and Applications, 168(2), 2016, 699-722.
H. X. Yao, *Z. F. Li, Y. Z. Lai, Dynamic mean-variance asset allocation with stochastic interest rates and inflation rates, Journal of Industrial & Management Optimization, 12(1), 2016, 187-209.
Y. Z. Lai, *Z. F. Li, Y. Zeng, Control variate methods and applications to Asian and basket options pricing under jump-diffusion models, IMA Journal of Management Mathematics, 26, 2015, 11-37.
C. X. A, *Z. F. Li, Optimal investment and excess-of-loss reinsurance with delay under the Heston's SV model, Insurance: Mathematics and Economics, 61, 2015, 181-196.
Y. F. Li, *Z. F. Li, Asymmetric procyclicality of Chinese banking and the countercyclical buffer of Basel III, Discrete Dynamics in Nature and Society, 2015, Vol. 2015, 1-9.
B. Yi, *F. Viens, B. Law, Z. F. Li, Dynamic portfolio selection with mispricing and model ambiguity, Annals of Finance, 11(1), 2015, 37-75.
B. Yi, F. Viens, *Z. F Li, Y. Zeng, Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria, Scandinavian Actuarial Journal, 2015(8), 2015, 725-751.
S. M. Chen, Z. F. Li, *Y. Zeng, Optimal dividend strategies with time-inconsistent preferences, Journal of Economic Dynamics & Control, 46, 2014,150-172.
Y. H. Huang, Z. F. Li, *X. P. Guo, Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces, Operations Research Letters, 42(2), 2014, 123-129. (SCI, EI)
H. X. Yao, *Z. F. Li and S. M. Chen, Continuous-time mean-variance portfolio selection with only risky assets, Economic Modelling, 36, 2014, 244-251.
Y. W. Li, *Z. F. Li, Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion, Insurance: Mathematics and Economics, 53, 2013, 86-97.
H. X. Yao, *Z. F. Li, Y. Z. Lai, Mean-CVaR portfolio selection: a nonparametric estimation framework, Computers & Operations Research, 40, 2013, 1014-1022. (SCI, SSCI, EI)
Y. Zeng, *Z. F. Li, Y. Z. Lai, Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps, Insurance: Mathematics and Economics, 52(3), 2013, 498-507.
Y. H. Huang, X. P. Guo, *Z. F. Li, Minimum risk probability for finite horizon semi-Markov decision processes, Journal of Mathematical Analysis and Applications, 402, 2013, 378-391.
Y. Zeng, *Z. F. Li, H. L. Wu, Optimal portfolio selection in a Le’vy market with uncontrolled cash flow and only risky assets, International Journal of Control, 86(3), 2013, 426-437.
A. L. Gu, X. P. Guo, *Z. F. Li, Y. Zeng, Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model, Insurance: Mathematics and Economics, 51, 2012, 674-684.
Z. F. Li, *Y. Zeng, Y. Z. Lai, Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model, Insurance: Mathematics and Economics, 51, 2012, 191-203.
Y. Zeng, *Z. F. Li, Optimal reinsurance-investment strategies for insurers under mean-CaR criteria, Journal of Industrial and Management Optimization, 8(3), 2012, 673-690.
C. J. Li, *Z. F. Li, Multi-period portfolio optimization for asset–liability management with bankrupt control, Applied Mathematics and Computation, 218, 2012, 11196–11208.
L. Zhang, *Z. F. Li, Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated, Mathematical Problems in Engineering, 2012, Vol. 2012, 1-17.
H. L. Wu, *Z. F. Li, Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow, Insurance: Mathematics and Economics, 50, 2012, 371-384.
Y. Zeng and *Z. F. Li, Optimal time-consistent investment and reinsurance policies for mean-variance insurers, Insurance: Mathematics and Economics, 49, 2011, 145-154.
Y. Zeng, *Z. F. Li, Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market, Journal of Systems Science and Complexity, 24(2), 2011, 317-327.
H. L. Wu, *Z. F. Li, Multi-period mean-variance portfolio selection with markov regime switching and uncertain time horizon, Journal of Systems Science and Complexity, 24 (1), 2011, 140-155.
S. M. Chen, *Z. F. Li, Optimal investment-reinsurance policy for an insurance company with VaR constraint, Insurance: Mathematics and Economics, 47, 2010, 144-153.
Y. Zeng, *Z. F. Li and J. J. Liu, Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers, Journal of Industrial and Management Optimization, 6(3), 2010, 483-496.
Z. F. Li, *J. Yao, D. Li, Behavior patterns of investment strategies under Roy's safety-first principle, The Quarterly Review of Economics and Finance, 50(2), 2010, 167-179.
*Z. F. Li, S. X. Xie, Mean-variance portfolio optimization under stochastic income and uncertain exit time, Dynamics of Continuous, Discrete and Impulsive Systems B: Applications and Algorithms, 17, 2010, 131-147.
Y. H. Xu, *Z. F. Li, K. S. Tan, Optimal Investment with Noise Trading Risk, Journal of Systems Science and Complexity, 21, 2008, 519-526.
L. Yi, D. Li, Z. F. Li, Multi-Period Portfolio Selection for Asset-Liability Management with Uncertain Investment Horizon, Journal of Industrial and Management Optimization, 4(3), 2008, 535-552.
S. X. Xie, *Z. F. Li, S. Y. Wang, Continuous-Time Portfolio Selection with Liability: Mean-Variance Model and Stochastic LQ Approach, Insurance: Mathematics and Economics, 42, 2008, 943—953.
Z. F. Li, K. S. Tan, H. L. Yang, Multi-period Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty, North American Actuarial Journal, 12 (1), 2008, 1-18.
Z. F. Li, H. L. Yang, X. T. Deng, Optimal Dynamic Portfolio Selection with Earnings-at-Risk, Journal of Optimization Theory and Applications, 132 (1), 2007, 459-473.
M. C. Cai, X. T. Deng, Z. F. Li, Computation of Arbitrage In Frictional Bond Market, Theoretical Computer Science, 363 (3), 2006, 248-256.
J. Yao, Z. F. Li, K. W. Ng, Model Risk in VaR Estimation: An Empirical Study, International Journal of Information Technology and Decision Making, 5(3), 2006, 503-512.
Z. F. Li, Kai W. Ng, K. S. Tan, H. L. Yang, Best CRP Investment Strategies for Dynamic Portfolio Selection, International Journal of Theoretical and Applied Finance, 9(6), 2006, 951-966.
Z. F. Li, K. W. Ng, K. S. Tan, H. L. Yang, A Closed Form Solution to a Dynamic Portfolio Optimization Problem, Dynamics of Continuous, Discrete and Impulsive Systems B: Applications and Algorithms, 12 (4), 2005, 517-526.
Z. F. Li, K. W. Ng, Looking for Arbitrage or Term Structures in Frictional Markets, Lecture Notes in Computer Science, 3828, 2005, 612-621.
M. C. Cai, X. T. Deng, Z. F. Li, Computation of Arbitrage in Financial Market with Various Types of Frictions, Lecture Notes in Computer Science, 3521, 2005, 270-280.
X. T. Deng, Z. F. Li, S. Y. Wang, H. L. Yang, Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions, Annals of Operations Research, 133, 2005, 265-276.
X. T. Deng, Z. F. Li, S. Y. Wang, A Minimax Portfolio Selection Strategy with Equilibrium, European Journal of Operational Research, 166, 2005, 278-292.
X. T. Deng, Z. F. Li, S. Y Wang. On Computation of Arbitrage for Markets with Friction, Lecture Notes in Computer Science, Vol. 1858, 2000, 309-319.
Z. F. Li, Z. X. Li, S. Y. Wang, X. T. Deng, Optimal Portfolio Selection of Assets with Transaction Costs and No Short Sales, International Journal of Systems Science, 32(5), 2001, 599-607.
Z. F. Li, S. Y. Wang, X. T. Deng, A Linear Programming Algorithm for Optimal Portfolio Selection with Transaction Costs, International Journal of Systems Science, 31(1), 2000, 107-117.
Z. F. Li, S. Y. Wang, A Minimax Inequality for Vector-Valued Mapping, Appl. Math. Lett., 12(5), 1999, 31-35.
S. Y. Wang, Z. F. Li, B. D. Craven, Global Efficiency in Multi-objective Programming, Optimization, 45, 1999, 369-385.
Z. F. Li, Benson Proper Efficiency in Vector Optimization of Set-Valued Maps, J. Optim. Theory Appl., 98(3), 1998, 623-649.
Z. F. Li, S. Y. Wang, A Type of Minimax Inequality for Vector-Valued Mappings, J. Math. Anal. Appl., 227, 1998, 68-80.
Z. F. Li, S. Y. Wang, Connectedness of Supper Efficient Sets in Vector Optimization of Set-Valued Maps, Mathematical Methods of Operations Research, 48, 1998, 207-217.
Z. F. Li, S. Y. Wang, -Approximate Solutions in Multi-objective Optimization, Optimization, 44(2), 1998, 161-174.
Z. F. Li, G. Y. Chen, Lagrangian Multipliers, Saddle Points, and Duality in Vector Optimization of Set-Valued Maps, J. Math. Anal. Appl., 215, 1997, 297-316.
L. Coladas, Z. F. Li, S. Y. Wang, Two Types of Duality in Multi-objective Fractional Programming, Bull. Austral. Math. Soc., 54, 1996, 99-114.
S. Y. Wang, Z. F. Li, Pareto Equilibria in Multicriteria Metagames, Top, 3(2), 1995, 247-263.
Z. F. Li, S. Y. Wang, Lagrangian Multipliers and Saddle Points in Multi-objective Programming, J. Optim. Theory Appl., 83(1), 1994, 64-81.
S. Y. Wang, Z. F. Li, Scalarization and Lagrange Duality in Multi-objective Optimization, Optimization, 26, 1992, 315-324.
部分國內(nèi)期刊論文
陳丹梅,*李仲飛,陳樹敏,信息不對(duì)稱下新產(chǎn)品研發(fā)的合同設(shè)計(jì),《系統(tǒng)科學(xué)與數(shù)學(xué)》,2024,44 (6),1675-1688.
黃金波,尤亦玲,*李仲飛,基于前瞻信息的廣義風(fēng)險(xiǎn)測(cè)度及其對(duì)收益率的預(yù)測(cè),《管理科學(xué)學(xué)報(bào)》, 2024,27 (3),91-111.
周騏,*李仲飛,鄧柏峻,行業(yè)配置、聚類程度與基金業(yè)績,《中國管理科學(xué)》,2024,32 (2), 152-165.
宋亞植,李銀,李仲飛,基于產(chǎn)出效率的中國鋼鐵行業(yè)碳配額分配方案,《資源科學(xué)》,2023,45(2),333-343.
丁杰,*李仲飛,黃金波,綠色信貸政策能夠促進(jìn)企業(yè)綠色創(chuàng)新嗎——基于政策效應(yīng)分化的視角,《金融研究》,2022年第12期,55-72.
馬洪坤,曾辰航,*李仲飛,交叉持股、企業(yè)競(jìng)爭(zhēng)與雙向進(jìn)入遏制,《管理評(píng)論》,2022,34 (12),73-84.
陳崢,*李仲飛,目標(biāo)日期基金應(yīng)對(duì)養(yǎng)老金投資的有效性及最優(yōu)策略選擇,《系統(tǒng)工程理論與實(shí)踐》,2022, 42(12): 3231-3246. (EI)
周騏,李仲飛,曾燕,復(fù)雜網(wǎng)絡(luò)視角下行業(yè)風(fēng)險(xiǎn)傳染與銀行信貸配置,《管理科學(xué)學(xué)報(bào)》,2022, 25(02),24-46.
李仲飛,*黎智滔,劉京軍,市場(chǎng)利率波動(dòng)是否也會(huì)影響銀行的風(fēng)險(xiǎn)承擔(dān)?《金融學(xué)季刊》,2021, 38, 178-200.
李仲飛,劉銀冰,周騏,李明昕,我國房地產(chǎn)業(yè)對(duì)金融行業(yè)風(fēng)險(xiǎn)溢出效應(yīng)的多角度綜合分析,《計(jì)量經(jīng)濟(jì)學(xué)報(bào)》,2020, 1(3), 577-594.
史愛玲,*李仲飛,帶遺產(chǎn)動(dòng)機(jī)和最低業(yè)績約束的DC型養(yǎng)老金的優(yōu)化投資問題,《系統(tǒng)科學(xué)與數(shù)學(xué)》,2021, 61(5).
李仲飛,楊小欣,*包特,名校學(xué)歷:求職敲門磚還是升職踏腳石,《管理科學(xué)學(xué)報(bào)》,2021, 24(5), 1-25.
楊招軍,李仲飛,區(qū)塊鏈資產(chǎn)證券化融資模式創(chuàng)新,《深圳社會(huì)科學(xué)》,2020年第6期.
鄭軍,*李仲飛,丁杰,融資結(jié)構(gòu)、資產(chǎn)估值與道德風(fēng)險(xiǎn)—?jiǎng)討B(tài)金融契約研究綜述,《系統(tǒng)工程理論與實(shí)踐》,2020, 40(8), 159-2175. (EI)
張浩,李仲飛,黃宇元,異質(zhì)性預(yù)期、投資者行為差異與房價(jià)變動(dòng)——基于房地產(chǎn)行為金融學(xué)視角,《管理評(píng)論》,2020年第5期.
陳崢,*李仲飛,曾燕,稅收遞延、退休財(cái)富目標(biāo)與養(yǎng)老金雙賬戶投資策略,《系統(tǒng)工程理論與實(shí)踐》,2020,40 (4),831-851. (EI)
李仲飛,于守金,曹夏平,產(chǎn)業(yè)信貸政策對(duì)于房地產(chǎn)企業(yè)債務(wù)的影響,《經(jīng)濟(jì)學(xué)(季刊)》,2019,18 (4),1373-1396.
黃金波,*李仲飛,考慮下偏矩約束的增強(qiáng)指數(shù)模型,《管理科學(xué)學(xué)報(bào)》,2019,22(12),56-69.
馬洪坤,*李仲飛,基于不完全信息競(jìng)賽理論的員工激勵(lì)機(jī)制研究,《系統(tǒng)工程理論與實(shí)踐》,2019, 39(1): 2535-2548. (EI)
葛浩,*李仲飛,帶機(jī)制轉(zhuǎn)換和隨機(jī)現(xiàn)金流的多期均值--方差資產(chǎn)負(fù)債管理問題的均衡策略,《系統(tǒng)科學(xué)與數(shù)學(xué)》,2019,39 (12),1998-2024.
張浩,*李仲飛,鄧柏峻,利益同盟、腐敗與房價(jià):來自中國的經(jīng)驗(yàn)證據(jù),《管理科學(xué)學(xué)報(bào)》,2018, 21(8): 21-33.
郭倩雯,*李仲飛,公共乘客福利補(bǔ)貼及公交企業(yè)運(yùn)營管制,《系統(tǒng)工程理論與實(shí)踐》,2018,38(4): 994-1002. (EI)
丁杰,李悅雷,曾燕,*李仲飛,P2P網(wǎng)貸中雙向交易者的雙重信息價(jià)值及信息傳遞,《南開管理評(píng)論》,2018年第2期,4-15.
黃金波,*李仲飛,基于CVaR的基金業(yè)績測(cè)度研究,《管理評(píng)論》,30(4),2018,20-32.
孫景云,*李仲飛,李永武,動(dòng)態(tài)投資目標(biāo)下DC型養(yǎng)老基金的最優(yōu)投資策略,《系統(tǒng)工程理論與實(shí)踐》,37(9), 2017,2209-2221. (EI)
黃金波,*李仲飛,丁杰,基于非參數(shù)核估計(jì)方法的均值-VaR模型,《中國管理科學(xué)》,25 (5),2017,1-10.
李仲飛,陳崢,帶有隨機(jī)收入與時(shí)變風(fēng)險(xiǎn)厭惡系數(shù)的最優(yōu)投資-消費(fèi)問題,《系統(tǒng)工程理論與實(shí)踐》,37(7), 2017, 1665-1678. (EI)
黃金波,*李仲飛,分布不確定下的風(fēng)險(xiǎn)對(duì)沖策略及其效用,《中國管理科學(xué)》,25(1), 2017, 1-10.
李仲飛,唐征球,劉倩薇,文化多樣性與股票市場(chǎng)繁榮---基于WVS數(shù)據(jù)的實(shí)證分析,《國際金融研究》,2017年第5期, 69-84.
康志林,*李仲飛,CVaR魯棒均值-CVaR投資組合模型與求解,《運(yùn)籌學(xué)學(xué)報(bào)》, 21(1), 2017, 1-12.
鄧柏峻,*李仲飛,梁權(quán)熙,境外股東持股與股票流動(dòng)性,《金融研究》,2016 (11), 142-157.
李育峰,李仲飛,銀行信用風(fēng)險(xiǎn)與經(jīng)濟(jì)增長的關(guān)系及逆周期資本緩沖,《運(yùn)籌與管理》,25(4),2016, 150-156. (CSCD)
黃金波,*李仲飛,姚海祥,基于CVaR兩步核估計(jì)量的投資組合管理,《管理科學(xué)學(xué)報(bào)》,19(5),2016,114-126.
陳丹梅,*李仲飛,委托代理框架下項(xiàng)目投資的最優(yōu)合同設(shè)計(jì),《中國管理科學(xué)》,24(5), 2016, 92-99.
張浩,李仲飛, 房價(jià)預(yù)期、土地價(jià)格與房地產(chǎn)商行為,《管理評(píng)論》, 28(4), 2016, 52-61.
*黃金波,李仲飛,周鴻濤,期望效用視角下的風(fēng)險(xiǎn)對(duì)沖效率,《中國管理科學(xué)》,24(3),2016,9-17.
[37] 黃金波,李仲飛,姚海祥,條件VaR和條件CVaR的核估計(jì)及其實(shí)證分析,《數(shù)理統(tǒng)計(jì)與管理》,35(2),2016, 232-242.
李仲飛,于守金,鄭軍,房地產(chǎn)屬性、收入差距與房價(jià)變動(dòng)趨勢(shì),《財(cái)經(jīng)研究》,42(7), 2016, 130-141.
李仲飛,鄭軍,黃宇元,有限理性、異質(zhì)預(yù)期與房價(jià)內(nèi)生演化機(jī)制,《經(jīng)濟(jì)學(xué)(季刊)》,14(2) ,2015,453-482.
張浩,李仲飛,鄧柏峻,政策不確定、宏觀沖擊與房價(jià)波動(dòng)——基于LSTVAR模型的實(shí)證分析,《金融研究》,2015年第10期,32-47.
李仲飛,張浩,成本推動(dòng)、需求拉動(dòng)——什么推動(dòng)了中國房價(jià)上漲?《中國管理科學(xué)》,22(5),2015,143-150.
李仲飛,楊亭亭,專利質(zhì)量越高公司投資價(jià)值越大嗎?《管理學(xué)報(bào)》,12(8),2015,1230-1239.
李仲飛,陳樹敏,曾燕,基于時(shí)間不一致性偏好與擴(kuò)散模型的最優(yōu)分紅策略,《系統(tǒng)工程理論與實(shí)踐》,35(7),2015,1633-1645. (EI)
黃金波,*李仲飛,姚海祥,基于CVaR核估計(jì)量的風(fēng)險(xiǎn)管理,《管理科學(xué)學(xué)報(bào)》,17(3),2014,49-59.
李仲飛,姚海祥,不確定退出時(shí)間和隨機(jī)市場(chǎng)環(huán)境下風(fēng)險(xiǎn)資產(chǎn)的動(dòng)態(tài)投資組合選擇,《系統(tǒng)工程理論與實(shí)踐》,34(11),2014,2737-2747. (EI)
鄧柏峻,李仲飛,張浩,限購政策對(duì)房價(jià)的調(diào)控有效嗎,《統(tǒng)計(jì)研究》,31(11),2014,50-57.
*曾燕,李仲飛,朱書尚,伍慧玲,基于CRRA效用準(zhǔn)則的資產(chǎn)負(fù)債管理,《中國管理科學(xué)》,22(10),2014,1-8.
*黃金波,李仲飛,周先波,VaR與CVaR的敏感性凸性及其核估計(jì),《中國管理科學(xué)》,22(8),2014,1-9.
*姚海祥,李仲飛,基于非參數(shù)估計(jì)框架的期望效用最大化最優(yōu)投資組合,《中國管理科學(xué)》,22(1),2014,1-9.
張浩,李仲飛,鄧柏峻,教育資源配置機(jī)制與房價(jià)--我國教育資本化現(xiàn)象的實(shí)證分析,《金融研究》,2014年第5期,193-206.
谷愛玲,李仲飛,曾燕,Ornstein-Uhlenbeck模型下DC養(yǎng)老金計(jì)劃的最優(yōu)投資策略,《應(yīng)用數(shù)學(xué)學(xué)報(bào)》,36(4),2013,715-726.
張玲,李仲飛,收益序列相關(guān)的動(dòng)態(tài)資產(chǎn)-負(fù)債管理,《系統(tǒng)科學(xué)與數(shù)學(xué)》,32(3),2012,297-309.
伊博,李仲飛,曾燕,基于動(dòng)態(tài)VaR約束與隨機(jī)波動(dòng)率模型的最優(yōu)投資策略,《運(yùn)籌學(xué)學(xué)報(bào)》,16(2),2012,77-90.
李仲飛,高金窯,模型不確定性條件下的一般均衡定價(jià),《系統(tǒng)工程理論與實(shí)踐》,31(12),2011,2272-2280. (EI)
李云峰,李仲飛,匯率溝通、實(shí)際干預(yù)與人民幣匯率變動(dòng)---基于結(jié)構(gòu)向量自回歸模型的實(shí)證分析,《國際金融研究》,2011年第4期,30-37.
高金窯,李仲飛,模型不確定性條件下的Robust投資組合有效前沿與CAPM,《中國管理科學(xué)》,18(12),2010,1-16.
李仲飛,袁子甲,參數(shù)不確定性下資產(chǎn)配置的動(dòng)態(tài)均值-方差模型,《管理科學(xué)學(xué)報(bào)》,13(12),2010,1-9.
李云峰,李仲飛,中央銀行溝通策略與效果的國際比較研究,《國際金融研究》,2010年第8期,13-20.
袁子甲,李仲飛,參數(shù)不確定性和效用最大化下的動(dòng)態(tài)投資組合選擇,《中國管理科學(xué)》,18(5),2010,1-6.
陳樹敏,李仲飛,保險(xiǎn)公司實(shí)業(yè)項(xiàng)目投資策略研究,《系統(tǒng)科學(xué)與數(shù)學(xué)》,30(10),2010,1293-1303.(EI)
姚京,李仲飛,從風(fēng)險(xiǎn)管理的角度看金融風(fēng)險(xiǎn)度量,《數(shù)理統(tǒng)計(jì)與管理》,29(4),2010,736-742.
曾燕,李仲飛,線性約束下保險(xiǎn)公司的最優(yōu)投資策略,《運(yùn)籌學(xué)學(xué)報(bào)》,14(2),2010,106-118.
高金窯,李仲飛,模型不確定條件下穩(wěn)健投資行為與資產(chǎn)定價(jià),《系統(tǒng)工程學(xué)報(bào)》,24(5),2009,546-552.
姚海祥,李仲飛,不同借貸利率下的投資組合選擇---基于均值和VaR的效用最大化模型,《系統(tǒng)工程理論與實(shí)踐》,29(1),2009,22-28. (EI)
曾燕,李仲飛,基于監(jiān)管的保險(xiǎn)公司最優(yōu)比例再保險(xiǎn)策略,《系統(tǒng)科學(xué)與數(shù)學(xué)》,29(11),2009,1496-1506.
姚海祥,李仲飛,最低投資比例約束下的證券組合模型及有效邊界解析式,《運(yùn)籌學(xué)學(xué)報(bào)》,13(2),2009,119-128.
許云輝,李仲飛,基于收益序列相關(guān)的動(dòng)態(tài)投資組合選擇,《系統(tǒng)工程理論與實(shí)踐》,28(8),2008,123-131. (EI)
姚海祥,李仲飛,限制最大損失時(shí)的證券投資組合模型及有效邊界解析表達(dá)式,《中國管理科學(xué)》,2008,16(3),23-30.
李仲飛,從建發(fā),最優(yōu)多期比例再保險(xiǎn)策略的必要條件,《系統(tǒng)科學(xué)與數(shù)學(xué)》,2008,28(11),1354-1362.
姚海祥,易建新,李仲飛,社會(huì)福利函數(shù)的防止策略性操縱研究,《系統(tǒng)管理學(xué)報(bào)》,2008,17(2),146-150
姚海祥,易建新,李仲飛,協(xié)方差矩陣退化情形均值-CVaR模型的有效邊界,《數(shù)理統(tǒng)計(jì)與管理》,2008,27(1),111-117.
李仲飛,顏至宏,姚京,樊婷婷,常琳,從風(fēng)險(xiǎn)管理視角解析中航油事件,《系統(tǒng)工程理論與實(shí)踐》,27(1),2007,23-32. (EI)
謝樹香,李仲飛,帶負(fù)債的連續(xù)時(shí)間最優(yōu)資產(chǎn)組合選擇,《系統(tǒng)科學(xué)與數(shù)學(xué)》,27(6),2007, 801-810.
何興強(qiáng),李仲飛,上證股市收益的長期記憶:基于V/S的經(jīng)驗(yàn)分析,《系統(tǒng)工程理論與實(shí)踐》,26(12),2006,47-54. (EI)
姚京,袁子甲,李仲飛,基于相對(duì)VaR 的資產(chǎn)配置和資本資產(chǎn)定價(jià)模型,《數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究》,22(12),2005,133-142.
姚海祥,易建新,李仲飛,奇異方差-協(xié)方差矩陣的種風(fēng)險(xiǎn)資產(chǎn)有效邊界的特征,《數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究》,22(1),2005,107-113.
姚京,李仲飛,VaR 估計(jì)中的模型風(fēng)險(xiǎn)---檢驗(yàn)方法與實(shí)證研究,《管理評(píng)論》,17(10),2005,3-7.
李仲飛,陳國俊,對(duì)投資組合選擇的Telser安全-首要模型的一些討論,《系統(tǒng)工程理論與實(shí)踐》,25(4),2005,8-14. (EI)
李仲飛,梅琳,CRRA、LA和DA三種效用模型的比較分析--資產(chǎn)配置理論的進(jìn)化和發(fā)展,《管理評(píng)論》,16(11),2004,9-15. (封面文章)
姚京,李仲飛,基于VaR的金融資產(chǎn)配置模型,《中國管理科學(xué)》,12(1),2004年,8-14.
李仲飛,姚京,安全第一準(zhǔn)則下的動(dòng)態(tài)資產(chǎn)組合選擇,《系統(tǒng)工程理論與實(shí)踐》,24(1),2004,41-45. (EI)
李仲飛,姚京,中國滬深股市整合性的實(shí)證分析,《管理評(píng)論》,16(1),2004,27-30.
姚海祥,易建新,李仲飛,阿羅不可能性定理的幾個(gè)等價(jià)形式,《運(yùn)籌與管理》,13(5),2004,59-61.
李仲飛,汪壽陽,摩擦市場(chǎng)的最優(yōu)消費(fèi)-投資組合選擇,《系統(tǒng)科學(xué)與數(shù)學(xué)》,24(3),2004,406-416.
李仲翔,李仲飛,陸軍,投資基金業(yè)的跨界活動(dòng)與障礙,《國際金融研究》,2003年第2期,23-25.
李仲飛,汪壽陽,EaR風(fēng)險(xiǎn)度量與動(dòng)態(tài)投資決策,《數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究》,2003年第1期,45-51.
李仲飛,汪壽陽,楊海亮,有摩擦金融市場(chǎng)的弱無套利性,《中國管理科學(xué)》,10(3),2002,1-5.
李仲飛,汪壽陽,鄧小鐵,摩擦市場(chǎng)的利率期限結(jié)構(gòu)的無套利分析,《系統(tǒng)科學(xué)與數(shù)學(xué)》,22(3),2002,285-295.
李仲翔,李仲飛,汪壽陽,論基金產(chǎn)品監(jiān)管的創(chuàng)新,《投資與證券》,2001,10.
李仲翔,李仲飛,汪壽陽,美國人眼中的獨(dú)立董事,《中外管理》,2001年第7期,14-15. (封面文章)
李仲翔,李仲飛,投資者保護(hù)和證券保險(xiǎn):美國的實(shí)踐及對(duì)中國證券業(yè)建立保險(xiǎn)機(jī)制的建議,人大復(fù)印報(bào)刊資料《投資與證券》,2000,8,10-13.
李仲飛,李仲翔,金融數(shù)學(xué)介紹,《自然辯證法通訊》,21(120),1999,76-81.
李仲飛,集值映射向量優(yōu)化的Benson真有效性,《應(yīng)用數(shù)學(xué)學(xué)報(bào)》,21(1),1998,123-134.
李仲飛,汪壽陽,多目標(biāo)規(guī)劃的整體解,《系統(tǒng)科學(xué)與數(shù)學(xué)》,15(1),1995, 30-32.
汪壽陽,李仲飛,楊豐梅,多目標(biāo)規(guī)劃的一個(gè)標(biāo)量化定理,《科學(xué)通報(bào)》, 38(1),1993,5-7.
李仲飛,汪壽陽,多目標(biāo)規(guī)劃的Lagrange對(duì)偶與標(biāo)量化定理,《系統(tǒng)科學(xué)與數(shù)學(xué)》,13(3),1993,211-217.