Li Zeng

Continuous-Time Mean-Variance Portfolio Selection Problem with Ho-Lee Stochastic Interest Rates

Chuangwei Lin, Li Zeng, 2017 .

Application of Markowitz's Portfolio Theory in Obtaining the Best Portfolio in the Stock Market

Li Zeng, Xiao Chao, Xinyuan Tao, 2019, Proceedings of The First International Symposium on Management and Social Sciences (ISMSS 2019).

Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan

Huiling Wu, Li Zeng, Xiuguo Wang, 2020, Journal of Industrial & Management Optimization.

Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase

Huiling Wu, Chuangwei Lin, Li Zeng, 2019, Journal of Industrial & Management Optimization.

Mean-variance Portfolio Selection Problem with Vasicek Stochastic Interest Rates

Chuangwei Lin, Li Zeng, 2018 .