| 2006 |
|---|
| 9 | EE | Jing Yao,
Zhongfei Li,
Kai W. Ng:
Model Risk in Var Estimation: an Empirical Study.
International Journal of Information Technology and Decision Making 5(3): 503-512 (2006) |
| 8 | EE | Mao-cheng Cai,
Xiaotie Deng,
Zhongfei Li:
Computation of arbitrage in frictional bond markets.
Theor. Comput. Sci. 363(3): 248-256 (2006) |
| 2005 |
|---|
| 7 | EE | Mao-cheng Cai,
Xiaotie Deng,
Zhongfei Li:
Computation of Arbitrage in a Financial Market with Various Types of Frictions.
AAIM 2005: 270-280 |
| 6 | EE | Zhongfei Li,
Kai W. Ng:
Looking for Arbitrage or Term Structures in Frictional Markets.
WINE 2005: 612-621 |
| 5 | EE | Xiaotie Deng,
Zhongfei Li,
Shouyang Wang,
Hailiang Yang:
Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
Annals OR 133(1-4): 265-276 (2005) |
| 4 | EE | Xiaotie Deng,
Zhongfei Li,
Shouyang Wang:
A minimax portfolio selection strategy with equilibrium.
European Journal of Operational Research 166(1): 278-292 (2005) |
| 2002 |
|---|
| 3 | EE | Xiaotie Deng,
Zhongfei Li,
Shouyang Wang:
Computational Complexity of Arbitrage in Frictional Security Market.
Int. J. Found. Comput. Sci. 13(5): 681-684 (2002) |
| 2000 |
|---|
| 2 | EE | Xiaotie Deng,
Zhongfei Li,
Shouyang Wang:
On Computation of Arbitrage for Markets with Friction.
COCOON 2000: 310-319 |
| 1 | EE | Zhongfei Li,
Shouyang Wang,
Xiaotie Deng:
A linear programming algorithm for optimal portfolio selection with transaction costs.
Int. J. System Science 31(1): 107-117 (2000) |
