| Optimal time-consistent investment and reinsurance policies for mean-variance insurers Y Zeng, Z Li Insurance: Mathematics and Economics 49 (1), 145-154, 2011 | 260 | 2011 |
| ESG disclosure and corporate financial irregularities–Evidence from Chinese listed firms X Yuan, Z Li, J Xu, L Shang Journal of Cleaner Production 332, 129992, 2022 | 210 | 2022 |
| 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 | 179 | 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 | 175 | 2013 |
| A minimax portfolio selection strategy with equilibrium XT Deng, ZF Li, SY Wang European Journal of operational research 166 (1), 278-292, 2005 | 172 | 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 | 157 | 2008 |
| 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 | 150 | 2012 |
| Benson proper efficiency in the vector optimization of set-valued maps ZF Li Journal of Optimization Theory and Applications 98 (3), 623-649, 1998 | 139 | 1998 |
| 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 | 125 | 2013 |
| 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 | 109 | 2010 |
| 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 | 98 | 1997 |
| Mean-CVaR portfolio selection: A nonparametric estimation framework H Yao, Z Li, Y Lai Computers & Operations Research 40, 1014-1022, 2013 | 92 | 2013 |
| Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk Z Chen, Z Li, Y Zeng, J Sun Insurance: Mathematics and Economics 75, 137-150, 2017 | 90 | 2017 |
| Foreign institutional ownership and liquidity commonality around the world B Deng, Z Li, Y Li Journal of Corporate Finance 51, 20-49, 2018 | 87 | 2018 |
| Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria B Yi, F Viens, Z Li, Y Zeng Scandinavian Actuarial Journal 2015 (8), 725-751, 2015 | 85 | 2015 |
| 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 | 83 | 2000 |
| 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 | 82 | 2013 |
| 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 | 80 | 2013 |
| Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model J Sun, Z Li, Y Zeng Insurance: Mathematics and Economics 67, 158-172, 2016 | 78 | 2016 |
| Lagrangian Multipliers and Saddle Points in Multiobjective Programming ZFLSY Wang Journal of Optimization Theory and Applications 83 (1), 64－81, 1994 | 76* | 1994 |
