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Zhongfei Li: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Mao-cheng Cai, Xiaotie Deng, Zhongfei Li
    Computation of Arbitrage in a Financial Market with Various Types of Frictions. [Citation Graph (0, 0)][DBLP]
    AAIM, 2005, pp:270-280 [Conf]
  2. Xiaotie Deng, Zhongfei Li, Shouyang Wang
    On Computation of Arbitrage for Markets with Friction. [Citation Graph (0, 0)][DBLP]
    COCOON, 2000, pp:310-319 [Conf]
  3. Zhongfei Li, Kai W. Ng
    Looking for Arbitrage or Term Structures in Frictional Markets. [Citation Graph (0, 0)][DBLP]
    WINE, 2005, pp:612-621 [Conf]
  4. Xiaotie Deng, Zhongfei Li, Shouyang Wang
    Computational Complexity of Arbitrage in Frictional Security Market. [Citation Graph (0, 0)][DBLP]
    Int. J. Found. Comput. Sci., 2002, v:13, n:5, pp:681-684 [Journal]
  5. Jing Yao, Zhongfei Li, Kai W. Ng
    Model Risk in Var Estimation: an Empirical Study. [Citation Graph (0, 0)][DBLP]
    International Journal of Information Technology and Decision Making, 2006, v:5, n:3, pp:503-512 [Journal]
  6. Mao-cheng Cai, Xiaotie Deng, Zhongfei Li
    Computation of arbitrage in frictional bond markets. [Citation Graph (0, 0)][DBLP]
    Theor. Comput. Sci., 2006, v:363, n:3, pp:248-256 [Journal]
  7. Xiaotie Deng, Zhongfei Li, Shouyang Wang
    A minimax portfolio selection strategy with equilibrium. [Citation Graph (0, 0)][DBLP]
    European Journal of Operational Research, 2005, v:166, n:1, pp:278-292 [Journal]

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