讲席教授 |商学院, 金融系
中国科学院管理学博士,现任南方科技大学讲席教授、国务院学位委员会学科评议组成员,曾获教育部CJ学者特聘教授、国家杰青、全国模范教师、国务院政府特殊津贴专家、全国百篇优秀博士学位论文、新中国成立70周年观礼嘉宾等奖励与荣誉。
曾任中山大学社科处处长、管理学院执行院长、创业学院院长,现兼任国家社会科学基金学科评审组专家,中国系统工程学会副理事长,中国优选法统筹法与经济数学研究会副理事长及其量化金融与保险分会理事长,中国管理科学与工程学会常务理事及其金融计量与风险管理分会副理事长,《中国管理科学》《系统工程理论与实践》《系统工程学报》《管理工程学报》《管理评论》《计量经济学报》《工程管理科技前沿》《International Journal of Financial Engineering》《Journal of the Operations Research Society of China》《Journal of Systems Science and Information》等十多个国内外期刊的领域主编、副主编或编委。
研究领域包括金融科技与数字金融、金融工程与风险管理、金融市场与投资、金融经济学、保险与精算。在这些领域,他主持了国家自然科学基金重大项目课题、创新群体项目、重点项目、杰青项目、与香港研究资助局联合科研基金项目等科研项目,参加了国家“973计划”项目、国家社科基金重大项目(子课题负责人)、国家自然科学基金重大研究计划集成项目等项目。在《科学出版社》等出版学术专著6部,在国内外权威学术期刊发表论文200余篇。作为第一获奖人获教育部人文社会科学研究优秀成果二等奖一项以及广东省哲学社会科学优秀成果一等奖两项。入选教育部新世纪优秀人才支持计划,Elsevier 中国高被引学者榜单,全球前2%顶尖科学家榜单等。
曾获广东教育教学成果奖(高等教育)一等奖,全国普通高校哲学社会科学研究管理先进集体及先进个人,广东省高等学校“千百十工程”第五批先进团队学科带头人。在由《世界经理人》周刊(World Executive Weekly)、《世界企业家》杂志(World Entrepreneur Magazine)、《总裁》杂志(Meet Boss)联合主办的2012(第十届)“世界/中国最具影响力MBA 排行榜评选活动中,被授予“中国十大最受尊敬商学院院长”荣誉称号。
个人简介
研究领域
金融科技与数字金融
金融市场与投资
金融工程与风险管理
金融经济学
保险与精算
教学
投资学(研究生)
金融衍生品(本科生)
学术成果 查看更多
专著
- 姚海祥,李仲飞,马庆华,基于均值和风险的投资组合选择,北京:科学出版社,2017
- 李仲飞等著,创新型城市建设的理论与实践,北京:科学出版社,2014
- 李仲飞等著,珠三角自主创新能力研究,广州:广东人民出版社,2014
- 樊婷婷,李仲飞,组合信用风险管理研究—因子模型及其应用,广州:中山大学出版社,2011
- 李仲翔,李仲飞,汪寿阳,以风险为基础的基金监管现代化,北京:清华大学出版社,2002
- 李仲飞,汪寿阳,投资组合优化与无套利分析,北京:科学出版社,2001
部分国际期刊论文(期刊收录情况基于网络版,*表示通讯作者)
- 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 (SSCI)
- 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. (SSCI)
- 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. (SCI)
- 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. (SCI)
- 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. (SSCI)
- 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. (SCI)
- 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. (SCI/SSCI)
- Y. W. Li, *Z. F. Li, S. Y. Wang, Z. Q. Xu, Dividend optimization for jump-diffusion model with solvency constraints, Operations Research Letters, 2020, 48, 170-175. (SCI/SSCI)
- 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. (SSCI)
- 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. (SCI/SSCI)
- Q. W. Guo, S. M. Chen, Schonfeld, *Z. F. Li,, How time-inconsistent preferences affect investment timing for rail transit, Transportation Research Part B, 118, 2018, 172-192. (SCI)
- 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. (SCI/SSCI)
- 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. (SCI/SSCI)
- 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. (SCI)
- 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.(SCI)
- 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. (SCI)
- S. M. Chen, *Z. F. Li, Y. Zeng, Optimal dividend strategy with time-inconsistent preferences and ruin penalty, SIAM Journal on Financial Mathematics, 9 (1), 2018, 274-314. (SCI/SSCI)
- 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. (SCI/SSCI)
- 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 (SCI/SSCI)
- 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. (SCI)
- 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. (SCI, SSCI)
- 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. (SSCI)
- 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. (SCI)
- 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. (SCI)
- 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. (SCI)
- 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. (SCI)
- 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. (SCI)
- 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. (SCI)
- 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. (SSCI)
- 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. (SCI, SSCI)
- 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. (SCI, SSCI)
- 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. (SCI)
- 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. (SSCI)
- Y. H. Huang, 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. (SSCI)
- 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. (SCI, SSCI)
- 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. (SCI, SSCI)
- 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. (SCI)
- 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. (SCI, SSCI, EI).
- 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. (SCI, SSCI)
- 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. (SCI, SSCI)
- 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. (SCI, SSCI)
- 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. (SCI, SSCI, EI)
- 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. (SCI, SSCI, EI)
- 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. (SCI, SSCI)
- 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. (SCI, SSCI)
- 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. (SCI, EI)
- 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. (SCI, EI)
- 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. (SCI, SSCI)
- 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. (SCI, SSCI)
- 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. (SCI, EI)
- 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. (SCI, SSCI)
- 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. (SCI, SSCI)
- 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. (SSCI, SCI)
- M. C. Cai, X. T. Deng, Z. F. Li, Computation of Arbitrage In Frictional Bond Market, Theoretical Computer Science, 363 (3), 2006, 248-256. (SCI)
- 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. (SCI)
- Z. F. Li, K. W. Ng, Looking for Arbitrage or Term Structures in Frictional Markets, Lecture Notes in Computer Science, 3828, 2005, 612-621. (SCI) (ISTP)
- 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. (SCI) (EI) (ISTP)
- 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. (SCI) (ISTP)
- 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. (SSCI) (SCI) (EI) (ISTP)
- 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. (SCI) (ISTP)
- 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. (SCI) (EI)
- 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. (SCI) (EI)
- Z. F. Li, S. Y. Wang, A Minimax Inequality for Vector-Valued Mapping, Appl. Math. Lett., 12(5), 1999, 31-35. (SCI)
- 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. (SCI)
- Z. F. Li, S. Y. Wang, A Type of Minimax Inequality for Vector-Valued Mappings, J. Math. Anal. Appl., 227, 1998, 68-80. (SCI)
- 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. (SCI) (EI)
- 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. (SCI)
- 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. (SCI)
- S. Y. Wang, Z. F. Li, Scalarization and Lagrange Duality in Multi-objective Optimization, Optimization, 26, 1992, 315-324. 部分国内期刊论文
- 杨招军,李仲飞,区块链资产证券化融资模式创新,《深圳社会科学》,2020年第6期.
- 郑军,*李仲飞,丁杰,融资结构、资产估值与道德风险—动态金融契约研究综述,《系统工程理论与实践》,2020, 40(8), 159-2175.
- 张浩,李仲飞,黄宇元,异质性预期、投资者行为差异与房价变动——基于房地产行为金融学视角,《管理评论》,2020年第5期.
- 陈峥,*李仲飞,曾燕,税收递延、退休财富目标与养老金双账户投资策略,《系统工程理论与实践》,2020,40 (4),831-851.
- 李仲飞,于守金,曹夏平,产业信贷政策对于房地产企业债务的影响,《经济学(季刊)》,2019,18 (4),1373-1396.
- 黄金波,*李仲飞,考虑下偏矩约束的增强指数模型,《管理科学学报》,2019,22(12),56-69.
- 马洪坤,*李仲飞,基于不完全信息竞赛理论的员工激励机制研究,《系统工程理论与实践》,2019, 39(1): 2535-2548.
- 张浩,*李仲飞,邓柏峻,利益同盟、腐败与房价:来自中国的经验证据,《管理科学学报》,2018, 21(8): 21-33.
- 郭倩雯,*李仲飞,公共乘客福利补贴及公交企业运营管制,《系统工程理论与实践》,2018,38(4): 994-1002.
- 丁杰,李悦雷,曾燕,*李仲飞,P2P网贷中双向交易者的双重信息价值及信息传递,《南开管理评论》,2018年第2期,4-15.
- 黄金波,*李仲飞,基于CVaR的基金业绩测度研究,《管理评论》,30(4),2018,20-32.
- 孙景云,*李仲飞,李永武,动态投资目标下DC型养老基金的最优投资策略,《系统工程理论与实践》,37(9), 2017,2209-2221.
- 黄金波,*李仲飞,丁杰,基于非参数核估计方法的均值-VaR模型,《中国管理科学》,25 (5),2017,1-10.
- 李仲飞,陈峥,带有随机收入与时变风险厌恶系数的最优投资-消费问题,《系统工程理论与实践》,37(7), 2017, 1665-1678.
- 黄金波,*李仲飞,分布不确定下的风险对冲策略及其效用,《中国管理科学》,25(1), 2017, 1-10.
- 李仲飞,唐征球,刘倩薇,文化多样性与股票市场繁荣—基于WVS数据的实证分析,《国际金融研究》,2017年第5期, 69-84.
- 康志林,*李仲飞,CVaR鲁棒均值-CVaR投资组合模型与求解,《运筹学学报》, 21(1), 2017, 1-12.
- 邓柏峻,*李仲飞,梁权熙,境外股东持股与股票流动性,《金融研究》,2016 (11), 142-157.
- 李育峰,李仲飞,银行信用风险与经济增长的关系及逆周期资本缓冲,《运筹与管理》,25(4),2016, 150-156. (CSCD)
- 黄金波,*李仲飞,姚海祥,基于CVaR两步核估计量的投资组合管理,《管理科学学报》,19(5),2016,114-126.
- 陈丹梅,*李仲飞,委托代理框架下项目投资的最优合同设计,《中国管理科学》,24(5), 2016, 92-99.
- 张浩,李仲飞, 房价预期、土地价格与房地产商行为,《管理评论》, 28(4), 2016, 52-61.
- *黄金波,李仲飞,周鸿涛,期望效用视角下的风险对冲效率,《中国管理科学》,24(3),2016,9-17.
- 黄金波,李仲飞,姚海祥,条件VaR和条件CVaR的核估计及其实证分析,《数理统计与管理》,35(2),2016, 232-242.
- 李仲飞,于守金,郑军,房地产属性、收入差距与房价变动趋势,《财经研究》,42(7), 2016, 130-141.
- 李仲飞,郑军,黄宇元,有限理性、异质预期与房价内生演化机制,《经济学(季刊)》,14(2) ,2015,453-482.
- 张浩,李仲飞,邓柏峻,政策不确定、宏观冲击与房价波动——基于LSTVAR模型的实证分析,《金融研究》,2015年第10期,32-47.
- 李仲飞,张浩,成本推动、需求拉动——什么推动了中国房价上涨?《中国管理科学》,22(5),2015,143-150.
- 李仲飞,杨亭亭,专利质量越高公司投资价值越大吗?《管理学报》,12(8),2015,1230-1239.
- 李仲飞,陈树敏,曾燕,基于时间不一致性偏好与扩散模型的最优分红策略,《系统工程理论与实践》,35(7),2015,1633-1645. (EI)
- 黄金波,*李仲飞,姚海祥,基于CVaR核估计量的风险管理,《管理科学学报》,17(3),2014,49-59.
- 李仲飞,姚海祥,不确定退出时间和随机市场环境下风险资产的动态投资组合选择,《系统工程理论与实践》,34(11),2014,2737-2747. (EI)
- 邓柏峻,李仲飞,张浩,限购政策对房价的调控有效吗,《统计研究》,31(11),2014,50-57.
- *曾燕,李仲飞,朱书尚,伍慧玲,基于CRRA效用准则的资产负债管理,《中国管理科学》,22(10),2014,1-8.
- *黄金波,李仲飞,周先波,VaR与CVaR的敏感性凸性及其核估计,《中国管理科学》,22(8),2014,1-9.
- *姚海祥,李仲飞,基于非参数估计框架的期望效用最大化最优投资组合,《中国管理科学》,22(1),2014,1-9.
- 张浩,李仲飞,邓柏峻,教育资源配置机制与房价–我国教育资本化现象的实证分析,《金融研究》,2014年第5期,193-206.
- 谷爱玲,李仲飞,曾燕,Ornstein-Uhlenbeck模型下DC养老金计划的最优投资策略,《应用数学学报》,36(4),2013,715-726.
- 张玲,李仲飞,收益序列相关的动态资产-负债管理,《系统科学与数学》,32(3),2012,297-309.
- 伊博,李仲飞,曾燕,基于动态VaR约束与随机波动率模型的最优投资策略,《运筹学学报》,16(2),2012,77-90.
- 李仲飞,高金窑,模型不确定性条件下的一般均衡定价,《系统工程理论与实践》,31(12),2011,2272-2280. (EI)
- 李云峰,李仲飞,汇率沟通、实际干预与人民币汇率变动—基于结构向量自回归模型的实证分析,《国际金融研究》,2011年第4期,30-37.
- 高金窑,李仲飞,模型不确定性条件下的Robust投资组合有效前沿与CAPM,《中国管理科学》,18(12),2010,1-16.
- 李仲飞,袁子甲,参数不确定性下资产配置的动态均值-方差模型,《管理科学学报》,13(12),2010,1-9.
- 李云峰,李仲飞,中央银行沟通策略与效果的国际比较研究,《国际金融研究》,2010年第8期,13-20.
- 袁子甲,李仲飞,参数不确定性和效用最大化下的动态投资组合选择,《中国管理科学》,18(5),2010,1-6.
- 陈树敏,李仲飞,保险公司实业项目投资策略研究,《系统科学与数学》,30(10),2010,1293-1303.(EI)
- 姚京,李仲飞,从风险管理的角度看金融风险度量,《数理统计与管理》,29(4),2010,736-742.
- 曾燕,李仲飞,线性约束下保险公司的最优投资策略,《运筹学学报》,14(2),2010,106-118.
- 高金窑,李仲飞,模型不确定条件下稳健投资行为与资产定价,《系统工程学报》,24(5),2009,546-552.
- 姚海祥,李仲飞,不同借贷利率下的投资组合选择—基于均值和VaR的效用最大化模型,《系统工程理论与实践》,29(1),2009,22-28. (EI)
- 曾燕,李仲飞,基于监管的保险公司最优比例再保险策略,《系统科学与数学》,29(11),2009,1496-1506.
- 姚海祥,李仲飞,最低投资比例约束下的证券组合模型及有效边界解析式,《运筹学学报》,13(2),2009,119-128.
- 许云辉,李仲飞,基于收益序列相关的动态投资组合选择,《系统工程理论与实践》,28(8),2008,123-131. (EI)
- 姚海祥,李仲飞,限制最大损失时的证券投资组合模型及有效边界解析表达式,《中国管理科学》,2008,16(3),23-30.
- 李仲飞,从建发,最优多期比例再保险策略的必要条件,《系统科学与数学》,2008,28(11),1354-1362.
- 姚海祥,易建新,李仲飞,社会福利函数的防止策略性操纵研究,《系统管理学报》,2008,17(2),146-150
- 姚海祥,易建新,李仲飞,协方差矩阵退化情形均值-CVaR模型的有效边界,《数理统计与管理》,2008,27(1),111-117.
- 李仲飞,颜至宏,姚京,樊婷婷,常琳,从风险管理视角解析中航油事件,《系统工程理论与实践》,27(1),2007,23-32. (EI)
- 谢树香,李仲飞,带负债的连续时间最优资产组合选择,《系统科学与数学》,27(6),2007, 801-810.
- 何兴强,李仲飞,上证股市收益的长期记忆:基于V/S的经验分析,《系统工程理论与实践》,26(12),2006,47-54. (EI)
- 姚京,袁子甲,李仲飞,基于相对VaR 的资产配置和资本资产定价模型,《数量经济技术经济研究》,22(12),2005,133-142.
- 姚海祥,易建新,李仲飞,奇异方差-协方差矩阵的 种风险资产有效边界的特征,《数量经济技术经济研究》,22(1),2005,107-113.
- 姚京,李仲飞,VaR 估计中的模型风险—检验方法与实证研究,《管理评论》,17(10),2005,3-
- 李仲飞,陈国俊,对投资组合选择的Telser安全-首要模型的一些讨论,《系统工程理论与实践》,25(4),2005,8-14. (EI)
- 李仲飞,梅琳,CRRA、LA和DA三种效用模型的比较分析–资产配置理论的进化和发展,《管理评论》,16(11),2004,9-15. (封面文章)
- 姚京,李仲飞,基于VaR的金融资产配置模型,《中国管理科学》,12(1),2004年,8-14.
- 李仲飞,姚京,安全第一准则下的动态资产组合选择,《系统工程理论与实践》,24(1),2004,41-45. (EI)
- 李仲飞,姚京,中国沪深股市整合性的实证分析,《管理评论》,16(1),2004,27-30.
- 姚海祥,易建新,李仲飞,阿罗不可能性定理的几个等价形式,《运筹与管理》,13(5),2004,59-61.
- 李仲飞,汪寿阳,摩擦市场的最优消费-投资组合选择,《系统科学与数学》,24(3),2004,406-416.
- 李仲翔,李仲飞,陆军,投资基金业的跨界活动与障碍,《国际金融研究》,2003年第2期,23-25.
- 李仲飞,汪寿阳,EaR风险度量与动态投资决策,《数量经济技术经济研究》,2003年第1期,45-51.
- 李仲飞,汪寿阳,杨海亮,有摩擦金融市场的弱无套利性,《中国管理科学》,10(3),2002,1-5.
- 李仲飞,汪寿阳,邓小铁,摩擦市场的利率期限结构的无套利分析,《系统科学与数学》,22(3),2002,285-295.
- 李仲翔,李仲飞,汪寿阳,论基金产品监管的创新,《投资与证券》,2001,
- 李仲翔,李仲飞,汪寿阳,美国人眼中的独立董事,《中外管理》,2001年第7期,14-15. (封面文章)
- 李仲翔,李仲飞,投资者保护和证券保险:美国的实践及对中国证券业建立保险机制的建议,人大复印报刊资料《投资与证券》,2000,8,10-13.
- 李仲飞,李仲翔,金融数学介绍,《自然辩证法通讯》,21(120),1999,76-81.
- 李仲飞,集值映射向量优化的Benson真有效性,《应用数学学报》,21(1),1998,123-134.
- 李仲飞,汪寿阳,多目标规划的整体解,《系统科学与数学》,15(1),1995, 30-32.
- 汪寿阳,李仲飞,杨丰梅,多目标规划的一个标量化定理,《科学通报》, 38(1),1993,5-7.
- 李仲飞,汪寿阳,多目标规划的Lagrange对偶与标量化定理, 《系统科学与数学》,13(3),1993,211-217.