[1] Yao, Li, Multi-stage Mean-Variance Model and Separation Theorem of Two Funds, China Management Science Album [2] Gao Jinyao, Li, Efficient Frontier of Robust Portfolio under Model Uncertainty and CAPM, China Management Science, 18( 12). 1- 16 [3] Li, Yuan Zijia, Dynamic Mean-Variance Model of Asset Allocation under Parameter Uncertainty, journal of management sciences in china, China, 13( 12), 20 10,1-. 1293- 1303] Li Yunfeng, Li, International 20 10, 736-742 [7] Yao, Li, Separation Theorem of Maximal Linear Independent Group of Securities Returns and Two Funds, Practice and Understanding of Mathematics, 40 (/kloc-0) China Management Science, 18(5), 20 10, 1-6 [9], Li,, Optimal Strategy and Technology Investment of Insurance Companies, Control Theory and Application, 27(7), 2010,866. 106-118 [11] Li, Li Kemian, Optimal Investment in Derivatives with Random Fluctuations under Dynamic VaR Constraints. 184-192 [12] Ceng Yan and Li, Optimal proportional reinsurance strategy of insurance companies based on supervision, System Science and Mathematics, 29( 1 1), 2009,1496. Robust investment behavior and asset pricing under model uncertainty, Journal of Systems Engineering, 24(5), 2009,546-552 [14], Yuan Zijia, Li, Li Duan, Coefficient under VaR risk measurement: estimation method and empirical research, System Engineering Theory and Practice, 29(7). Analytic formula of portfolio model and efficient boundary with minimum investment ratio constraint, Journal of Operational Research, 13(2), 2009,119-128 [16] Yuan Zijia, Li, and mean value based on Bayesian method. 20-2 1 [17] Yao and Li, portfolio selection under different loan interest rates-utility maximization model based on mean and CVaR, Systems Engineering Theory and Practice, 29( 1), 2009, 22-28 (ei) [66] 1 1- 165438 Li, series 13, 2008, from Jianfa, Necessary conditions for optimal multi-period proportional reinsurance strategy, System Science and Mathematics, 28( 1 1), 2008. 48(4), 2008, 184- 192 [22] Xu Yunhui, Li, Dynamic Portfolio Selection Based on Correlation of Return Series, Systems Engineering Theory and Practice, 28(8), 2008, 123-65438+. Journal of Systems Management, 17(2), 2008, 146- 150 [24] Yao and Li, analytic expression of portfolio model and efficient bound under maximum loss limit, China Management Science, 16(3). Effective Bounds of Mean -CVaR Model with Covariance Matrix Degeneration, Mathematical Statistics and Management, 27( 1), 2008,1-117 [26], Xie Shuxiang, Li, with liabilities. 80 1-8 10 [27] Yao, Yi Jianxin, Li, Characteristics of Social Welfare Function Dictatorship, Practice and Understanding of Mathematics, 37( 1 1), 2007,157-65433. Theory and Practice of Systems Engineering, 27( 1), 2007, 23-32(EI) [29], Li, Ruin Model in Loan Portfolio, Prediction, 26( 1), 2007, 44-48 [38] 26 (/kloc) Portfolio Investment and Asymmetric Risk: Risk-return Analysis 1 1 2006, 10- 12 [33] Huang Litu, Liu Bei, Li, Contract Design of Agent Construction System Dilemma, Modern Management Science, No.9, 2006,/ 8,2006,97-109 [35], Li, Bankruptcy Probability Analysis of Loan Portfolio, Modern Management Science, 2006, No.6, 5-6,43 [36], Chi Jiayu, Shen Shuguang, Li, Analysis of Risk Factors and Control Mode in the Whole Life Cycle of the Olympic Games, 593 [ 77-82,93 [38], Li, Steady-state analysis of asset pricing model based on habit formation, Southern Economy, No.2, 2006, 38. Some research progress of financial engineering and risk management-A summary of the second international symposium on risk management and the third international symposium on financial system engineering, Southern Economy, No.2, 2006, 116-120 [40], Yuan Zijia, Li, Asset Allocation Based on Relative VaR, 22( 12), 2005,133-142. Characteristics of the Efficient Bound of Singular Variance-Covariance Matrix of Venture Capital, Quantitative Economic Research, 22( 1), 2005,107-13 [43], Model Risk-Test Method and Empirical Research in VaR Estimation. 3-7 [44] Li, Non-arbitrage Asset Pricing in Multi-period Securities Market with Friction, Journal of Sun Yat-sen University (Social Science Edition), 45(4), 2005,117-123 [45] Li,./kloc-0. 9- 15 (cover article) [46] Several equivalent forms of Yao, Yi Jianxin, Li and Arrow's impossibility theorem, Logistics and Management, 13(5) System Science and Mathematics, 24(3), 2004,406-416. 8- 14 [50] Li, Dynamic Portfolio Selection under Safety First Criterion, Theory and Practice of Systems Engineering, 24( 1), 2004,465438. 16( 1), 2004,27-30 [52] Li Zhongxiang, Li, Dajun, Transnational Activities and Obstacles of Investment Fund Industry, International Finance Research, No.2, 2003,23-25 [53], Li, MF Tuo. Risk measurement and dynamic investment decision-making, quantitative economic research,No. 1 issue, 2003,45-51[55] and Li, evolution and reference of credit risk measurement methods of commercial banks, South China financial research, 17(5), 2002,35. Arbitrage-free Analysis of Term Structure of Interest Rate in Friction Market, System Science and Mathematics, 22(3), 285-295 [57], Wang Shouyang, Li, Deng Xiaotie, Description of Strong Arbitrage-free in Friction Financial Market, System Engineering Theory and Practice, 22( 10), 2002. China Management Science,/kloc-0. 14- 15 (cover article) [6 1] Li Zhongxiang and Li, investor protection and securities insurance: the practice in the United States and suggestions for establishing an insurance mechanism in China's securities industry, Investment and securities in copying newspapers and periodicals by the National People's Congress, 2000, 8, 10-65438. 2 1( 120), 1999, 76-8 1 [63] Li, Benson proper efficiency of vector optimization of set-valued mapping, Journal of Applied Mathematics, 2 1( 1). 29( 1), 1998, 9- 14 [65] Li, Connectivity of (true) efficient point sets optimized by set-valued mapping vectors, Journal of Inner Mongolia University (self-taught edition). True Pareto equilibrium of multi-criteria sub-game, Journal of Inner Mongolia University (self-taught edition), 26(6), 1995, 637-643 [67] Li, Wang Shouyang, global solution of multi-objective programming, system science and mathematics, 15 (65438+) constraint vector optimization. 25 Journal of Inner Mongolia University of Finance and Economics (Social Science Education Edition) Optimality of a Class of Multi-objective Fractional Programming Journal of Inner Mongolia University (Self-study Edition) 25( 1), 1994, 7- 13 [7 1], a scalar theorem and a cone-degree of multi-objective programming. Lagrange multiplier, saddle point and duality of multiobjective programming in kloc-0/9(2) and 6544 topological linear spaces, Journal of Inner Mongolia University (self-published edition), 24(3), 1993, 227-234 [76] Li, generalized Kuhn-for a class of nonconvex multiobjective programming in Banach spaces. Journal of Inner Mongolia University (self-published edition) 339-345 [77] Li, a scalar theorem of vector extremum problem, Journal of Inner Mongolia University (self-published edition), 24(457 1-586 [79] Li, dual theory of multi-objective convex programming, Journal of Inner Mongolia University (self-taught edition), 23 (/. 23(2), 1992,152-156 [81] Li, sufficient conditions for optimality of multi-objective convex programming, Journal of Inner Mongolia University (self-taught edition), 22(3),/kloc-0.