Ph.D.in Finance Engineering from Chinese University of Hong Kong, China
1. L. Yi, Discrete-Time Constrained Portfolio Optimization: Strong Duality Analysis. IOSR Journal of Engineering. Vol 5, 2015.
2. L. Yi, Mean-Cvar Portfolio Selection with Integer Constraints. Open Journal of Business Model Innovation. 2015.
3. L. Yi，X. P. Wu, X. Li and X. Y. Cui, A Mean-Field Formulation For Optimal Multi-Period Mean–Variance Portfolio Selection with An Uncertain Exit Time. Operations Research Letters，Vol 42，2014. (SCI)
4. L. Yi, EVT-Copula Based Portfolio Selection with Uncertain Investment Horizon. Advances in Information Sciences and Service Sciences, Vol 5, No.1, 61-68, 2013.
5. L. Yi, Mult-Period Portfolio Selection with Transaction Costs , Proceedings of 2010 IEEE International Conference on Information and Financial Engineering, Sept. 17-19, P 98-103,2010. (EI)
6. L. Yi, Z. F. Li and D. Li, Multi-Period Portfolio Selection For Asset-Liability Management with Uncertain Investment Horizon . Journal of Industrial and Management Optimization, Volume 4, Number 3, August 2008. (SSCI,SCI)
7. L. Yi, Probing into the Ways to Improve the All-English Teaching Quality of the Course i.e. Financial Management. Economic & Trade Update, 2012.4 Issue 238, P228.
1. Research on the Problems of Multistage Capital Investment Decision under the Conditions of Frictional Market, Guangdong University Outstanding Youth Innovation Talent Training Project, 2012-2013 (Coordinator, 2012WYM-0027).
2. Research on the Fluctuation of Monetary Policy, the Allocation of Credit Resources and Their Economic Consequences, National Natural Science Foundation of China (Main Participator, 71272213).
3. Research on the Mechanism of Influences of Tax Regulation Upon R&D Capital Investment Decision under the Implementation of Stock Option, the Humanities and Social Science Fund Project of the Ministry of Education (Main Participator , 13YJA630086).
Advanced Micro Economics, Corporate Finance Research