个人简介
Educational Background
PhD, Probability and Statistics, University of Science and Technology of China (2012)
MA, Probability and Statistics, Huazhong University of Science and Technology (2004)
Professional Experiences
Scholar Visitor,Department of Statistics,Texas A&M University,USA,2015.2-2016.2
Associate Professor, School of Mathematical Science, Nanjing Normal University,2014.7-
Lecturer, School of Mathematical Sciences, Nanjing Normal University,2007.7- 2014.6
Assistant Professor, School of Mathematical Sciences, Nanjing Normal University,2004.8- 2007.6
Research Projects
The National Natural Science Foundation of China under Grant No.61304065 (2014-2016);
The Program of Natural Science Research of Jiangsu Higher Education Institutions of China under Grant No.12KJB110011 (2012-2014).
近期论文
查看导师最新文章
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8. Mi, H., Xu, L.. Optimal investment with derivatives and pricing in an incomplete market. Journal of Computational and Applied Mathematics, 2020, 368. DOI:10.1016/j.cam.2019.112522.
7. Mi, H., Li, L. and Zhu, Q.. Optimal investment problem with complete memory on an infinite time horizon, Communications in Statistics-Theory and Methods, 2019: 1-14. DOI: 10.1080/03610926.2019.1640877.
6. Li, L. and Mi, H.. Optimal investment and consumption with stochastic factor and delay. The ANZIAM Journal. 2019, 61(1): 99-117.
5.Mi, H., Zhang, S.. Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model, Acta Mathematicae Applicatae Sinica, 2015,31(2):557-566.
4. Mi, H., Zhang, S.. Dynamic Valuation of Options on Non-traded Assets and Trading Strategies, Journal of Systems Science and Complexity, 2013, 26(6): 991-1001.
3. Mi, H. and Zhang, S.. Dynamic Portfolio Selection for Loss-averse Investors with Wealth Constraints, Systems Engineering -Theory & Practice, 2013, 33(5): 1107 -1115(in Chinese).
2.Mi, H. and Xu, L.. Optimal Investment Strategies with VAR Constraint under the Rank Dependent Utility Maximization, Mathematica Applicata, 2013,26(4): 943-950.(in
Chinese).
1.Mi, H. and Zhang, S.. Continuous-time Portfolio Selection with Loss Aversion in an Incomplete Market, Operations Research Transactions,2012,16(1):1-12.
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