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[1]Ling Zhang, Yongzeng Lai, Shuhua Zhuang, Lin Li. Efficient control variate methods with application to exotic options pricing under subordinate Brownian motion models.North American Journal of Economics and Finance,2019£¬47£º602-621. (SSCIÊÕ¼)
[2]Ling Zhang, Hao Zhang,Haixiang Yao.Optimal investment management for a defined contribution pension fund management with imperfect information.Insurance: Mathematics and Economics,2018, 79:210-224. (SSCI¡¢SCIÊÕ¼)
[3]Jingyun Sun, Yongjun Li,Ling Zhang£¨Í¨Ñ¶×÷Õߣ©. Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate.Communications in Statistics - Theory and Methods,2018, 47:17, 4106-4130.(SCIÊÕ¼)
[4]Shoujin Yu,Ling Zhang, Yanni Zeng, Hao Zhang, Dual influences of regulator polices on real estate enterprises¡¯ investment-based on the perspective of supply-side reform in China.Finance Research Letter. 2017, 23:50-57.(SSCIÊÕ¼)
[5]Ëï¾°ÔÆ£¬Ö£¾ü£¬ÕÅÁᣬ»ùÓÚͨ»õÅòÕÍ·çÏÕºÍHestonËæ»ú²¨¶¯ÂÊϵÄ×îÓÅ×ʲúÅäÖÃ.Ô˳ïÓë¹ÜÀí£¬2017£¬26(1): 148-155.(¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðί¹ÜÀíѧ²¿A¼¶ÆÚ¿¯£¬CSCD)
[6]Ling Zhang, Zhongfei Li, Yunhui Xu, Yongwu Li. Multi-period mean variance portfolio selection with incomplete information.Applied stochastic models in business and industry, 2016, 32:753¨C774. (SSCI¡¢SCIÊÕ¼)
[7]ÕÅÁᣬÕÅδδ£¬Ö£¾ü£¬·Ç¶ÌÊÓ×ʲú¸ºÕ®¹ÜÀí.Ô˳ïÓë¹ÜÀí£¬2015£¬12:225-232. (¹ú¼Ò×ÔÈ»¿Æѧ»ù½ðί¹ÜÀíѧ²¿A¼¶ÆÚ¿¯£¬CSCD)
[8]Huiling Wu,Ling Zhang£¨Í¨Ñ¶×÷Õߣ©, Hua Chen, Nash Equilibrium Strategies for a Defined Contribution Pension Management.Insurance: Mathematics and Economics, 2015, 62:202-214. (SSCI¡¢SCIÊÕ¼)
[9]Yongwu Li, Han Qiao, Shouyang Wang,Ling Zhang, Time-consistent investment strategy under partial information.Insurance: Mathematics and Economics,2015,65:187-197. (SSCI¡¢SCIÊÕ¼)
[10]ÕÅÁᣬ×ʲúÊÕÒæ¿ÉÔ¤²âµÄ¶¯Ì¬×ʲúÅäÖÃ.ϵͳ¿ÆѧÓëÊýѧ£¬2014£¬34(5):1-16. (CSCD)
[11]ÕÅÁᣬÔøÑ࣬ÒþMarkov»úÖÆתÒƺÍËæ»úʱ¼äˮƽϵĶàÆÚ×ʲúÅäÖÃ.ÖÐɽ´óѧѧ±¨£¨×ÔÈ»¿Æѧ°æ£©£¬2014, 53(5):119-127. (CSCD)
[12]ÕÅÁá,ÀîÖÙ·É,ÊÕÒæÐòÁÐÏà¹ØµÄ¶¯Ì¬×ʲú-¸ºÕ®¹ÜÀí.ϵͳ¿ÆѧÓëÊýѧ, 2012, 32(3): 297-309. (CSCD)