主持国家社科基金（后期资助）项目1项，主持完成浙江省自然科学基金项目1项、浙江省教育厅重点项目1项，参与完成国家自然基金、国家社科基金、教育部人文社科基金、浙江省社科基金、浙江省自然科学基金等资助的项目多项。发表期刊和会议论文50余篇，代表性成果有： [1] THE OPTIMAL PORTFOLIOS BASED ON A MODIFIED SAFETY-FIRST RULE WITH RISK-FREE SAVING. Journal of Industrial and Management Optimization, Vol. 12, Issue 1, January, 2016: 83-102.(SCI) [2] 安全首要准则下的借贷约束与不确定风险投资. 系统科学与数学, 2015, 35(12): 1529-1545. [3] Risky Asset Pricing Based on Safety First Fund Management. Quantitative Finance, 2009, 9(3): 353-361.(SSCI) [4] Optimal Portfolio of Safety First Models. Journal of Statistical Planning and Inference, 2009, 139(9): 2952-2962.(SSCI) [5] Portfolio selection under Maximum Minimum Criterion. Quality & Quantity, 2006, 40(3): 457-468.(SSCI) [6] Dynamic Principal agent Model Based on CMDP. Mathematical methods of Operation Research, 2003, 58(1): 149-157. (SSCI) [7] Synthesized Expected Bayesian Method of Parametric Estimate. Journal of Systems Science and Systems Engineering, 2004, 13(1): 98-111. [8]同时考虑隐藏信息与隐藏行动的激励约束机制. 数量经济技术经济研究, 2003(4): 122-125. [9]道德风险防范模型研究. 数量经济技术经济研究, 2001(12): 67-70. [10]概率风险准则下的组合投资决策. 统计与决策, 2003(4): 22-23.中国人民大学复印资料《统计与精算》全文转载, 2003(6): 47-50. [11]The discounted multi-objective Markov decision model with incomplete state observations:lexicographically order criteria. Mathematical methods of Operation Research, 2001，54（3）：439-443.（SCI） [12] Nonzero-sum non-stationary discounted Markov game model. Mathematical methods of Operation Research, 2000，52（2）: 265-270. (SCI） |
