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Hui Mi Associate Professor


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 Interests

Applications of Stochastic Control in Finance, (Behavioral)Portfolio Selection, Option Pricing


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).  


Journal Articles

  1. Mi, H., Zhang, S.G. Dynamic Asset Allocation with Loss Aversion in a Jump- diffusion Model, Acta Mathematicae Applicatae Sinica, 2015,31(2):557-566.
  2. Mi, H., Zhang, S.G. 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., Zhang, S.G. Dynamic Portfolio Selection for Loss-averse Investors with Wealth Constraints, Systems Engineering -Theory & Practice, 2013, 33(5): 1107 -1115 (in Chinese).
  4. Mi, H.,Xu,L.X. Optimal Investment Strategies with VAR Constraint under the Rank Dependent Utility Maximization, Mathematica Applicata, 2013,26(4): 943-950.(in Chinese).
  5. Mi, H., Zhang, S.G. Continuous-time Portfolio Selection with Loss Aversion in an Incomplete Market, Operations Research Transactions,2012,16(1):1-12.


Academic Title

Reviewer of Mathematical Reviews, since 2015.