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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)



Research Interests

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


Research Projects

Stochastic Optimization for Finance under Non-expected Utility Theory Framework  (61304065), Hui Mi, Natural Science Research for Young Scholars of China, from 2014-1 to 2016-12


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.