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

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.

 

Contact

TEL：+86-25-85891380-8656

EMAIL：mihui@njnu.edu.cn