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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

8. Mi, H., Xu, L.. Optimal investment with derivatives and pricing in an incomplete market. Journal of Computational and Applied Mathematics, 2020, 368. DOI:10.1016/
7. Mi, H., Li, L. and Zhu, Q.. Optimal investment problem with complete memory on an infinite time horizon, Communications in Statistics-Theory and Methods, 2019: 1-14. DOI: 10.1080/03610926.2019.1640877.
6. Li, L. and Mi, H.. Optimal investment and consumption with stochastic factor and delay. The ANZIAM Journal. 2019, 61(1): 99-117.
5.Mi, H., Zhang, S.. Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model, Acta Mathematicae Applicatae Sinica, 2015,31(2):557-566.
4. Mi, H., Zhang, S.. 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. and Zhang, S.. Dynamic Portfolio Selection for Loss-averse Investors with Wealth Constraints, Systems Engineering -Theory & Practice, 2013, 33(5): 1107 -1115(in Chinese).
2.Mi, H. and Xu, L.. Optimal Investment Strategies with VAR Constraint under the Rank Dependent Utility Maximization, Mathematica Applicata, 2013,26(4): 943-950.(in
1.Mi, H. and Zhang, S.. 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.