1. Zhang, X. and Zhang, L. ,“HOW DOES THE INTERNET AFFECT THE FINANCIAL MARKET? AN EQUILIBRIUM MODEL OF INTERNET-FACILITATED FEEDBACK TRADING”, March 2015 MIS Quarterly 39(1):17-37
2. Zhang, L. and Zhao, L. (2013) “Quantifying the Impact of Partial Information on Sharpe Ratio Optimization” Probability in Engineering and Informational Sciences, Volume 27 / Issue 03 / July 2013, pp 375-402
3. Wang, Y., Zhang, L. and Yin, K., (2012) “Behavioral patterns of Chinese stock funds: Evidence from closed growth stock funds”, Tsinghua Science and Technology Vol. 52, 260-264 (in Chinese)
4. Sun, L., Zhang, L. (2011) “Optimal Consumption and Investment under Irrational Beliefs”, Journal of Industrial and Management Optimization, Vol 7,139-156.
5. Gao, J., Song, F. and Zhang, L. (2011), “Who wants to be informed---More risk aversion or less risk aversion”, Tsinghua Science and Technology Vol. 16, 69-73
6. Chen, B., Zhang, L. and Zhao, L (2010), “On the Robustness of Longevity Risk Pricing”, Insurance: Mathematics and Economics 47, 358-373
7. Wang, Z., Xia, J. and Zhang, L.H., (2007) “Optimal Investment for An Insurer: the Martingale Approach”, Insurance: Mathematics and Economics 40(2) ，322-334
8. Gao, F., Song, F. and Zhang, L.H., (2007) “Coherent Risk Measure, Equilibrium and Equilibrium pricing”, Insurance: Mathematics and Economics 40, 85-94.
9. Ng, KW, Yang, H. and Zhang, L.H., (2006) “Upper Bounds for Ruin Probability under Compound Filtered Poisson Models”, International Journal of Statistics and System Vol.1 No. 2, 191-201.
10. Yang, J., Cheng, S. and Zhang, L.H., (2006) “Bivariate Copula Decomposition in Terms of Comontonicity, Countermonotocity and Independence”. Insurance: Mathematics and Economics 39, 267-284.
11. Yang Hailiang. & Zhang L.H. (2006) “Ruin Problems for a Discrete Time Risk Model with Random Interest Rate”, Mathematical Methods of Operations Research Vol 63, No. 2, 287-299.
12. Zhang L.H., (2005) “Upper Bounds for Ruin Probability with Stochastic Investment Return”, Tsinghua Science and Technology, Vol. 10, No. 2, 254-258
13. Zhang L.H., (2005) “Ruin Probability in Linear Time Series Model”, Tsinghua Science and Technology, Vol. 10, No. 2, 259-264.
14. Yang H. & Zhang, L.H., (2005) “Optimal Investment for Insurer with Jump-Diffusion Risk Process”, Insurance: Mathematics and Economics 37(3), 615-634
15. Ng KW, Yang H. & Zhang L.H., (2004) “Ruin Probability under Compound Poisson Models with Random Discount Factor”, Probability in Engineering and Informational Sciences, 18, 2004, 55-70
16. Yang H. & Zhang L.H., (2003)“Martingale Method for Ruin Probability in an Autoregressive Model with Constant Interest Rate”, Probability in Engineering and Informational Sciences, 17, 2003, 183-198
17. Yang H. & Zhang L.H., (2001) “The Joint Distribution of Surplus Immediately before Ruin and the Deficit at Ruin under Interest Force”, North American Actuarial Journal 5(3): 92-103.
18. Yang H. & Zhang L.H, (2001) “On the Distribution of Surplus Immediately after Ruin under Interest Force”, Insurance: Mathematics & Economics, Vol. 29, Issue 2, 247-255.
19. Yang H. & Zhang L.H., (2001) “On the Distribution of Surplus Immediately before Ruin under Interest Force”, Statistics & Probability Letters, Vol.55, Issue 3, 329-338.
20. Yang, H. and Zhang, L. (2000) Ruin Theory with Interest Income, Statistics and Finance: An Interface, p355-369, Edited by Chan, Li and Tong, Imperial College Press, London.
