[2] Jianfeng Liang and Jingjun Liu, Tracking error analysis of optioned portfolio optimization, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, IEEE Computer Society, ISBN-13: 978-0-7695-3705-4, 2009, 241-245. (EI)
[3] Jianfeng Liang, Tracking models for optioned portfolio selection, Communications in Computer and Information Science, Springer, V35, 2009, 729-736. (ISTP)
[4] Jingjun Liu and Jianfeng Liang, Asset allocation and optimal contract for delegated portfolio management, Communications in Computer and Information Science, Springer, V35, 2009, 713-720. (ISTP)
[5] Jianfeng Liang, Multistage Tracking Models: Solutions and Analysis, Electronic Commerce and Business Intelligence, IEEE Computer Society, ISBN-13:978-0-7695-3661-3, 2009, 366-369. (EI)
[6] Jianfeng Liang, Discrete analysis of portfolio selection with optimal stopping time, Journal of Applied Mathematics and Decision Sciences,Vol.2009,doi:10.1155/2009/609196,1-9.
[7] Jiangfeng Liang, Portfolio selection model for optimal stopping time, 《Advances in Business Intelligence and Financial Engineering》, Atlantis Press, ISBN:978-90-78677-13-0, 2008,228-235. (ISSHP)
[8] Jiangfeng Liang, Shuzhong Zhang and Duan Li, Optioned portfolio selection: models and analysis, Mathematical Finance, 2008, 18(4), 569-593. (SSCI)
[11] Wansheng TANG, Yanqing WANG, Jianfeng LIANG, ractional programming model for portfolio with probability criterion,IEEE International Conference on Systems, Man and Cybernetics, 2002, 6, 516-519. (EI)