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Estimation of portfolio efficiency via DEA

Liu, Wenbin; Zhou, Zhongbao; Liu, Debin; Xiao, Helu - In: Omega : the international journal of management science 52 (2015), pp. 107-118

Persistent link: https://www.econbiz.de/10010485943

DEA frontier improvement and portfolio rebalancing : an application of China mutual funds on considering sustainability information disclosure

Zhou, Zhongbao; Xiao, Helu; Jin, Qianying; Liu, Wenbin - In: European journal of operational research : EJOR 269 (2018) 1, pp. 111-131

Persistent link: https://www.econbiz.de/10011864214

Estimation of cardinality constrained portfolio efficiency via segmented DEA

Zhou, Zhongbao; Jin, Qianying; Xiao, Helu; Wu, Qian; … - In: Omega : the international journal of management science 76 (2018), pp. 28-37

Persistent link: https://www.econbiz.de/10011798977

Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach

Xiao, Helu; Ren, Tiantian; Zhou, Zhongbao; Liu, Wenbin - In: Omega : the international journal of management science 103 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012581724

Big data and portfolio optimization : a novel approach integrating DEA with multiple data sources

Zhou, Zhongbao; Gao, Meng; Xiao, Helu; Wang, Rui; Liu, … - In: Omega : the international journal of management science 104 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012648558

A data envelopment analysis model integrated with portfolio theory for energy mix adjustment : evidence in the power industry

Zeng, Ximei; Zhou, Zhongbao; Gong, Yeming; Liu, Wenbin - In: Socio-economic planning sciences : the international … 83 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013363702

Estimation of portfolio efficiency in nonconvex settings : a free disposal hull estimator with non-increasing returns to scale

Xiao, Helu; Zhou, Zhongbao; Ren, Teng; Liu, Wenbin - In: Omega : the international journal of management science 111 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013271740

Time-Consistent Investment and Reinsurance Strategies for Insurers Under Multi-Period Mean-Variance Formulation with Generalized Correlated Returns

Zhou, Zhongbao - 2020

The existing literature on investment and reinsurance is limited to the study of continuous-time problems, while discrete-time problems are always ignored by researchers. In this study, we first discuss a multi-period investment and reinsurance optimization problem under the classical...

Persistent link: https://www.econbiz.de/10012845650

An experimental investigation of asset pricing in segmented markets

Ackert, Lucy F.; Mazzotta, Stefano; Qi, Li - In: Southern economic journal 77 (2011) 3, pp. 585-598

Persistent link: https://www.econbiz.de/10009154961

Essays on asset pricing, consumption and wealth

Li, Qi - 2004

Persistent link: https://www.econbiz.de/10003549635