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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

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

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

Measuring the dynamic efficiency of socially responsible investment funds : evidence from dynamic network DEA with diversification

Xiao, Helu; Liu, Xin; Ren, Tiantian; Zhou, Zhongbao - In: INFOR : information systems and operational research 60 (2022) 4, pp. 531-557

Persistent link: https://www.econbiz.de/10013555556

Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows

Zhou, Zhongbao; Xiao, Helu; Yin, Jialing; Zeng, Ximei; … - In: Insurance / Mathematics & economics 68 (2016), pp. 187-202

Persistent link: https://www.econbiz.de/10011492670

Performance evaluation of portfolios with fuzzy returns

Zhou, Zhongbao; Chen, Enming; Xiao, Helu; Ren, Tiantian; … - In: RAIRO / Operations research 53 (2019) 5, pp. 1581-1600

Persistent link: https://www.econbiz.de/10012146030

Social responsibility portfolio optimization incorporating ESG criteria

Chen, Li; Zhang, Lipei; Huang, Jun; Xiao, Helu; Zhou, … - In: Journal of management science and engineering 6 (2021) 1, pp. 75-85

Social responsibility investment (SRI) has attracted worldwide attention for its potential in promoting investment sustainability and stability. We developed a three-step framework by incorporating environmental, social, and governance (ESG) performance into portfolio optimization. In comparison...

Persistent link: https://www.econbiz.de/10013206079