Social responsibility portfolio optimization incorporating ESG criteria L Chen, L Zhang, J Huang, H Xiao, Z Zhou Journal of Management Science and Engineering 6 (1), 75-85, 2021 | 121 | 2021 |
Estimation of portfolio efficiency via DEA W Liu, Z Zhou, D Liu, H Xiao Omega 52, 107-118, 2015 | 91 | 2015 |
DEA Frontier Improvement and Portfolio Rebalancing: An Application of China Mutual Funds on Considering Sustainability Information Disclosure Zhongbao Zhou, Helu Xiao, Qianying Jin, Wenbin Liu European Journal of Operational Research 269 (1), 111-131, 2018 | 82 | 2018 |
Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model L Lin, Y Jiang, H Xiao, Z Zhou Physica A: Statistical Mechanics and its Applications 543, 123532, 2020 | 69 | 2020 |
Forecasting stock price movements with multiple data sources: Evidence from stock market in China Z Zhou, M Gao, Q Liu, H Xiao Physica A: Statistical Mechanics and its Applications 542, 123389, 2020 | 60 | 2020 |
Stochastic network DEA models for two-stage systems under the centralized control organization mechanism Z Zhou, L Lin, H Xiao, C Ma, S Wu Computers & Industrial Engineering 110, 404-412, 2017 | 57 | 2017 |
A hybrid stochastic differential reinsurance and investment game with bounded memory Y Bai, Z Zhou, H Xiao, R Gao, F Zhong European Journal of Operational Research 296 (2), 717-737, 2022 | 37 | 2022 |
Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources Z Zhou, M Gao, H Xiao, R Wang, W Liu Omega 104, 102479, 2021 | 28 | 2021 |
Environmental efficiency and abatement potential analysis with a two-stage DEA model incorporating the material balance principle X Zeng, Z Zhou, Q Liu, H Xiao, W Liu Computers & Industrial Engineering 148, 106647, 2020 | 27 | 2020 |
Estimation of cardinality constrained portfolio efficiency via segmented DEA Z Zhou, Q Jin, H Xiao, Q Wu, W Liu Omega 76, 28-37, 2018 | 27 | 2018 |
The Iterative Scheme and the Convergence Analysis of Unique Solution for a Singular Fractional Differential Equation from the Eco‐Economic Complex System’s Co‐Evolution Process T Ren, H Xiao, Z Zhou, X Zhang, L Xing, Z Wang, Y Cui Complexity 2019 (1), 9278056, 2019 | 24 | 2019 |
Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows Z Zhou, H Xiao, J Yin, X Zeng, L Lin Insurance: Mathematics and economics 68, 187-202, 2016 | 23 | 2016 |
A DEA-based MOEA/D algorithm for portfolio optimization Z Zhou, X Liu, H Xiao, S Wu, Y Liu Cluster Computing 22 (Suppl 6), 14477-14486, 2019 | 22 | 2019 |
Performance evaluation of portfolios with margin requirements H Ding, Z Zhou, H Xiao, C Ma, W Liu Mathematical Problems in Engineering 2014 (1), 618706, 2014 | 22 | 2014 |
A Stackelberg reinsurance–investment game with asymmetric information and delay Y Bai, Z Zhou, H Xiao, R Gao Optimization 70 (10), 2131-2168, 2021 | 21 | 2021 |
Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach H Xiao, T Ren, Z Zhou, W Liu Omega 103, 102357, 2021 | 18 | 2021 |
Time-consistent investment and reinsurance strategies for insurers under multi-period mean-variance formulation with generalized correlated returns Z Zhou, T Ren, H Xiao, W Liu Journal of Management Science and Engineering 4 (2), 142-157, 2019 | 16 | 2019 |
Stochastic leader–follower DEA models for two-stage systems Z Zhou, W Sun, H Xiao, Q Jin, W Liu Journal of Management Science and Engineering 6 (4), 413-434, 2021 | 15 | 2021 |
Knowledge based ant colony algorithm for cold chain logistics distribution path optimization T Ren, T Luo, X Li, S Xiang, HL Xiao, LN Xing Control Decis 37 (03), 545-554, 2022 | 13 | 2022 |
Markov-dependent risk model with multi-layer dividend strategy Z Zhou, H Xiao, Y Deng Applied Mathematics and Computation 252, 273-286, 2015 | 13 | 2015 |