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Helu Xiao(肖和录)
Helu Xiao(肖和录)
Hunan Normal University
在 hunnu.edu.cn 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
1212021
Estimation of portfolio efficiency via DEA
W Liu, Z Zhou, D Liu, H Xiao
Omega 52, 107-118, 2015
912015
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
822018
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
692020
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
602020
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
572017
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
372022
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
282021
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
272020
Estimation of cardinality constrained portfolio efficiency via segmented DEA
Z Zhou, Q Jin, H Xiao, Q Wu, W Liu
Omega 76, 28-37, 2018
272018
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
242019
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
232016
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
222019
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
222014
A Stackelberg reinsurance–investment game with asymmetric information and delay
Y Bai, Z Zhou, H Xiao, R Gao
Optimization 70 (10), 2131-2168, 2021
212021
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
182021
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
162019
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
152021
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
132022
Markov-dependent risk model with multi-layer dividend strategy
Z Zhou, H Xiao, Y Deng
Applied Mathematics and Computation 252, 273-286, 2015
132015
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