Helu Xiao

发表

Performance Evaluation of Portfolios with Margin Requirements

Chaoqun Ma, Zhongbao Zhou, Wenbin Liu, 2014 .

Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model

Helu Xiao, Zhongbao Zhou, Ling Lin, 2020 .

Estimation of portfolio efficiency via DEA

Helu Xiao, Zhongbao Zhou, Debin Liu, 2015 .

Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns

Wenbin Liu, Zhongbao Zhou, Helu Xiao, 2020, Communications in Statistics - Theory and Methods.

Time-Consistent Investment-Reinsurance Strategies for the Insurer and the Reinsurer under the Generalized Mean-Variance Criteria

Zhongbao Zhou, Helu Xiao, Tiantian Ren, 2019, Mathematics.

Nash Equilibrium Investment-Reinsurance Strategies for an Insurer and a Reinsurer with Intertemporal Restrictions and Common Interests

Zhongbao Zhou, Helu Xiao, Yanfei Bai, 2020 .

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

Zhongbao Zhou, Ximei Zeng, Helu Xiao, 2016 .

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

Zhongbao Zhou, Xin Liu, Helu Xiao, 2022, INFOR: Information Systems and Operational Research.

DEA Methods for Evaluating Non-Homogeneous DMUs Using Known Internal Structures

Wenbin Liu, Zhongbao Zhou, Ximei Zeng, 2019, SSRN Electronic Journal.

Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs

Wenbin Liu, Zhongbao Zhou, Ximei Zeng, 2017 .

A Stackelberg reinsurance–investment game with asymmetric information and delay

Zhongbao Zhou, Helu Xiao, Yanfei Bai, 2020, Optimization.

A hybrid stochastic differential reinsurance and investment game with bounded memory

Zhongbao Zhou, Feimin Zhong, Helu Xiao, 2019, Eur. J. Oper. Res..

Observation scheduling for a state-of-the-art SAREOS: two adaptive multi-objective evolutionary algorithms

Lining Xing, Helu Xiao, Z. Chang, 2022, Computers & Industrial Engineering.

A non-zero-sum reinsurance-investment game with delay and asymmetric information

Zhongbao Zhou, Helu Xiao, Yanfei Bai, 2021, Journal of Industrial & Management Optimization.

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

Wenbin Liu, Zhongbao Zhou, Helu Xiao, 2022, Omega.

Multi-source data driven cryptocurrency price movement prediction and portfolio optimization

Zhengyang Song, Zhongbao Zhou, Helu Xiao, 2023, Expert Syst. Appl..

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

Helu Xiao, Zhongbao Zhou, Wenbin Liu, 2021 .

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

Helu Xiao, Tiantian Ren, Zhongbao Zhou, 2020 .

Social responsibility portfolio optimization incorporating ESG criteria

Zhongbao Zhou, Jun Huang, Helu Xiao, 2021, Journal of Management Science and Engineering.

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

Helu Xiao, Zhongbao Zhou, Wenbin Liu, 2017, Eur. J. Oper. Res..

How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks

Zhongbao Zhou, Yongcai Jiang, Helu Xiao, 2020 .

Energy efficiency and congestion effects analysis for the production system with comprehensive input-output indicators

Zhongbao Zhou, Ximei Zeng, Helu Xiao, 2022, Comput. Ind. Eng..

Stochastic network DEA models for two-stage systems under the centralized control organization mechanism

Ling Lin, Helu Xiao, Zhongbao Zhou, 2017, Comput. Ind. Eng..

A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market

Helu Xiao, Feimin Zhong, Rui Gao, 2021, Mathematical Methods of Operations Research.

Forecasting stock price movements with multiple data sources: Evidence from stock market in China

Helu Xiao, Zhongbao Zhou, Meng Gao, 2020 .

A DEA-based MOEA/D algorithm for portfolio optimization

Helu Xiao, Zhongbao Zhou, Xianghui Liu, 2018, Cluster Computing.

Dynamic Performance Evaluation of Blockchain Technologies

Zhongbao Zhou, Helu Xiao, Ruiyang Li, 2020, IEEE Access.

Environmental efficiency and abatement potential analysis with a two-stage DEA model incorporating the material balance principle

Helu Xiao, Zhongbao Zhou, Qing Liu, 2020, Comput. Ind. Eng..

Dynamic sustainability assessment of poverty alleviation in China: evidence from both novel non-convex global two-stage DEA and Malmquist productivity index

Helu Xiao, Na Wang, Shanping Wang, 2023, Operational Research.

Time-Consistent Strategies for Multi-Period Portfolio Optimization with/without the Risk-Free Asset

Helu Xiao, Tiantian Ren, Zhongbao Zhou, 2018, Mathematical Problems in Engineering.

Estimation of cardinality constrained portfolio efficiency via segmented DEA

Helu Xiao, Zhongbao Zhou, Qianying Jin, 2018 .

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

Helu Xiao, Tiantian Ren, Zhongbao Zhou, 2019, Journal of Management Science and Engineering.

Estimation of portfolio efficiency via stochastic DEA

Zhongbao Zhou, Helu Xiao, Tiantian Ren, 2022, RAIRO Oper. Res..

Estimation of fuzzy portfolio efficiency via an improved DEA approach

Helu Xiao, Tiantian Ren, Teng Ren, 2020, INFOR Inf. Syst. Oper. Res..

Estimation of portfolio efficiency considering social responsibility: evidence from the multi-horizon diversification DEA

Helu Xiao, Tiantian Ren, Zhongbao Zhou, 2021, RAIRO Oper. Res..

Markov-dependent risk model with multi-layer dividend strategy

Helu Xiao, Zhongbao Zhou, Yingchun Deng, 2015, Appl. Math. Comput..