Helu Xiao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification INFOR: Information Systems and Operational Research	2023-03-21	Paper
Estimation of fuzzy portfolio efficiency via an improved DEA approach INFOR: Information Systems and Operational Research	2023-03-15	Paper
Estimation of portfolio efficiency via stochastic DEA RAIRO - Operations Research	2022-09-15	Paper
Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns Communications in Statistics: Theory and Methods	2022-05-18	Paper
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market Mathematical Methods of Operations Research	2022-02-11	Paper
A Stackelberg reinsurance-investment game with asymmetric information and delay Optimization	2021-11-23	Paper
A hybrid stochastic differential reinsurance and investment game with bounded memory European Journal of Operational Research	2021-11-09	Paper
A non-zero-sum reinsurance-investment game with delay and asymmetric information Journal of Industrial and Management Optimization	2021-06-09	Paper
Performance evaluation of portfolios with fuzzy returns RAIRO - Operations Research	2020-02-07	Paper
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 Complexity	2019-11-18	Paper
Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs Journal of Industrial and Management Optimization	2019-07-23	Paper
Multi-period mean-variance portfolio optimization based on the linear feedback strategy	2019-06-21	Paper
Performance evaluation of portfolios with margin requirements Mathematical Problems in Engineering	2019-02-08	Paper
Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset Mathematical Problems in Engineering	2019-02-08	Paper
DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure European Journal of Operational Research	2018-04-23	Paper
Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows Insurance Mathematics & Economics	2016-10-06	Paper
Markov-dependent risk model with multi-layer dividend strategy Applied Mathematics and Computation	2016-06-21	Paper
The dividend problems for a discrete Markov risk model with stochastic return	2015-06-29	Paper

Research outcomes over time

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