TianTian Ren

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
Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: a buy-and-hold backtesting strategy European Journal of Operational Research	2025-05-16	Paper
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
Performance evaluation of portfolios with fuzzy returns RAIRO - Operations Research	2020-02-07	Paper
Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs Journal of Industrial and Management Optimization	2019-07-23	Paper
Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset Mathematical Problems in Engineering	2019-02-08	Paper

Research outcomes over time

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