Helu Xiao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification	2023-03-21	Paper
Estimation of fuzzy portfolio efficiency via an improved DEA approach	2023-03-15	Paper
Estimation of portfolio efficiency via stochastic DEA	2022-09-15	Paper
Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns	2022-05-18	Paper
A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market	2022-02-11	Paper
A Stackelberg reinsurance–investment game with asymmetric information and delay	2021-11-23	Paper
A hybrid stochastic differential reinsurance and investment game with bounded memory	2021-11-09	Paper
A non-zero-sum reinsurance-investment game with delay and asymmetric information	2021-06-09	Paper
Performance evaluation of portfolios with fuzzy returns	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	2019-11-18	Paper
Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs	2019-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q5382075	2019-06-21	Paper
Performance evaluation of portfolios with margin requirements	2019-02-08	Paper
Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset	2019-02-08	Paper
DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure	2018-04-23	Paper
Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows	2016-10-06	Paper
Markov-dependent risk model with multi-layer dividend strategy	2016-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q5260619	2015-06-29	Paper

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