Helu Xiao

Social responsibility portfolio optimization incorporating ESG criteria

Li Chen, Lipei Zhang, Jun Huang et al. · Journal of Management Science and Engineering · 2021 · 145 citations · Full text

Estimation of portfolio efficiency via DEA

Wenbin Liu, Zhongbao Zhou, Debin Liu et al. · Omega · 2014 · 78 citations

Productivity, Economics, Portfolio Optimization +9

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

Zhongbao Zhou, Helu Xiao, Qianying Jin et al. · European Journal of Operational Research · 2017 · 69 citations

China Mutual Funds, Fund Management, Integrated Reporting +9

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

Zhongbao Zhou, Ling Lin, Helu Xiao et al. · Computers & Industrial Engineering · 2017 · 60 citations

Control Organization Mechanism, Engineering, Network Operation +10

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

Ling Lin, Jiang Yong, Helu Xiao et al. · Physica A Statistical Mechanics and its Applications · 2020 · 59 citations

Intelligent Forecasting, Forecasting Methodology, Economic Forecasting +6