已发表论文
Kristiaan Kerstens, Paolo Mazza, Tiantian Ren* (通讯作者), Ignace Van de Woestyne (2022). Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy and Hold Backtesting Strategy. Omega - International Journal of Management Science, 113, Art ID 102718 (p. 1-14). (SSCI/SCI; JCR分区: Operations Research & Management Science Q1)
Helu Xiao, Tiantian Ren, Zhongbao Zhou, Wenbin Liu (2021). Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach. Omega- International Journal of Management Science, 103, Art ID 102357 (p. 1-25). (SSCI/SCI; JCR分区: Operations Research & Management Science Q1)
周忠宝, 任甜甜, 肖和录，金倩颖，吴士健. 资产收益序列相依下的多阶段投资博弈模型. 管理科学学报, 2019, 22(07): 66-88. (管理科学A类期刊)
Zhongbao Zhou, Tiantian Ren, Helu Xiao, Wenbin Liu. Time-consistent investment and reinsurance strategies for insurers under multi-period mean-variance formulation with generalized correlated returns. Journal of Management Science and Engineering (管理科学学报英文版), 2019, 4: 142-157. (管理科学A类期刊)
周忠宝, 任甜甜, 肖坤虎, 吴士健, LIU Wenbin. 存在非期望产出的决策单元阻塞问题研究. 中国管理科学, 2021, 29(06): 115-124. (管理科学A类期刊)
周忠宝, 任甜甜, 肖和录, 吴士健, LIU Wenbin. 基于相对财富效用的多阶段投资组合博弈模型. 中国管理科学, 2019, 27(01): 34-43. (管理科学A类期刊)
Tiantian Ren, Zhongbao Zhou, Ruiyang Li, Wenbin Liu (2021). Directional scale elasticity considering the management preference of decision-makers. RAIRO - Operations Research, 55(05), p. 2861-2881. (SSCI/SCI; JCR分区: Operations Research & Management Science Q3)
Tiantian Ren, Zhongbao Zhou, Helu Xiao (2021). Estimation of portfolio efficiency considering social responsibility: Evidence from the multi-horizon diversification DEA. RAIRO - Operations Research, 55(02), p. 611-637. (SSCI/SCI; JCR分区: Operations Research & Management Science Q3)
Helu Xiao, Xin Liu, Tiantian Ren* (通讯作者), Zhongbao Zhou (2022). Estimation of portfolio efficiency via stochastic DEA. RAIRO - Operations Research, 56(04), p. 2367-2387. (SSCI/SCI; JCR分区: Operations Research & Management Science Q3)
Helu Xiao, Xin Liu, Tiantian Ren* (通讯作者), Zhongbao Zhou (2022). Measuring the dynamic efficiency of socially responsible investment funds: Evidence from dynamic network DEA with diversification. INFOR: Information Systems and Operational Research, Accepted. (SSCI/SCI; JCR分区: Operations Research & Management Science Q4)
Helu Xiao, Tiantian Ren, Teng Ren (2020). Estimation of fuzzy portfolio efficiency via an improved DEA approach. INFOR: Information Systems and Operational Research, 58(03), p. 478-510. (SSCI/SCI; JCR分区: Operations Research & Management Science Q4)
肖和录, 任甜甜, 周忠宝, 刘文斌. 多阶段分散化投资组合效率估计.系统管理学报, 2020,29(01):100-106. (管理科学A类期刊)
周忠宝, 肖和录, 任甜甜, 马超群, 刘文斌. 全链接分散化多阶段投资组合评价研究.管理科学学报, 2017, 20(06):89-100. (管理科学A类期刊)
会议报告
North American Productivity Conference 2021 | Herbert Business School, Miami 2021.06.08
报告论文: Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy and Hold Backtesting Strategy. (论文作者: Kristiaan Kerstens, Paolo Mazza, Tiantian Ren, Ignace Van de Woestyne )
Data Envelopment Analysis International Conference 2020 | Dongguk University, Seoul 2020.07.22
报告论文: Congestion analysis considering the management preference of decision makers in DEA. (论文作者: Tiantian Ren, Zhongbao Zhou, Ruiyang Li, Wenbin Liu)
审稿工作
担任Operations Research、European Journal of Operational Research、Omega: The International Journal of Management Science、Computers & Operations Research、International Journal of Finance & Economics、Mathematics and Financial Economics、International Journal of Production Economics、Economic Systems、RAIRO - Operations Research等国际期刊的审稿人。
