
管理学博士,硕士生导师。主要研究方向为金融工程与风险管理、投资组合绩效评价与优化、系统优化与决策和生产力分析等,研究成果发表在《管理科学学报》、《中国管理科学》、European Journal of Operational Research、OMEGA-International Journal of Management Science、INFOR: Information Systems and Operational Research、RAIRO-Operations Research等国内外学术期刊。
教育经历
里尔大学 经济学 经济学博士学位
湖南大学 管理科学与工程(金融工程) -硕博连读 管理学博士学位
湖南大学 信息管理与信息系统(金融工程) 管理学学士学位
研究领域及方向
金融工程与风险管理;投资组合评价与优化;系统优化与决策;绩效评价与生产力分析
投资学、金融学、金融经济学
已发表论文
Ximei Zeng, Xiaoting Hu, Zhongbao Zhou, Tiantian Ren* (通讯作者), Hanmin Yu (2025). How to adjust input scale to promote industrial green development? A novel congestion effect analysis approach. Journal of Cleaner Production, 535, 147102.
Helu Xiao, Qing Wang, Tiantian Ren* (通讯作者), Zhongbao Zhou (2025). Efficiency analysis of funding resources for rural revitalization in China based on the concept of sustainable development: evidence from parallel DEA with shared inputs/outputs and Tobit models. Operational Research, 25(3), 81.
Zhongbao Zhou, Wenting Sun, Tiantian Ren, Ximei Zeng (2025). Facility location and capacity planning for sampling and testing processes under demand uncertainty. Computers & Industrial Engineering, 204, 111094.
Tiantian Ren, Kristiaan Kerstens, Saurav Kumar (2024). Risk-Aversion versus Risk-Loving Preferences in Nonparametric Frontier-Based Fund Ratings: A Buy-and-Hold Backtesting Strategy. European Journal of Operational Research, 319(1): 332-344. (SSCI/SCI; JCR分区: Operations Research & Management Science Q1)
Tiantian Ren, Na Wang, Helu Xiao, Zhongbao Zhou. (2024). Efficiency of Funding to Rural Revitalization and Regional Heterogeneity of Technologies in China: Dynamic Network Nonconvex Metafrontiers. Socio-Economic Planning Sciences, 92. Art ID 101825. (SSCI/SCI; JCR分区: Operations Research & Management Science Q1)
Tiantian Ren, Helu Xiao, Shanping Wang, Zhongbao Zhou (2024). Dynamics, Regional Heterogeneity and Robustness of Fiscal Poverty Alleviation Efficiency in China: Dynamic Network DEA and Bootstrap Resampling Methods. RAIRO-Operations Research, 58(3), 2289-2319. (SSCI/SCI; JCR分区: Operations Research & Management Science Q3)
Tiantian Ren, Helu Xiao, Zhongbao Zhou (2024). A Literature Review for Nonparametric Frontier Methods Applied to Portfolio Analysis. Analytical Decision Making and Data Envelopment Analysis: Advances and Challenges, 235-257.
Zhongbao Zhou, Zhengyang Song, Helu Xiao, Tiantian Ren (2023). Multi-Source Data Driven Cryptocurrency Price Movement Prediction and Portfolio Optimization. Expert Systems with Applications, 219, Art ID 119600.
Zhongbao Zhou, Zhengyang Song, Tiantian Ren, Lean Yu. (2022). Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning. IEEE Access, 11, 1654-1670.
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)
主持和参与的科研项目
国家自然科学基金青年项目,基于多时域非参数共同前沿的绿色基金评价及风格漂移预警研究,2025-2027,主持
教育部人文社会科学基金青年项目,“数实”融合驱动农业绿色全要素生产率提升的机理、效应及政策研究,2024-2027,主持
湖南省教育厅优秀青年项目,区域减污降碳协同增效的绿色金融支持效率测度与优化研究,2023-2026,主持
国家自然科学基金面上项目,基于DEA的投资组合评价与投资策略优化研究,2018-2021,参与,结题优秀
湖南省自然科学基金杰出青年项目,大数据环境下的金融风险度量与预警研究,2017-2019,参与
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。
办公室:商学院1-228
电子信箱:tiantianren@xtu.edu.cn