任甜甜

管理学博士,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》、OMEGA-International Journal of Management Science、INFOR: Information Systems and Operational Research、RAIRO-Operations Research等国内外学术期刊

学习工作经历

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

 

科学研究

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 ResearchEuropean Journal of Operational ResearchOmega: The International Journal of Management ScienceComputers & Operations ResearchInternational Journal of Finance & EconomicsMathematics and Financial EconomicsInternational Journal of Production EconomicsEconomic SystemsRAIRO - Operations Research等国际期刊的审稿人。

联系方式

办公室:经管楼502

电子信箱:tiantianren@xtu.edu.cn

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