任甜甜，湖南大學管理學博士，法國國家科學研究中心LEM實驗室(註冊在法國里爾大學)經濟學博士。主要從事績效評價和最佳化方面的研究。博士期間，以第一作者或通訊作者在《管理科學學報》《中國管理科學》、OMEGA-International Journal of Management Science、INFOR: Information Systems and Operational Research、RAIRO-Operations Research等國內外知名期刊上發表學術論文9篇。本次所報告的論文“Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy”於2022年7月發表在SSCI/SCI一區期刊OMEGA-International Journal of Management Science。
基本介紹
人物經歷,研究方向,主要成就,已發表論文,會議報告,社會任職,
人物經歷
里爾大學 經濟學 經濟學博士學位
湖南大學 管理科學與工程(金融工程) -碩博連讀 管理學博士學位
湖南大學 信息管理與信息系統（金融工程） 管理學學士學位
研究方向
金融工程與風險管理；投資組合評價與最佳化；系統最佳化與決策；績效評價與生產力分析
主要成就
已發表論文
Kristiaan Kerstens, Paolo Mazza, Tiantian Ren* (通訊作者), 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分區: 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分區: Operations Research & Management Science Q1)
周忠寶, 任甜甜, 肖和錄，金倩穎，吳士健. 資產收益序列相依下的多階段投資博弈模型. 管理科學學報, 2019, 22(07): 66-88. (管理科學A類期刊)
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 (管理科學學報英文版), 2019, 4: 142-157. (管理科學A類期刊)
周忠寶, 任甜甜, 肖坤虎, 吳士健, LIU Wenbin. 存在非期望產出的決策單元阻塞問題研究. 中國管理科學, 2021, 29(06): 115-124. (管理科學A類期刊)
周忠寶, 任甜甜, 肖和錄, 吳士健, LIU Wenbin. 基於相對財富效用的多階段投資組合博弈模型. 中國管理科學, 2019, 27(01): 34-43. (管理科學A類期刊)
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分區: 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分區: Operations Research & Management Science Q3)
Helu Xiao, Xin Liu, Tiantian Ren (通訊作者), Zhongbao Zhou (2022). Estimation of portfolio efficiency via stochastic DEA. RAIRO - Operations Research, 56(04), p. 2367-2387. (SSCI/SCI; JCR分區: Operations Research & Management Science Q3)
Helu Xiao, Xin Liu, Tiantian Ren (通訊作者), 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分區: 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分區: Operations Research & Management Science Q4)
肖和錄, 任甜甜, 周忠寶, 劉文斌. 多階段分散化投資組合效率估計.系統管理學報, 2020,29(01):100-106. (管理科學A類期刊)
周忠寶, 肖和錄, 任甜甜, 馬超群, 劉文斌. 全連結分散化多階段投資組合評價研究.管理科學學報, 2017, 20(06):89-100. (管理科學A類期刊)
會議報告
North American Productivity Conference 2021 | Herbert Business School, Miami 2021.06.08
報告論文: Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy and Hold Backtesting Strategy. (論文作者: Kristiaan Kerstens, Paolo Mazza, Tiantian Ren, Ignace Van de Woestyne )
Data Envelopment Analysis International Conference 2020 | Dongguk University, Seoul2020.07.22
報告論文: Congestion analysis considering the management preference of decision makers in DEA. (論文作者: Tiantian Ren, Zhongbao Zhou, Ruiyang Li, Wenbin Liu)
社會任職
擔任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等國際期刊的審稿人。
