个人简介

周忠宝，工学博士，湖南大学“岳麓学者”特聘教授，博士生导师，现任湖南大学工商管理学院副院长。 湖南省“芙蓉学者”特聘教授、湖南省杰出青年科学基金获得者、教育部来华留学英文授课品牌课程负责人、湖南省青年骨干教师、博士后特别资助获得者、湖南省优秀硕士学位论文指导教师。

获国家教学成果二等奖1项，湖南省教学成果一等奖3项、宝钢优秀教师奖、全军优秀硕士学位论文奖、湖南大学科研标兵、湖南大学优秀教师等多项奖励。教育部创新团队、湖南省自然科学基金创新研究群体核心成员，主持国家自然科学基金项目3项，省部级项目10余项。近年来，在OMEGA、European Journal of Operational Research、IEEE Transactions on Evolutionary Computation、Reliability Engineering and System Safety、Annals of Operations Research、管理科学学报、中国管理科学等期刊发表论文50余篇，出版专著2部、国家级规划教材1部。兼任中国“双法”研究会青年工作委员会委员、中国系统工程学会青年工作委员会委员、湖南省系统工程与管理学会轮值理事长、湖南省普通高等学校工商管理类专业教学指导委员会秘书长、湖南省高等教育学会电子商务教育专业委员会理事长等。OMEGA、European Journal of Operational Research等30余份国际知名学术期刊审稿人。

研究成果

[1] Zhou, Z., Y. Jiang, Y. Liu, L. Lin and Q. Liu (2019). "Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis."Economic Modelling80: 352-382.

[2] Zhou, Z., X. Zeng, H. Xiao, T. Ren and W. Liu (2019). "Multiperiod portfolio optimization for asset-liability management with quadratic transaction costs."Journal of Industrial and Management Optimization15(3): 1493-1515.

[3] Cao, L., Z. Zhou, Y. Wu, Y. Huang and G. Cao (2019). "Is metabolism in all regions of China performing well? - Evidence from a new DEA-Malmquist productivity approach."Ecological Indicators106.

[4] Jiang, Y., Z. Zhou and C. Liu (2019). "Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data."Environmental Science and Pollution Research26(24): 24380-24394.

[5] Jiang, Y., Z. Zhou and C. Liu (2019). "The impact of public transportation on carbon emissions: a panel quantile analysis based on Chinese provincial data."Environmental Science and Pollution Research26(4): 4000-4012.

[6] Lin, L., Z. Zhou, Q. Liu and Y. Jiang (2019). "Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis."Finance Research Letters29: 245-254.

[7] Shen, W., G. Yang, Z. Zhou and W. Liu (2019). "DEA models with Russell measures."Annals of Operations Research278(1-2): 337-359.

[8] Shi, J., W. Chen, Z. Zhou and G. Zhang (2019). "A bi-objective multi-period facility location problem for household e-waste collection."International Journal of Production Research.

[9] Xiao, H., Z. Zhou, T. Ren, Y. Bai and W. Liu (2019). "Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns."Communications in Statistics-Theory and Methods.

[10] Zhou, Z., Q. Jin, H. Xiao, Q. Wu and W. Liu (2018). "Estimation of cardinality constrained portfolio efficiency via segmented DEA."OMEGA-International Journal of Management Science76: 28-37.

[11] Zhou, Z., L. Lin and S. Li (2018). "International stock market contagion: A CEEMDAN wavelet analysis."Economic Modelling72: 333-352.

[12] Zhou, Z., C. Liu, X. Zeng, Y. Jiang and W. Liu (2018). "Carbon emission performance evaluation and allocation in Chinese cities."Journal of Cleaner Production172: 1254-1272.

[13] Zhou, Z., H. Xiao, Q. Jin and W. Liu (2018). "DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure."European Journal of Operational Research269(1): 111-131.

[14] Zhou, Z., E. Placca, Q. Jin, W. Liu and S. Wu (2018). "Banks efficiency and productivity in Togo after the financial liberalization: a combined Malmquist index approach."INFOR56(3): 317-331.

[15] Wang, R., Z. Zhou, H. Ishibuchi, T. Liao and T. Zhang (2018). "Localized Weighted Sum Method for Many-Objective Optimization."IEEE Transactions on Evolutionary Computation22(1): 3-18.

[16] Zhou, Z., L. Lin, H. Xiao, C. Ma and S. Wu (2017). "Stochastic network DEA models for two-stage systems under the centralized control organization mechanism."Computers & Industrial Engineering110: 404-412.

[17] Xiong, J., Z. Zhou, K. Tian, T. Liao and J. Shi (2017). "A multi-objective approach for weapon selection and planning problems in dynamic environments."Journal of Industrial and Management Optimization13(3): 1189-1211.

[18] Simper, R., M. J. B. Hall, W. Liu, V. Zelenyuk and Z. Zhou (2017). "How relevant is the choice of risk management control variable to non-parametric bank profit efficiency analysis? The case of South Korean banks."Annals of Operations Research250(1): 105-127.

[19] Zhou, Z., H. Xiao, J. Yin, X. Zeng and L. Lin (2016). "Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows."Insurance Mathematics & Economics68: 187-202.

[20] Xiong, J., Y. Chen and Z. Zhou (2016). "Resilience analysis for project scheduling with renewable resource constraint and uncertain activity durations."Journal of Industrial and Management Optimization12(2): 719-737.

[21] Zhou, Z., W. Zhao, S. Lui, C. Ma and W. Liu (2015). "A fuzzy non-radial data envelopment analysis (DEA) approach to measure regional environmental performance of china."Environmental Engineering and Management Journal14(4): 719-730.

[22] Liu, W., Z. Zhou, D. Liu and H. Xiao (2015). "Estimation of portfolio efficiency via DEA."OMEGA-International Journal of Management Science52: 107-118.

[23] Liu, W., Z. Zhou, C. Ma, D. Liu and W. Shen (2015). "Two-stage DEA models with undesirable input-intermediate-outputs."OMEGA-International Journal of Management Science56: 74-87.

[24] Zhou, Z., M. Wang, H. Ding, C. Ma and W. Liu (2013). "Further study of production possibility set and performance evaluation model in supply chain DEA."Annals of Operations Research206(1): 585-592.

[25] Zhou, Z., L. Sun, W. Yang, W. Liu and C. Ma (2013). "A bargaining game model for efficiency decomposition in the centralized model of two-stage systems."Computers & Industrial Engineering64(1): 103-108.

[26] 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(1):34-43.

[27] 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(7):66-88.

[28] 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,2019,28(6):1105.

[29] 周忠宝,陈恩铭,曾喜梅,耿淑平,吴士健.我国省级火力发电行业的方向阻塞效应实证分析. 经济地理, 2019,39(8):137-145.

[30] 吴士健,孙向彦,周忠宝.过度自信、违约补偿与众创投资平台三边道德风险规制.运筹与管理,2019,28(8):156-163.

[31] 周忠宝,刘湘晖,肖和录,刘文斌.基于线性反馈策略的多阶段均值-方差投资组合优化.系统科学与数学,2018,38(9):1018-1035.

[32] 周忠宝,刘悦悦,金倩颖,肖和录,程旭曼.基于FDH的分区域多目标遗传算法.计算机工程与科学,2018,40(7):1295-1302.

[33] 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(6):89-100.

[34] 周忠宝,金倩颖,曾喜梅,吴乾,刘文斌.存在基数约束的投资组合效率评价方法.中国管理科学,2017,25(2):174-179.

[35] 任腾,周忠宝.复合系统的动态协同演化分析——以保险、信货与股票金融复合系统为例.中国管理科学,2017,25(8):79-88.

[36] 曾薇,陈收,周忠宝.金融监管对商业银行产品创新影响——基于两阶段DEA模型的研究.中国管理科学,2016,24(5):1-7.

[37] 刘德彬,马超群,周忠宝,刘文斌.均值-方差下动态投资组合效率评价模型.系统工程,2016,34(7):41-46.

[38] 周忠宝,喻怀宁,马超群,刘佩,刘文斌.基于自由处置性的网络系统效率评价模型研究.中国管理科学,2015,23(11):145-152.

[39] 周忠宝,丁慧,马超群,王梅,刘文斌.考虑交易成本的投资组合效率估计方法.中国管理科学,2015,23(1):25-33.

[40] 周忠宝,刘佩,喻怀宁,马超群,刘文斌.考虑交易成本的多阶段投资组合评价方法研究.中国管理科学,2015,23(5):1-6.

[41] 杨文昱,马超群,周忠宝.伊藤半鞅框架下资产价格动态模型的非参数设定检验——基于沪深300股指期货超高频数据的分析.系统工程,2015,33(10):108-114.

[42] 周忠宝,孙亮,刘德彬,马超群,刘文斌.存在保证域的模糊非径向偏好DEA模型——基于中科院24个研究所的实证分析.中国管理科学,2014,22(2):75-84.

[43] 于强,周忠宝,赵立婷.基于STIRPAT模型的湖南省环境污染物排放影响因素分析.湖南大学学报(社会科学版),2012,26(4):87-90.

[44] 周忠宝,吕思雅,马超群,邹琳,刘文斌.存在保证域的模糊超效率DEA模型.中国管理科学,2011,19(6):156-162.