Xin Zhang

Assistant Professor of General Business

Ph.D., M.A. University of Tennessee Knoxville
B.A., Central South University, China

 
Courses Taught at Austin Peay

DSCI 3410 Production Operations Management
DSCI 4500 Business and Economic Forecasting
QM 3110 Statistics for Business and Economics

Awards and Honors

The Citations of Excellence Top 50 papers by Emerald Management Reviews, 2009

Top-25 Hottest Articles in the Journal of Banking and Finance (Ranked #11), 2007

2nd place, INFORMS Student Paper Competition, Financial Services Section, 2007

Kimbrough 242
Phone: (931) 221-7587
Email: ZhangX@apsu.edu

Publications

Edirisinghe, N. C. P. and Zhang, X (2012).  “Dynamic Portfolio Optimization under Regime-based Firm Strength,” in: Stochastic Programming: Applications in Finance, Energy and Logistics, (eds. H.I. Gassmann, S.W.  Wallace, and W.T. Ziemba), World Scientific Publishing, to appear in 2012.

Edirisinghe, N. C. P., Zhang, X, and Shyi S-C. (2012). DEA-based Firm Strengths and Market Efficiency in U.S. and Japan,” in: Handbook of the Fundamentals of Financial Decision Making, (eds. L.C. MacLean, and W.T. Ziemba), World Scientific Publishing, to appear in 2012.

Zhang, X  and Edirisinghe, N. C. P. (2011). Optimality conditions and solution methodology for parameter selection in DEA, International Journal of Mathematics in Operational Research, 3 (3), 245-263.

Edirisinghe, N. C. P. and Zhang, X (2011). Portfolio risk management: market neutrality, catastrophic risk, and fundamental strength. in: Risk Management Trends, (ed. Giancarlo Nota), InTech Publishing, ISBN 978-953-307-314-9, 109-128.

Edirisinghe, N. C. P. and Zhang, X (2010). Input/output selection in DEA under expert information, with application to Financial Markets, European Journal of Operational Research, 207 (3), 1669-1678.

Edirisinghe, N. C. P. and Zhang, X (2010). An optimized DEA-based Financial Strength Indicator of Stock Returns for U.S. Markets, Applications of Management Science, 14, 175-198.

Edirisinghe, N. C. P. and Zhang, X (2008). Portfolio selection under DEA-based relative financial strength indicators: case of U.S. industries, Journal of the Operational Research Society, 59 (6), 842-856.

Edirisinghe, N. C. P. and Zhang, X (2007). Generalized DEA model of fundamental analysis and its application to portfolio optimization, Journal of Banking and Finance, 31 (11), 3311-3335.American Academy of Business, Cambridge, 15(1).