Ebenezer Atta Mills

Education background

Ph.D. in Financial Mathematics & Actuarial Science
Dalian University of Technology, China

Masters in Finance
Jiangsu University, China

B.Sc. in Actuarial Science (Statistics minor)
Kwame Nkrumah University of Science & Technology, Ghana

Courses teaching in WKU



Dr Atta Mills is an Assistant Professor in the School of Mathematical Sciences, Wenzhou-Kean University. Prior to joining Jiangxi University of Science & Technology as an Associate Professor, Dr. Atta Mills was a Post-doctoral Fellow at the Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), Université Catholique de Louvain in Belgium. He has worked as a researcher at Ton Duc Thang University in Vietnam. Dr. Atta Mills is also a Research Fellow at the Ganzhou Academy of Financial Research (GAFR) in China.


Honors and Awards:

  • 2021 — School-level longitudinal research project start-up fund, Jiangxi University of Science & Technology.
  • 2019 — Management Science Project of the Department of Science & Technology, Jiangxi Province, China.
  • 2017 — R.S – F.R.N.S Research – PDR Project Grant, Université Catholique de Louvain, Belgium.
  • 2017 — Certificate of Excellence, Dalian University of Technology. Excellent International Graduate.
  • 2013 — Liaoning Provincial Government Scholarship, Liaoning Scholarship Council, Full Scholarship for Doctoral Studies.
  • 2013 — Certificate of Excellence, Most Outstanding Student 2011-2013, Jiangsu University.
  • 2013 — Excellent Student Award 2012/2013 academic year. Overseas Education College, Jiangsu University.
  • 2012 — Certificate of Merit, Excellent Research Presentation, Second Sino-Foreign Research Forum, Jiangsu University.

Research interests

Include but not limited to Quantitative Finance, Data Envelopment Analysis, Financial Risk Management,  Insurance Models, Multi-criteria Decision Making, and Mathematical Economics.

Selected Publications/scholarly and creative work

• Modeling innovation efficiency, its micro-level drivers, and its impact on stock returns. Chaos, Solitons & Fractals, 2021, 152:111303. (SCI). https://www.sciencedirect.com/science/article/pii/S0960077921006573

• Portfolio Management Strategies of Cryptocurrencies. International Journal of Applied Decision Sciences, 2021, 14(1), 43-54. (EI – Compendex). https://www.inderscience.com/info/inarticle.php?artid=112928

• Can economic links explain lead–lag relations across firms? International Journal of Finance & Economics, 2021. (SSCI). https://onlinelibrary.wiley.com/doi/abs/10.1002/ijfe.2480

• Towards sustainable competitiveness: How does financial development affect dynamic energy efficiency in Belt & Road economies? Sustainable Production and Consumption, 2021, 27(C), 587-601. (SCI / SSCI). https://www.sciencedirect.com/science/article/pii/S2352550921000270

• Dynamic operating efficiency and its determining factors of listed real‐estate companies in China: A hierarchical slack‐based DEA‐OLS approach. International Journal of Finance & Economics, 2021, 26(3):3352-76. (SSCI)

• Gravity assessment of the impact of alliances on bilateral trade: A comparative analysis of ECOMOG and NATO. International Journal of Finance & Economics, 2021. (SSCI). https://onlinelibrary.wiley.com/doi/abs/10.1002/ijfe.2518

• A Hybrid Grey MCDM Approach For Asset Allocation: Evidence From China’s Shanghai Stock Exchange. Journal of Business Economics and Management, 2020, 21(2), 446-472. (SSCI). https://journals.vgtu.lt/index.php/JBEM/article/view/11967

• Critical diversity dimensions influencing effective diverse workforce: A grey-DEMATEL approach. International Journal of Applied Decision Sciences. Accepted (Forthcoming). (EI-Compendex).

• The Economy-Energy-Environment Nexus in IMF’s Top 2 Biggest Economies: A TY Approach. Journal of Business Economics and Management, 2020, 21(2), 1-22. (SSCI). https://journals.vgtu.lt/index.php/JBEM/article/view/11321

• Satisfying Bank Capital Requirements: A Robustness Approach in a Modified Roy Safety-First Framework. Mathematics, 2019, 7(7), 593. (SCI). https://www.mdpi.com/2227-7390/7/7/593

• Co-momentum and Stock Market Returns. In Third International Conference on Economic and Business Management (FEBM 2018). Atlantis Press, 2018. (CPCI-S / ISTP). https://www.atlantis-press.com/proceedings/febm-18/55907626

• Scaled and Stable Mean-Variance- EVaR portfolio selection strategy with proportional transaction costs. Journal of Business Economics and Management, 2017, 18(4), 561-584. (SSCI). https://www.tandfonline.com/doi/abs/10.3846/16111699.2017.1342272

• Research on regularized mean-variance portfolio selection strategy with modified Roy safety-first principle. SpringerPlus, 2016, 5(1): 919. (SCI). WOS: 00037892 6600010. 

• Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model, Statistics & Probability Letters, 2016, 31(114): 6-13. (SCI). https://www.sciencedirect.com/science/article/pii/S0167715216000444

• On meeting capital requirements with a chance-constrained optimization model. SpringerPlus, 2016, 5(1):500. (SCI). WOS: 000375702900005.

• On regularized mean-variance-CVaR- skewness-kurtosis portfolio selection strategy, Proceedings of the 9th (2017) International Conference on Financial Risk and Corporate Finance Management. (CPCI-S / ISTP). http://dutp.dlut.edu.cn/info/1148/5438.htm