Coordination contracts for a supply chain with yield uncertainty and low-carbon preference H Peng, T Pang, J Cong Journal of Cleaner Production 205, 291-302, 2018 | 139 | 2018 |
An application of stochastic control theory to financial economics WH Fleming, T Pang SIAM journal on control and optimization 43 (2), 502-531, 2004 | 126 | 2004 |
Optimal strategies for a three-level contract-farming supply chain with subsidy H Peng, T Pang International Journal of Production Economics 216, 274-286, 2019 | 79 | 2019 |
Optimal strategies for capital constrained low-carbon supply chains under yield uncertainty J Cong, T Pang, H Peng Journal of Cleaner Production 256, 120339, 2020 | 77 | 2020 |
A stochastic portfolio optimization model with bounded memory MH Chang, T Pang, Y Yang Mathematics of Operations Research 36 (4), 604-619, 2011 | 73 | 2011 |
Stochastic portfolio optimization with log utility T Pang International Journal of Theoretical and Applied Finance 9 (06), 869-887, 2006 | 56 | 2006 |
Portfolio optimization models on infinite-time horizon T Pang Journal of optimization theory and applications 122, 573-597, 2004 | 39 | 2004 |
Optimal control of stochastic functional differential equations with a bounded memory MH Chang, T Pang, M Pemy Stochastics An International Journal of Probability and Stochastic Processes …, 2008 | 37 | 2008 |
An application of functional Ito's formula to stochastic portfolio optimization with bounded memory T Pang, A Hussain 2015 Proceedings of the Conference on Control and its Applications, 159-166, 2015 | 28 | 2015 |
A stochastic control model of investment, production and consumption W Fleming, T Pang Quarterly of applied mathematics 63 (1), 71-87, 2005 | 28 | 2005 |
Optimal stopping problem for stochastic differential equations with random coefficients MH Chang, T Pang, J Yong SIAM journal on control and optimization 48 (2), 941-971, 2009 | 26 | 2009 |
A closed-form solution of the Black–Litterman model with conditional value at risk T Pang, C Karan Operations Research Letters 46 (1), 103-108, 2018 | 25 | 2018 |
A stochastic portfolio optimization model with complete memory T Pang, A Hussain Stochastic Analysis and Applications 35 (4), 742-766, 2017 | 23 | 2017 |
Finite difference approximations for stochastic control systems with delay MH Chang, T Pang, M Pemy Stochastic analysis and applications 26 (3), 451-470, 2008 | 21 | 2008 |
AN INFINITE TIME HORIZON PORTFOLIO OPTIMIZATION MODEL WITH DELAYS. T Pang, A Hussain Mathematical Control & Related Fields 6 (4), 2016 | 20 | 2016 |
Financing strategies for a capital-constrained supplier under yield uncertainty H Peng, T Pang To appear on Journal of Industrial & Management Optimization. doi 10, 2018 | 17 | 2018 |
Stochastic control theory and its applications to financial economics T Pang Brown University, 2002 | 15 | 2002 |
A sustainable quantitative stock selection strategy based on dynamic factor adjustment Y Fu, S Cao, T Pang Sustainability 12 (10), 3978, 2020 | 10 | 2020 |
Production and green technology investment strategy for contract-farming supply chain under yield insurance L Shi, T Pang, H Peng Journal of the Operational Research Society 74 (1), 225-238, 2023 | 9 | 2023 |
Optimal strategies for a capital constrained contract-farming supply chain with yield insurance L Shi, T Pang, H Peng RAIRO-Operations Research 55 (2), 521-544, 2021 | 9 | 2021 |