| 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 | 131 | 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 | 127 | 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 | 76 | 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 | 75 | 2020 |
| A stochastic portfolio optimization model with bounded memory MH Chang, T Pang, Y Yang Mathematics of Operations Research 36 (4), 604-619, 2011 | 69 | 2011 |
| Stochastic portfolio optimization with log utility T Pang International Journal of Theoretical and Applied Finance 9 (06), 869-887, 2006 | 55 | 2006 |
| Portfolio optimization models on infinite-time horizon T Pang Journal of optimization theory and applications 122, 573-597, 2004 | 38 | 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 | 35 | 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 | 27 | 2015 |
| A stochastic control model of investment, production and consumption W Fleming, T Pang Quarterly of applied mathematics 63 (1), 71-87, 2005 | 27 | 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 | 23 | 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 | 20 | 2008 |
| AN INFINITE TIME HORIZON PORTFOLIO OPTIMIZATION MODEL WITH DELAYS. T Pang, A Hussain Mathematical Control & Related Fields 6 (4), 2016 | 19 | 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 | 16 | 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 | 9 | 2020 |
| A mutual-aid mechanism for supply chains with capital constraints H Peng, T Pang International Journal of Management Science and Engineering Management 14 (4 …, 2019 | 9 | 2019 |
| Finite difference approximation for stochastic optimal stopping problems with delays M Chang, T Pang, M Pemy Journal of Industrial and Management Optimization 4 (2), 227, 2008 | 9 | 2008 |
