Tao Pang

Shi, L., Pang, T., Peng, H., & Feng, X. (2024, January 10). Green technology outsourcing for agricultural supply chains with government subsidies. JOURNAL OF CLEANER PRODUCTION, Vol. 436. https://doi.org/10.1016/j.jclepro.2024.140674

Cong, J., Pang, T., & Peng, H. (2024). Optimal strategies for green supply chains with competition between green and traditional suppliers. RAIRO-OPERATIONS RESEARCH, 58(1), 511–534. https://doi.org/10.1051/ro/2023141

Lv, W., Pang, T., Xia, X., & Yan, J. (2023). Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets. FINANCIAL INNOVATION, 9(1). https://doi.org/10.1186/s40854-023-00472-8

Cong, J., Pang, T., & Peng, H. (2023, April). OPTIMAL STRATEGIES FOR GREEN SUPPLY CHAIN CONSIDERING SOCIAL RESPONSIBILITY AND ENVIRONMENTAL RESPONSIBILITY. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. https://doi.org/10.3934/jimo.2023048

Peng, H., Sun, W., & Pang, T. (2022, April 26). Optimal Strategies for A Dual-Channel Farming Supply Chain with Horizontal Competition and Cooperation. ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH. https://doi.org/10.1142/S0217595922500154

Shi, L., Pang, T., & Peng, H. (2022, February 4). Production and green technology investment strategy for contract-farming supply chain under yield insurance. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY. https://doi.org/10.1080/01605682.2022.2033141

Pan, Z., Pang, T., & Zhao, Y. (2021). A simple and robust approach for expected shortfall estimation. JOURNAL OF COMPUTATIONAL FINANCE, 25(1), 77–107. https://doi.org/10.21314/JCF.2021.003

Luo, D., Pang, T., & Xu, J. (2021). Forecasting US Yield Curve Using the Dynamic Nelson-Siegel Model with Random Level Shift Parameters. ECONOMIC MODELLING, 94, 340–350. https://doi.org/10.1016/j.econmod.2020.10.015

Shi, L., Pang, T., & Peng, H. (2021). Optimal strategies for a capital constrained contract-farming supply chain with yield insurance. RAIRO-OPERATIONS RESEARCH, 55(2), 521–544. https://doi.org/10.1051/ro/2021006

Shi, L., Pang, T., & Peng, H. (2021, August 30). Optimal strategies of contract-farming supply chain under the cooperative mode of bank-insurance: loan guarantee insurance versus yield insurance. INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH. https://doi.org/10.1111/itor.13051

Fu, Y., Cao, S., & Pang, T. (2020). A Sustainable Quantitative Stock Selection Strategy Based on Dynamic Factor Adjustment. SUSTAINABILITY, 12(10). https://doi.org/10.3390/su12103978

Peng, H., & Pang, T. (2020). FINANCING STRATEGIES FOR A CAPITAL-CONSTRAINED SUPPLIER UNDER YIELD UNCERTAINTY. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 16(2), 887–909. https://doi.org/10.3934/jimo.2018183

Peng, H., & Pang, T. (2020). Supply chain coordination under financial constraints and yield uncertainty. EUROPEAN JOURNAL OF INDUSTRIAL ENGINEERING, 14(6), 782–812. https://doi.org/10.1504/EJIE.2020.112493

Peng, H., & Pang, T. (2019). A mutual-aid mechanism for supply chains with capital constraints. INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT, 14(4), 304–312. https://doi.org/10.1080/17509653.2019.1578275

Peng, H., & Pang, T. (2019). Optimal strategies for a three-level contract-farming supply chain with subsidy. INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 216, 274–286. https://doi.org/10.1016/j.ijpe.2019.06.011

Pang, T., & Varga, K. (2019). Portfolio Optimization for Assets with Stochastic Yields and Stochastic Volatility. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 182(2), 691–729. https://doi.org/10.1007/s10957-019-01513-y

Peng, H., Pang, T., Cao, F., & Zhao, J. (2018). A Mutual Subsidy Mechanism for a Seasonal Product Supply Chain Channel Under Double Price Regulation. ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 35(6). https://doi.org/10.1142/S0217595918500471

Pang, T., & Karan, C. (2018). A closed-form solution of the Black-Litterman model with conditional value at risk. OPERATIONS RESEARCH LETTERS, 46(1), 103–108. https://doi.org/10.1016/j.orl.2017.11.014

Peng, H., Pang, T., & Cong, J. (2018). Coordination contracts for a supply chain with yield uncertainty and low-carbon preference. JOURNAL OF CLEANER PRODUCTION, 205, 291–302. https://doi.org/10.1016/j.jclepro.2018.09.038

Pang, T., & Hussain, A. (2017). A stochastic portfolio optimization model with complete memory. STOCHASTIC ANALYSIS AND APPLICATIONS, 35(4), 742–766. https://doi.org/10.1080/07362994.2017.1299629

Pang, T., Chen, W., & Li, L. (2017). On the correlation and parametric approaches to calculation of credit value adjustment. JOURNAL OF RISK MODEL VALIDATION, 11(3), 49–67. https://doi.org/10.21314/jrmv.2017.177

Pang, T., & Hussain, A. (2016). AN INFINITE TIME HORIZON PORTFOLIO OPTIMIZATION MODEL WITH DELAYS. MATHEMATICAL CONTROL AND RELATED FIELDS, 6(4), 629–651. https://doi.org/10.3934/mcrf.2016018

Wu, P., Yao, Y., & Pang, T. (2016). An Empirical Analysis of the Impact of the Internet Finance on Money Market. Contemporary Economic Management, 38(7), 84–93.

Liu, Z., & Pang, T. (2016). An efficient grid lattice algorithm for pricing American-style options. International Journal of Financial Markets and Derivatives, 5(1), 36. https://doi.org/10.1504/ijfmd.2016.076978

Pang, T., & Hussain, A. (2015). An Application of Functional Ito's Formula to Stochastic Portfolio Optimization with Bounded Memory. In 2015 Proceedings of the Conference on Control and its Applications (pp. 159–166). https://doi.org/10.1137/1.9781611974072.23

Pang, T., Chen, W., & Li, L. (2015). CVA Wrong Way Risk Multiplier Decomposition and Efficient CVA Curve. Journal of Risk Management in Financial Institutions, 8(4), 390–404.

Pang, T., Yang, Y., & Zhao, D. (2015). Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities. International Journal of Financial Studies, 3(2), 136–150. https://doi.org/10.3390/ijfs3020136

Pang, T., & Yang, S. (2015). GARCH Models for Credit Risk and Market Risk of Relative Returns. Journal of Finance and Management Research, 1(1), 19–38.

Pang, T., & Varga, K. (2015). Optimal Investment and Consumption for Portfolios with Stochastic Dividends. Journal of Finance and Management Research, 1(2), 1–22.

Pang, T. (2014). A Stochastic Investment Model on Finite Time Horizon. Research on Finance and Management, 2(1), 1–26.

Chang, M.-H., Pang, T., & Pemy, M. (2012). Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory. STOCHASTIC ANALYSIS AND APPLICATIONS, 30(6), 1102–1135. https://doi.org/10.1080/07362994.2012.727143

Chang, M.-H., Pang, T., & Yang, Y. (2011). A Stochastic Portfolio Optimization Model with Bounded Memory. MATHEMATICS OF OPERATIONS RESEARCH, 36(4), 604–619. https://doi.org/10.1287/moor.1110.0508

Chang, M.-H., Pang, T., & Pemy, M. (2010). An approximation scheme for Black-Scholes equations with delays. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 23(3), 438–455. https://doi.org/10.1007/s11424-010-0139-6

Chang, M.-H., Pang, T., & Yong, J. (2009). OPTIMAL STOPPING PROBLEM FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 48(2), 941–971. https://doi.org/10.1137/070705726

Chang, M. H., Pang, T., & Pemy, M. (2008). Finite difference approximation for stochastic optimal stopping problems with delays. Journal of Industrial and Management Optimization, 4(2), 227–246. https://doi.org/10.3934/jimo.2008.4.227

Chang, M.-H., Pang, T., & Pemy, M. (2008). Finite difference approximations for stochastic control systems with delay. STOCHASTIC ANALYSIS AND APPLICATIONS, 26(3), 451–470. https://doi.org/10.1080/07362990802006980

Chang, M.-H. (H., Pang, T., & Pemy, M. (2008). Optimal control of stochastic functional differential equations with a bounded memory. Stochastics, 80(1), 69–96. https://doi.org/10.1080/17442500701605494

Chang, M.-H., Pang, T., & Pemy, M. (2006). Stochastic optimal control problems with a bounded memory. Operations Research and Its Applications, Lecture Notes in Operations Research, 6, 82–94.

Pang, T. (2006). Stochastic portfolio optimization with log utility. International Journal of Theoretical and Applied Finance, 9(6), 869–887. https://doi.org/10.1142/s0219024906003858

Fleming, W. H., & Pang, T. (2005). A  stochastic control model of investment, production and consumption. Quarterly of Applied Mathematics, 63(1), 71–87. https://doi.org/10.1090/s0033-569x-04-00941-1

Fleming, W. H., & Pang, T. (2004). An application of stochastic control theory to financial economics. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 43(2), 502–531. https://doi.org/10.1137/S0363012902419060

Pang, T. (2004). Portfolio optimization models on infinite-time horizon. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 122(3), 573–597. https://doi.org/10.1023/B:JOTA.0000042596.26927.2d

Pang, T. (1999). Global Smooth Solutions and Large Time Behavior of the One-Dimensional Navier–Stokes Equations. Journal of Mathematical Analysis and Applications, 235(2), 395–417. https://doi.org/10.1006/jmaa.1999.6287