Multi-period asset allocation by stochastic dynamic programming. - James J. Kung (Appl. Math. Comput., 2008)

An efficient ex-ante criterion for ranking investment strategies. - James J. Kung; Andrew P. Carverhill (Appl. Math. Comput., 2009)

A two-asset stochastic model for long-term portfolio selection. - James J. Kung (Math. Comput. Simul., 2009)

Option pricing under the Merton model of the short rate. - James J. Kung; Lung-Sheng Lee (Math. Comput. Simul., 2009)

An evaluation of some popular investment strategies under stochastic interest rates. - James J. Kung; E.-Ching Wu (Math. Comput. Simul., 2013)

Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics. - James J. Kung (J. Optim. Theory Appl., 2014)