PhD (The Chinese University of Hong Kong)

BBA (The Chinese University of Hong Kong)

Prof. HU Sang received her bachelor's degree with first class honor in Insurance, Financial, and Actuarial Analysis and doctor's degree in Financial Engineering from The Chinese University of Hong Kong in 2010 and 2014, respectively. She then worked as a research fellow at Risk Management Institute at National University of Singapore. Her current research interests are behavioral finance and risk management.

1. X He, S Hu, and S Kou. (2024). Menuless and preference-free screening contracts for fund managers. Operations Research.
2. X He and S Hu. (2024). Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences. Journal of Economic Theory, forthcoming.
3. S Hu, J Obłój, and X Zhou. (2023). A casino gambling model under cumulative prospect theory: Analysis and algorithm. Management Science, 69(4), 2474-2496.
4. X He, S Hu, J Obłój, and X Zhou. (2019). Two explicit Skorokhod embeddings on simple symmetric random walk. Stochastic Processes and their Applications, 129(9), 3431-3445.
5. X He, S Hu, J Obłój, and X Zhou. (2019). Optimal exit time from casino gambling: Strategies of precommitted and naive gamblers. SIAM Journal on Control and Optimization, 57(3), 1845-1868.
6. X He, S Hu, J Obłój, and X Zhou. (2017). Randomized and path-dependent strategies in Barberis' casino gambling model. Operations Research, 65(1), 97-103.