Name: Hu Sang
Title: Associate Professor
Research direction: Financial Technology, Behavioral Finance, Risk Management
Professor's Course:
E - mail： husang@sufe.edu.cn
Telephone:
Research Project
Number | Name | Resource | Time | Funds |
1 | Research on Asset Allocation, Timing, and Pricing Issues within the Framework of Behavioral Finance | National Natural Science Foundation of China General Project | 2023.1-2026.12 | 724,000 |
2 | Research on the Stopping Strategy of Gamblers Based on Prospect Theory | National Natural Science Foundation of China Youth Project | 2020.1-2022.12 | 226,000 |
Research Field
Financial Engineering, Financial Mathematics
Educational Background
PhD from The Chinese University of Hong Kong
First Class Honours Bachelor's Degree from The Chinese University of Hong Kong
Work Experience
The Chinese University of Hong Kong (Shenzhen) School of Data Science
The Chinese University of Hong Kong (Shenzhen) Polytechnic
National University of Singapore Risk Management Institute
Research Achievements
X He, S Hu, and S Kou. (2025). Menuless and preference-free screening contracts for fund managers. Operations Research.
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, 222, 105925.
S Hu, J Obloj, and X Zhou. (2023). A casino gambling model under cumulative prospect theory: Analysis and algorithm. Management Science, Vol. 69, No. 4, pp. 2474-2496.
X He, S Hu, J Obloj, and X Zhou. (2019). Two explicit Skorokhod embeddings on simple symmetric random walk. Stochastic Processes and their Applications, Vol. 129, No. 9, pp. 3431-3445.
X He, S Hu, J Obloj, and X Zhou. (2019). Optimal exit time from casino gambling: Strategies of precommitted and naïve gamblers. SIAM Journal on Control and Optimization, Vol. 57, No. 3, pp. 1845-1868.
X He, S Hu, J Obloj, and X Zhou. (2017). Randomized and path-dependent strategies in Barberis' casino gambling model. Operations Research, Vol. 65, No. 1, pp. 97-103.
