Sang HU (Sophie) - Grants and Publications

Research Grants

Competitive Grants

National Natural Science Foundation of China, General Program, 724k RMB, 2023-2026.
Natural Science Foundation of Shenzhen Municipality, College Stable Support Program, 283k RMB, 2022-2025.
National Natural Science Foundation of China, Youth Program, 226k RMB, 2020-2022.
Natural Science Foundation of Guangdong Province, General Program, 10k RMB, 2019-2022.

Non-Competitive Grant

The Chinese University of Hong Kong (Shenzhen) President’s Fund, 110m RMB, 2017-2020.

Publications

X He, S Hu, and S Kou. (2025). Menuless and preference-free screening contracts for fund managers. [webpage]

S Hu and Z Zhou. (2025). Equilibrium of dividend payments and capital injection under time-inconsistent preference. [webpage]

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. [webpage]

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. [webpage]

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. [webpage]

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. [webpage]

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. [webpage]

Working Paper

S Hu and X Zhou. (2023). Optimal exit strategies of CPT gamblers in unfair asymmetric gambles.