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]