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— Faculty —

HU, Sang

Title:

Assistant Professor

Education Background

PhD (The Chinese University of Hong Kong)

BBA (The Chinese University of Hong Kong)

Research Field
Behavioral Finance; Risk Management
Email

husang@cuhk.edu.cn

Biography:


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. She joined The Chinese University of Hong Kong, Shenzhen since December 2016. Her current research interests are behavioral finance and risk management.


Academic Publications:


1. XD He, S Hu, J Obłój, XY Zhou. 2018. Two explicit Skorokhod embeddings for simple symmetric random walk, Stochastic Processes and their Applications, forthcoming.

2. XD He, S Hu, J Obłój, XY Zhou. 2017. Path-dependent and randomized strategies in Barberis' casino gambling model, Operations Research, 65(1), 97-103.

3. XD He, S Hu, J Obłój, XY Zhou. 2018. Optimal exit time from casino gambling: strategies of pre-committed and naive gamblers, submitted.

4. XD He, S Hu, S Kou. 2018. Peer-to-peer equity financing: contract design with asymmetric information, working paper.

5. S Hu, J Obłój, XY Zhou. 2018. Optimal stopping strategies of behavioral gamblers in finite time horizons, working paper.