Preprints:

1. Ng, K.T.H. and Chong, W.F. (2023). Optimal Dynamic Asset Allocation for Defined
   Contribution Pension Funds with Forward Utility Preferences. Accepted, Insurance: Mathematics and Economics. 
2. Chu, D., Ng, K.T.H., Yam, S.C.P. and Zheng, H. (2023). Mean-Field Analysis of Two-Party Governance: Cooperation vs Competition among Leaders. Provisionally Accepted, Automatica.
3. Ng, K.T.H., Wong, T.K. and Yam, S.C.P. (2021). When is a Good Time to Sell a Stock?

Ongoing:

1. Fan, N.S., Ng, K.T.H. and Yam, S.C.P. (2021). When to stop stochastic gradient descents: a stopping time approach.
2. Ng, K.T.H., Chong, W.F. and Feng, R. (2023). Capital-Allocation-Induced Risk Sharing.
3. Feng, R., Jing, X., Liu, C. and Ng, K.T.H. (2023). Variable Annuities with a Performance Fee Structure: A Conceivable Solution of the Policyholder-Insurer Conflict.