Alex S. L. Tse

Available identifiers

Publication	Date of Publication	Type
FX Open Forward	2025-01-06	Paper
The importance of dynamic risk constraints for limited liability operators	2024-06-04	Paper
Portfolio Selection, Periodic Evaluations and Risk Taking	2024-03-15	Paper
Speculative trading, prospect theory and transaction costs	2022-12-28	Paper
Dividend policy and capital structure of a defaultable firm	2021-03-23	Paper
A multi-asset investment and consumption problem with transaction costs	2019-06-27	Paper
Optimal consumption and investment under transaction costs*	2019-05-23	Paper
Probability weighting, stop-loss and the disposition effect	2018-11-19	Paper
Randomized strategies and prospect theory in a dynamic context	2017-02-10	Paper
Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets	2009-09-09	Paper

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