Alex S. L. Tse

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Portfolio selection in contests SIAM Journal on Financial Mathematics	2026-04-02	Paper
The (non-)equivalence of dividends and share buybacks Mathematics and Financial Economics	2026-01-13	Paper
FX Open Forward Quantitative Finance	2025-01-06	Paper
The importance of dynamic risk constraints for limited liability operators Annals of Operations Research	2024-06-04	Paper
Portfolio Selection, Periodic Evaluations and Risk Taking Operations Research	2024-03-15	Paper
Speculative trading, prospect theory and transaction costs Finance and Stochastics	2022-12-28	Paper
Dividend policy and capital structure of a defaultable firm Mathematical Finance	2021-03-23	Paper
A multi-asset investment and consumption problem with transaction costs Finance and Stochastics	2019-06-27	Paper
Optimal consumption and investment under transaction costs Mathematical Finance	2019-05-23	Paper
Optimal consumption and investment under transaction costs Mathematical Finance	2019-05-23	Paper
Probability weighting, stop-loss and the disposition effect Journal of Economic Theory	2018-11-19	Paper
Randomized strategies and prospect theory in a dynamic context Journal of Economic Theory	2017-02-10	Paper
Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets Asia-Pacific Financial Markets	2009-09-09	Paper

Research outcomes over time

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