The following pages link to Alex S. L. Tse (Q508404):
Displayed 8 items.
- Randomized strategies and prospect theory in a dynamic context (Q508405) (← links)
- Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
- Probability weighting, stop-loss and the disposition effect (Q1622455) (← links)
- A multi-asset investment and consumption problem with transaction costs (Q1999598) (← links)
- Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
- Optimal consumption and investment under transaction costs* (Q5377181) (← links)
- Dividend policy and capital structure of a defaultable firm (Q5855946) (← links)
- Portfolio Selection, Periodic Evaluations and Risk Taking (Q6196747) (← links)