Alex S. L. Tse

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All published works

Action	Title	Year	Authors
+ PDF Chat	Periodic portfolio selection with quasi-hyperbolic discounting	2024	Yushi Hamaguchi Alex S. L. Tse
+ PDF Chat	Portfolio Optimization under Transaction Costs with Recursive Preferences	2024	Martin Herdegen David Hobson Alex S. L. Tse
+ PDF Chat	Portfolio Optimization under Transaction Costs with Recursive Preferences	2024	Martin Herdegen David Hobson Alex S. L. Tse
+ PDF Chat	Dividend policy and capital structure of a defaultable firm	2020	Alex S. L. Tse
+	The importance of dynamic risk constraints for limited liability operators	2020	John Armstrong Damiano Brigo Alex S. L. Tse
+	Speculative Trading, Prospect Theory and Transaction Costs	2019	Alex S. L. Tse Harry Zheng
+ PDF Chat	Speculative Trading, Prospect Theory and Transaction Costs	2019	Alex S. L. Tse Harry Zheng
+	Dividend Policy and Capital Structure of a Defaultable Firm	2018	Alex S. L. Tse
+ PDF Chat	Optimal consumption and investment under transaction costs*	2018	David Hobson Alex S. L. Tse Yeqi Zhu
+	Dividend Policy and Capital Structure of a Defaultable Firm	2018	Alex S. L. Tse
+	A multi-asset investment and consumption problem with transaction costs	2016	David Hobson Alex S. L. Tse Yeqi Zhu
+	Optimal consumption and investment under transaction costs	2016	David Hobson Alex S. L. Tse Yeqi Zhu

Common Coauthors

Coauthor	Papers Together
David Hobson	4
Yeqi Zhu	3
Harry Zheng	2
Martin Herdegen	2
David Hobson	1
Damiano Brigo	1
John Armstrong	1
Yushi Hamaguchi	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Optimal consumption and investment under transaction costs*	2018	David Hobson Alex S. L. Tse Yeqi Zhu	3
+ PDF Chat	Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs	2013	Jin Hyuk Choi Mihai Ŝırbu Gordan Žitković	3
+ PDF Chat	Optimal Consumption and Sale Strategies for a Risk Averse Agent	2016	David Hobson Yeqi Zhu	2
+	Shadow price in the power utility case	2015	Attila Herczegh Vilmos Prokaj	2
+	A multi-asset investment and consumption problem with transaction costs	2016	David Hobson Alex S. L. Tse Yeqi Zhu	2
+ PDF Chat	Asymptotic analysis for Merton's problem with transaction costs in power utility case	2014	Jin Hyuk Choi	1
+ PDF Chat	Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case	2015	Dylan Possamaï H. Meté Soner Nizar Touzi	1
+ PDF Chat	Optimal dividend policies with random profitability	2019	A. Max Reppen Jean‐Charles Rochet H. Meté Soner	1
+ PDF Chat	Transaction costs, trading volume, and the liquidity premium	2013	Stefan Gerhold Paolo Guasoni Johannes Muhle‐Karbe Walter Schachermayer	1
+ PDF Chat	On using shadow prices in portfolio optimization with transaction costs	2010	Jan Kallsen Johannes Muhle‐Karbe	1
+ PDF Chat	Optimal stopping under probability distortion	2013	Zuo Quan Xu Xun Yu Zhou	1
+ PDF Chat	OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT	2015	Tim Leung Xin Li	1
+ PDF Chat	Variational Principle for Steady States of Dissipative Quantum Many-Body Systems	2015	Hendrik Weimer	1