Alex S. L. Tse

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 4

Top Topics

Highest Probability

Portfolio Selection

Top Venues

J. Econ. Theory

Ann. Oper. Res.

Publications

John Armstrong, Damiano Brigo, Alex S. L. Tse
The importance of dynamic risk constraints for limited liability operators. Ann. Oper. Res. 336 (1-2) (2024)
Alex S. L. Tse, Harry Zheng
Portfolio Selection, Periodic Evaluations and Risk Taking. Oper. Res. 71 (6) (2023)
Vicky Henderson, David Hobson, Alex S. L. Tse
Probability weighting, stop-loss and the disposition effect. J. Econ. Theory 178 (2018)
Vicky Henderson, David Hobson, Alex S. L. Tse
Randomized strategies and prospect theory in a dynamic context. J. Econ. Theory 168 (2017)