Alex S. L. Tse

University College London

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

7

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1,352

SSRN CITATIONS
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in Total Papers Citations

9

CROSSREF CITATIONS

7

Scholarly Papers (7)

Liquidation, Bailout, and Bail-in: Insolvency Resolution Mechanisms and Bank Lending

Forthcoming in the Journal of Financial and Quantitative Analysis
Number of pages: 62 Posted: 22 Feb 2018 Last Revised: 26 May 2021
Bart M. Lambrecht and Alex S. L. Tse
University of Cambridge - Judge Business School and University College London
Downloads 437 (100,667)
Citation 2

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Liquidation, bailout, bail-in, asset sale, agency

Liquidation, Bailout, and Bail-In: Insolvency Resolution Mechanisms and Bank Lending

CEPR Discussion Paper No. DP13734
Number of pages: 64 Posted: 22 May 2019
Bart M. Lambrecht and Alex S. L. Tse
University of Cambridge - Judge Business School and University College London
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agency, asset sale, bail-in, bailout, Liquidation

2.

Randomized Strategies and Prospect Theory in a Dynamic Context

Number of pages: 29 Posted: 29 Nov 2014 Last Revised: 06 Jan 2017
Vicky Henderson, David Hobson and Alex S. L. Tse
University of Warwick, University of Warwick and University College London
Downloads 352 (130,007)
Citation 6

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Behavioral economics, prospect theory, probability weighting, randomized strategies

3.

Probability Weighting, Stop-Loss and the Disposition Effect

Number of pages: 58 Posted: 16 Aug 2016 Last Revised: 06 Mar 2017
Vicky Henderson, David Hobson and Alex S. L. Tse
University of Warwick, University of Warwick and University College London
Downloads 320 (144,041)
Citation 4

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Prospect theory, behavioral finance, disposition effect, investor trading behavior, probability weighting.

4.

Portfolio Selection, Periodic Evaluations and Risk Taking

Number of pages: 50 Posted: 04 Feb 2022
Alex S. L. Tse and Harry Zheng
University College London and Imperial College London - Mathematical Finance
Downloads 94 (411,504)

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Portfolio selection, S-shaped utility, periodic evaluation, agency, incentive

5.

Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets

Asia-Pacific Financial Markets, Vol. 16, pp. 183-210, 2009
Number of pages: 40 Posted: 30 Jun 2009 Last Revised: 29 Jan 2010
Mike K. P. So and Alex S. L. Tse
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics & Operations Management and University College London
Downloads 89 (426,152)

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Dynamic correlation, Extreme dependence, Multivariate GARCH Model, Risk management, Tail dependence coefficient

6.

Speculative Trading, Prospect Theory and Transaction Costs

Number of pages: 29 Posted: 10 Dec 2019 Last Revised: 13 Oct 2021
Alex S. L. Tse and Harry Zheng
University College London and Imperial College London - Mathematical Finance
Downloads 55 (551,154)

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S-shaped utility, optimal stopping, transaction costs, entry-and-exit strategies

7.

Optimal Consumption and Investment Under Transaction Costs

Mathematical Finance, Vol. 29, Issue 2, pp. 483-506, 2019
Number of pages: 24 Posted: 13 Mar 2019
David Hobson, Alex S. L. Tse and Yeqi Zhu
University of Warwick, University College London and Credit Suisse U.K. Limited
Downloads 5 (912,167)

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Merton problem, proportional transaction costs, no transaction region, well‐posedness, leverage