Tse, Alex S. L.
- The importance of dynamic risk constraints for limited liability\n operators
2020/11/06 by John Armstrong, Armstrong, John, Damiano Brigo +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
- Portfolio Optimization under Transaction Costs with Recursive Preferences
2024/02/13 by Herdegen, Martin, Hobson, David, Tse, Alex S. L. · 1 citation
#49L20 #60H20 #91B16 #91G10 #93E20 #FOS: Economics and business #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM)