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Alex S.L. Tse

Alex Tse

Research Associate, Cambridge Endowment for Research in Finance (CERF)

BSc (Hong Kong University of Science and Technology (HKUST)), MSc, PhD (University of Warwick)

Professional experience

Alex Tse is a Research Associate in Theoretical Finance at CERF, and a member of the Cambridge Centre for Finance (CCFin).

Prior to his doctoral study, Alex worked as an equity derivatives trader for four years at the Australian and New Zealand Banking Group, focusing on vanilla and light-exotic structured products trading around Asia-Pacific single stocks and various global indices. 

Alex is a certified FRM (Financial Risk Manager).

Awards & honours

  • Chancellor's International Scholarship, University of Warwick, 2013
  • Academic Achievement Medal, HKUST, 2008
  • Beta Gamma Sigma Student Scholarship, 2007
  • Li Po Chun Charitable Trust Fund Scholarship, HKUST, 2006
  • University Scholarship, HKUST, 2005 & 2008

Research interests

Behavioural finance, with particular interests in prospect theory and probability weighting; portfolio selection under transaction costs; and more generally mathematical finance.

Selected publications

Henderson, V., Hobson, D. and Tse, A.S.L. (2017) "Randomized strategies and prospect theory in a dynamic context." Journal of Economic Theory, 168: 287-300 (DOI: 10.1016/j.jet.2017.01.003)

Hobson, D., Tse, A.S.L. and Zhu, Y. (2016) "A multi-asset investment and consumption problem with transaction costs." arXiv Preprint Working Papers, No.1612.01327

Hobson, D., Tse, A.S.L. and Zhu, Y. (2016) "Optimal consumption and investment under transaction costs." arXiv Preprint Working Papers, No.1612.00720

Henderson, V., Hobson, D. and Tse, A.S.L. (2016) "Can probability weighting help prospect theory explain the disposition effect?" Social Science Research Network Working Paper (available online via the SSRN)

So, M.K.P. and Tse, A.S.L. (2009) "Dynamic modeling of tail risk: applications to China, Hong Kong and other Asian markets." Asia-Pacific Financial Markets, 16(3): 183-210 (DOI: 10.1007/s10690-009-9092-6)

Contact details

Alex Tse
Cambridge Endowment for Research in Finance (CERF)
Cambridge Judge Business School
University of Cambridge
Trumpington Street
Cambridge CB2 1AG
UK

Email: s.tse@jbs.cam.ac.uk