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Alex S.L. Tse

Portfolio selection, periodic evaluations and risk taking

by Dr Alex Tse, former Research Associate at Cambridge Endowment for Research in Finance and winner of the CERF Alumni Association (CERFAS) Best Paper Award Alex Tse Portfolio managers in real life can be selfish, where they care about their…

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Rear view of a relaxing trader who is sitting in front of a trading station which consists of four screens with financial data.

Some recent developments in mathematical finance

by Dr Alex S.L. Tse, Research Associate, Cambridge Centre for Finance and Cambridge Endowment for Research in Finance A few weeks ago I attended the 10th World Congress of the Bachelier Finance Society in Dublin. To those who do not…

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2018 ccfin recentdevsmathematicalfinance 883x432 1

Transaction costs, consumption and investment

by Dr Alex S.L. Tse, Research Associate, Cambridge Centre for Finance and Cambridge Endowment for Research in Finance The theoretical modelling of individuals' consumption and investment behaviours is an important micro-foundation of asset pricing. Despite being a classical problem in…

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2018 ccfin transactioncosts 883x432 1

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