Journal Article

Hobson, David G., Tse, Alex Sing-Lam and Zhu, Yeqi (2019) Optimal consumption and investment under transaction costs. Mathematical Finance, 29 (2). pp. 483-506. doi:10.1111/mafi.12187

Henderson, Vicky, Hobson, David G. and Tse, Alex Sing-Lam (2017) Randomized strategies and prospect theory in a dynamic context. Journal of Economic Theory, 168 . pp. 287-300. doi:10.1016/j.jet.2017.01.003

Thesis or Dissertation

Tse, Alex Sing-Lam (2016) Dynamic economic decision problems under behavioural preferences and market imperfections. PhD thesis, University of Warwick.