معرفی
Dr. Alex Tse is a Visiting Lecturer in the Department of Mathematics at Imperial College London, working at the intersection of mathematics and financial economics. His research employs stochastic control methods to address portfolio optimization, market microstructure, and behavioral finance challenges.
Core research investigates transaction cost impacts on investment strategies, behavioral biases in trading (prospect theory applications), and volatility arbitrage mechanisms. Recent publications examine periodic portfolio evaluations, dividend policy implications, and insolvency resolution frameworks in banking systems.
Industry experience includes equity derivatives trading focused on Asian structured products, informing practical market perspectives in theoretical models. Current projects explore option market-making dynamics and recursive preference structures in multi-asset environments.
