S. Tse

Finance · with Forsyth · 2012

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #9,378 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 7 citations into it; #20,607 of 23,481 by trust here, #20,008 by citations

Whom S. Tse trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert Almgren
2. Duan Li
3. Xun Yu Zhou
4. Gur Huberman

Who trusts S. Tse overall

1. Peter A. Forsyth

Papers from S. Tse's perspective

Ordered by how strongly the researchers S. Tse trusts endorse each paper. Same corpus, a different order for every researcher.

1. Price Manipulation and Quasi-Arbitrage
2. Optimal execution with nonlinear impact functions and trading-enhanced risk
3. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
4. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
5. Optimal execution for portfolio transactions
6. Optimal Basket Liquidation for CARA Investors is Deterministic
7. Algorithms for minimization without derivatives
8. A Hamilton-Jacobi-Bellman approach to optimal trade execution
9. Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation
10. Controlled Markov processes and viscosity solutions

Their papers

• Optimal trade execution: A mean quadratic variation approach (2012) — 153 citations