Randomized strategies and prospect theory in a dynamic context. - Vicky Henderson; David Hobson; Alex S. L. Tse (J. Econ. Theory, 2017)

Probability weighting, stop-loss and the disposition effect. - Vicky Henderson; David Hobson; Alex S. L. Tse (J. Econ. Theory, 2018)

Portfolio Selection, Periodic Evaluations and Risk Taking. - Alex S. L. Tse; Harry Zheng (Oper. Res., 2023)

The importance of dynamic risk constraints for limited liability operators. - John Armstrong; Damiano Brigo; Alex S. L. Tse (Ann. Oper. Res., 2024)