Dr Alex Sing-lam Tse
Lecturer in Finance and Accounting
I joined the University of Exeter Business School as a lecturer in 2020. Prior to this appointment, I was a Chapman Fellow in Mathematics at Imperial College London. I also held a postdoctoral position at the Cambridge Endowment for Research in Finance, University of Cambridge.
I work at the interface among finance, economics and mathematics. My current research interests include portfolio selection, behavioural finance, market frictions projects you have been involved in previously, positions held (at the University, on publications, committees), awards / grants received, PhD supervision, any other key points about your work / experience / achievements you would like to include. and mathematical finance. My research is regularly published in internationally renowned journals such as Journal of Economic Theory, Mathematical Finance and Finance & Stochastics.
From 2010 to 2013, I was an equity derivatives trader at the Australia and New Zealand Banking Group Limited responsible for flow trading of structured products on Asian underlyings.
Nationality: British National (Overseas)
Administrative responsibilities: Academic misconduct officer
- PhD (Warwick)
- MSc (Warwick)
- BSc (HKUST)
- Portfolio selection
- Behavioural finance
- Mathematical finance
Publications by category
Publications by year
My teaching expertise lies in the more technical areas of finance at postgraduate level. Modules that I have taught previously include financial economics, derivatives pricing and numerical methods for finance.
In addition, I have also supervised students’ projects/dissertations in the following topics: behavioural finance, volatility trading, deep learning for derivatives pricing, reinforcement learning for portfolio optimisation, etc.
- BEAM036 - Domestic and International Portfolio Management
- BEFM015 - Portfolio Management and Asset Allocation