Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626): Difference between revisions

@@ Property / cites work @@
+Optimal risk-sharing with effort and project choice
+Normal rank
@@ Property / cites work @@
+Mean field game of controls and an application to trade crowding
+Normal rank
@@ Property / cites work @@
+Mean‐field games with differing beliefs for algorithmic trading
+Normal rank
@@ Property / cites work @@
+Asset pricing under optimal contracts
@@ Property / cites work: Asset pricing under optimal contracts / rank @@
+Normal rank
@@ Property / cites work @@
+Contract theory in continuous-time models
@@ Property / cites work: Contract theory in continuous-time models / rank @@
+Normal rank
@@ Property / cites work @@
+Contracting Theory with Competitive Interacting Agents
+Normal rank
@@ Property / cites work @@
+Aggregation and Linearity in the Provision of Intertemporal Incentives
+Normal rank
@@ Property / cites work @@
+Mean-Field Game Strategies for Optimal Execution
@@ Property / cites work: Mean-Field Game Strategies for Optimal Execution / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank