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

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