Christoph Frei

According to our database, Christoph Frei authored at least 5 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact.

Markus Baldauf, Christoph Frei, Joshua Mollner

Proceedings of the 24th ACM Conference on Economics and Computation, 2023

2022

Principal Trading Arrangements: When Are Common Contracts Optimal?

Markus Baldauf, Christoph Frei, Joshua Mollner

Manag. Sci., 2022

2017

Systemic Influences on Optimal Equity-Credit Investment.

Agostino Capponi, Christoph Frei

Manag. Sci., 2017

2015

Dynamic Contracting: Accidents Lead to Nonlinear Contracts.

Agostino Capponi, Christoph Frei

SIAM J. Financial Math., 2015

2014

The scenario approach for Stochastic Model Predictive Control with bounds on closed-loop constraint violations.

Georg Schildbach, Lorenzo Fagiano, Christoph Frei, Manfred Morari

Autom., 2014