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)

Dynamic Contracting: Accidents Lead to Nonlinear Contracts. - Agostino Capponi; Christoph Frei (SIAM J. Financial Math., 2015)

Systemic Influences on Optimal Equity-Credit Investment. - Agostino Capponi; Christoph Frei (Manag. Sci., 2017)

Principal Trading Arrangements: When Are Common Contracts Optimal? - Markus Baldauf; Christoph Frei; Joshua Mollner (Manag. Sci., 2022)

Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact. - Markus Baldauf; Christoph Frei; Joshua Mollner (EC, 2023)