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Guillermo Alonso Alvarez
Guillermo Alonso Alvarez
University of Michigan
Verified email at umich.edu
Title
Cited by
Cited by
Year
Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients
GA Alvarez, S Nadtochiy, K Webster
SIAM Journal on Financial Mathematics 14 (3), 855-878, 2023
42023
Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal
GA Alvarez, S Nadtochiy
arXiv preprint arXiv:2307.07010, 2023
22023
Applications of Optimal Contract Theory in Brokerage
GA Alvarez
Illinois Institute of Technology, 2023
2023
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