Markus Baldauf, Christoph Frei, Joshua Mollner. Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact. In Kevin Leyton-Brown, Jason D. Hartline, Larry Samuelson, editors, Proceedings of the 24th ACM Conference on Economics and Computation, EC 2023, London, United Kingdom, July 9-12, 2023. pages 184, ACM, 2023. [doi]
Abstract is missing.