Christoph Frei
University of Alberta
H-index: 13
North America-Canada
Top articles of Christoph Frei
Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact
Available at SSRN 3778956
2024
Christoph Frei
H-Index: 8
Joshua Mollner
H-Index: 7
Traditional and Digital Currencies in Over-the-Counter Markets
Mathematics and Financial Economics
2023/6/30
Christoph Frei
H-Index: 8
Cannabis Legalization: Do Banking Transactions Reflect a Shift Away from the Illegal Market?
Forthcoming in Applied Economics Letters. Available at SSRN 3921606
2023/2/9
Christoph Frei
H-Index: 8
Open Banking: Opportunities and Risks
2023
Christoph Frei
H-Index: 8
How the Closure of a U.S. Tax Loophole May Affect Investor Portfolios
Journal of Risk and Financial Management
2022/5/4
Christoph Frei
H-Index: 8
Principal Trading Arrangements: When Are Common Contracts Optimal?
Management Science
2022
Christoph Frei
H-Index: 8
Joshua Mollner
H-Index: 7
Counterparty Risk in Over-the-Counter Markets
Journal of Financial and Quantitative Analysis
2022/5
Christoph Frei
H-Index: 8
Agostino Capponi
H-Index: 15
Optimal Closing Benchmarks
Finance Research Letters
2021/5
Christoph Frei
H-Index: 8
A New Approach to Risk Attribution and its Application in Credit Risk Analysis
Risks
2020/6
Christoph Frei
H-Index: 8
A Stochastic Model for Cancer Metastasis: Branching Stochastic Process with Settlement
Mathematical Medicine and Biology: A Journal of the IMA
2020/5/29
Christoph Frei
H-Index: 8
Adam Rhodes
H-Index: 3
Co-Authors
