Conditional Analysis and a Principal-Agent Problem (Q3188152): Difference between revisions

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+Inf-convolution of risk measures and optimal risk transfer
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Large Risks, Limited Liability, and Dynamic Moral Hazard
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+Optimization Problems with Perturbations: A Guided Tour
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+Q3277804
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+Optimal risk-sharing with effort and project choice
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+Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences
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+Conditional Analysis on $$\mathbb {R}^d$$
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+Contract theory in continuous-time models
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+A general version of the fundamental theorem of asset pricing
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Separation and duality in locally \(L^0\)-convex modules
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+Approaches to Conditional Risk
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+Maxmin expected utility with non-unique prior
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+Aggregation and Linearity in the Provision of Intertemporal Incentives
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+A Continuous-Time Version of the Principal–Agent Problem
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+The first-order approach to the continuous-time principal-agent problem with exponential utility
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+On Repeated Moral Hazard with Discounting
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+A solvable continuous time dynamic principal-agent model
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