Incentive contracting under ambiguity aversion (Q2323573): Difference between revisions

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+Estimating ambiguity aversion in a portfolio choice experiment
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+Are CEOs Rewarded for Luck? The Ones Without Principals Are
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+Executive Compensation and Short-Termist Behaviour in Speculative Markets
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+How Important Are Risk-Taking Incentives in Executive Compensation?*
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+Risk, Ambiguity, and the Savage Axioms
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Maxmin expected utility with non-unique prior
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+An Analysis of the Principal-Agent Problem
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+Aggregation and Linearity in the Provision of Intertemporal Incentives
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+A reformulation of the maxmin expected utility model with application to agency theory
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+Tournaments as a response to ambiguity aversion in incentive contracts
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+The effect of ambiguity aversion on reward scheme choice
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+Ambiguity in dynamic contracts
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+Ambiguity sharing and the lack of relative performance evaluation
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+Bayesian learning with multiple priors and nonvanishing ambiguity
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