Optimal risk-sharing with effort and project choice (Q2370508): Difference between revisions

@@ Property / cites work @@
+The Theory of Syndicates and Linear Sharing Rules
@@ Property / cites work: The Theory of Syndicates and Linear Sharing Rules / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Optimal consumption choices for a `large' investor
+Normal rank
@@ Property / cites work @@
+Q4218384
@@ Property / cites work: Q4218384 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex duality in constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets with random endowment
+Normal rank
@@ Property / cites work @@
+Optimal contracts in continuous-time models
@@ Property / cites work: Optimal contracts in continuous-time models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828653
@@ Property / cites work: Q4828653 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient and equilibrium allocations with stochastic differential utility
+Normal rank
@@ Property / cites work @@
+Efficient intertemporal allocations with recursive utility.
+Normal rank
@@ Property / cites work @@
+The Global Stability of Efficient Intertemporal Allocations
+Normal rank
@@ Property / cites work @@
+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
+Normal rank
@@ Property / cites work @@
+Aggregation and Linearity in the Provision of Intertemporal Incentives
+Normal rank
@@ Property / cites work @@
+Optimal investment with random endowments in incomplete markets.
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+Optimal portfolio delegation when parties have different coefficients of risk aversion
+Normal rank
@@ Property / cites work @@
+Optimal growth with many consumers
@@ Property / cites work: Optimal growth with many consumers / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
+Normal rank
@@ Property / cites work @@
+Asymptotic efficiency in dynamic principal-agent problems
+Normal rank
@@ Property / cites work @@
+Computing Multi-Period, Information-Constrained Optima
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
+Normal rank
@@ Property / cites work @@
+The first-order approach to the continuous-time principal-agent problem with exponential utility
+Normal rank
@@ Property / cites work @@
+On Repeated Moral Hazard with Discounting
@@ Property / cites work: On Repeated Moral Hazard with Discounting / rank @@
+Normal rank