Repeated moral hazard and one-sided commitment
From MaRDI portal
Publication:1906454
DOI10.1006/jeth.1995.1050zbMath0843.90027MaRDI QIDQ1906454
Publication date: 19 August 1996
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/898eb7f6a87fa2c70418e07fcb4a5e112197430f
Related Items
An Estimation Function for the Rate of Drift, Dispersion, Injection, and Decay of Transient Tracers, Payments systems design in deterministic and private information environments, Termination as an incentive device, Repeated moral hazard with effort persistence, Termination of dynamic contracts in an equilibrium labor market model, Asset prices, debt constraints and inefficiency, A dynamic model of unsecured credit, Renegotiation-proof contract in repeated agency, Stock grants as a commitment device, On the long run implications of repeated moral hazard, Incentives, CEO compensation, and shareholder wealth in a dynamic agency model, A recursive formulation for repeated agency with history dependence, Money and dynamic credit arrangements with private information, Markov-perfect risk sharing, moral hazard and limited commitment, Stochastic costly state verification and dynamic contracts, Optimal self-enforcement and termination, When to fire a CEO: optimal termination in dynamic contracts, A dynamic theory of war and peace, Optimal lending contracts with long run borrowing constraints, Optimal CEO turnover, Risk sharing contracts with private information and one-sided commitment, Outside opportunities and termination, Optimal dynamic risk sharing when enforcement is a decision variable, From equals to despots: the dynamics of repeated decision making in partnerships with private information, Dynamic risk-sharing with two-sided moral hazard, Dynamic mechanism design with hidden income and hidden actions, MONEY, MARKETS, AND DYNAMIC CREDIT
