Pages that link to "Item:Q1317329"
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The following pages link to The first-order approach to the continuous-time principal-agent problem with exponential utility (Q1317329):
Displaying 50 items.
- Strategies in the principal-agent model (Q361824) (← links)
- Optimality of linearity with collusion and renegotiation (Q459159) (← links)
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- A dynamic principal-agent problem as a feedback Stackelberg differential game (Q627774) (← links)
- On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility (Q673263) (← links)
- Dynamic incentive contracts with termination threats (Q682462) (← links)
- Optimal contracts for agents with adverse selection (Q779104) (← links)
- Dynamic contract design for systemic cyber risk management of interdependent enterprise networks (Q823843) (← links)
- A solvable continuous time dynamic principal-agent model (Q900607) (← links)
- Dynamic contracting with persistent shocks (Q1007324) (← links)
- The first-best sharing rule in the continuous-time principal-agent problem with exponential utility (Q1270062) (← links)
- Corporate insurance and managerial incentives (Q1367894) (← links)
- Asymptotic efficiency in dynamic principal-agent problems (Q1572946) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- A continuous-time optimal insurance design with costly monitoring (Q1627672) (← links)
- Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present (Q1640935) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- A solvable dynamic principal-agent model with linear marginal productivity (Q1727153) (← links)
- A solvable time-inconsistent principal-agent problem (Q1727286) (← links)
- Optimal incentive contracts under relative income concerns (Q1932540) (← links)
- Optimal contracting with effort and misvaluation (Q1938959) (← links)
- Dynamic contracting under imperfect public information and asymmetric beliefs (Q1994202) (← links)
- Optimal compensation and investment affected by firm size and time-varying external factors (Q2022926) (← links)
- Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- Robust contracting in general contract spaces (Q2143885) (← links)
- A continuous-time version of a delegated asset management problem (Q2217060) (← links)
- Optimal contracting with moral hazard and behavioral preferences (Q2348510) (← links)
- The optimality of team contracts (Q2351252) (← links)
- Dynamic contracts and learning by doing (Q2351399) (← links)
- Pay for performance under hierarchical contracting (Q2351400) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249) (← links)
- Dynamic agency with persistent observable shocks (Q2399679) (← links)
- The role of boundary solutions in principal-agent problems of the Holmström-Milgrom type (Q2455671) (← links)
- Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
- Incentives and performance in the presence of wealth effects and endogenous risk (Q2496785) (← links)
- The optimal solution to a principal-agent problem with unknown agent ability (Q2666679) (← links)
- Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
- LINKED RECURSIVE PREFERENCES AND OPTIMALITY (Q2788691) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS (Q3005848) (← links)
- Conditional Analysis and a Principal-Agent Problem (Q3188152) (← links)
- Dynamic Contracting: Accidents Lead to Nonlinear Contracts (Q3195112) (← links)
- <b>A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS</b> (Q3195495) (← links)
- Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal (Q4634215) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
- Risk-sharing and optimal contracts with large exogenous risks (Q6098176) (← links)
- Continuous-time incentives in hierarchies (Q6166333) (← links)
