Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
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- A two-dimensional control problem arising from dynamic contracting theory
- Optimal contracting with effort and misvaluation
- Dynamic contracting under imperfect public information and asymmetric beliefs
- A theory of dynamic contracting with financial constraints
- New formulations of ambiguous volatility with an application to optimal dynamic contracting
- Agent's optimal compensation under inflation risk by using dynamic contract model
- How to build stable relationships between people who lie and cheat
- Dynamic contract and discretionary termination policy under loss aversion
- Optimal equity auctions with two-dimensional types
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Relational contracts, limited liability, and employment dynamics
- Debt, equity, and information
- The financial market: not as big as you think
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting
- Risky utilities
- Optimal dynamic contracts with moral hazard and costly monitoring
- Robust contracting with additive noise
- Strategies in the principal-agent model
- Optimal contract for machine repair and maintenance
- On repeated games with imperfect public monitoring: from discrete to continuous time
- Optimal monitoring schedule in dynamic contracts
- ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
- Pricing rules under asymmetric information
- Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment
- Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale
- Gaussian agency problems with memory and linear contracts
- Robust dynamic contracts with multiple agents
- A theory of cash flow-based financing with distress resolution
- Setbacks, shutdowns, and overruns
- Randomisation with moral hazard: a path to existence of optimal contracts
- Scale effects in dynamic contracting
- A duality approach to continuous-time contracting problems with limited commitment
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