Justifying the First-Order Approach to Principal-Agent Problems
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Cited in
(only showing first 100 items - show all)- Multitask principal-agent problems: Optimal contracts, fragility, and effort misallocation
- The probability approach to general equilibrium with production
- Contracts with endogenous information
- The human side of mechanism design: a tribute to Leo Hurwicz and Jean-Jacque Laffont
- Monotone second-best optimal contracts
- The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
- Linear contracts and the double moral-hazard
- Preference representation and randomization in principal-agent contracts
- Incentive roles and fringe benefits in compensation contracts
- Optimal contracting of separable production technologies
- The general solution to the principal-agent problem with symmetric information under risk conditions.
- Quality, self-regulation, and competition: The case of insurance
- Bidding for incentive contracts
- A modified homotopy method for solving the principal-agent bilevel programming problem
- A principal-agent problem with heterogeneous demand distributions for a carbon capture and storage system
- A solvable dynamic principal-agent model with linear marginal productivity
- The informativeness principle without the first-order approach
- A class of extremum problems related to agency models with imperfect monitoring
- Distributions for the first-order approach to principal-agent problems
- Capital market equilibrium with moral hazard
- Random sampling within the framework of a multivariate principal-agent approach
- The first-order approach when the cost of effort is money
- Wealth effects in the principal agent model
- Repeated moral hazard and recursive Lagrangeans
- Optimal contract under double moral hazard and limited liability
- Globally convergent method for designing twice spline contractual function
- Effects of changes in preferences in moral hazard problems
- Posterior probabilities: nonmonotonicity, asymptotic rates, log-concavity, and Turán's inequality
- The moral hazard problem with high stakes
- Tournament rewards and heavy tails
- On the moral hazard problem without the first-order approach
- Minimum payments and induced effort in moral hazard problems
- Globally convergent homotopy method for designing piecewise linear deterministic contractual function
- Existence and non-existence in the moral hazard problem
- The first-order approach to the principal-agent problems under inequality aversion
- On the generalized principal-agent problem: a comment
- Risk-bearing and entrepreneurship
- Time of the essence
- Existence and monotonicity of solutions to moral hazard problems
- Relative performance evaluation for dynamic contracts in a large competitive market
- An envelope approach to tournament design
- Relational contracts and the first-order approach
- Characterizing optimal wages in principal-agent problems without using the first-order approach
- Information, risk sharing, and incentives in agency problems
- Compensation and Transfer Pricing in a Principal-Agent Model
- The First-Order Approach to Principal-Agent Problems
- Multicriteria agency theory
- A note on pricing with risk aversion
- A general solution method for moral hazard problems
- A polynomial optimization approach to principal-agent problems
- Contracting theory with competitive interacting agents
- Perspectives of Risk Sharing
- On the validity of the first-order approach with moral hazard and hidden assets
- Monotonicity of optimal contracts without the first-order approach
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Ordinal aggregation results via Karlin's variation diminishing property
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
- A classification approach to general s-shaped utility optimization with principals' constraints
- Moral hazard and the spanning condition without the first-order approach
- Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
- A computer simulation and analysis to the principal agent model
- The first-order approach in rank-order tournaments
- A general Lagrangian approach for non-concave moral hazard problems
- The general solution to the principal-agent problem with asymmetrical information under uncertainty and risk
- What can we learn from simulating a standard agency model?
- Participation in moral hazard problems
- Bounds on the welfare loss from moral hazard with limited liability
- The existence of an optimal deterministic contract in moral hazard problems
- Endogenous criteria for success
- A dual approach to agency problems
- Repeated moral hazard with effort persistence
- Moral hazard in loss reduction and state-dependent utility
- On the first-order approach in principal-agent models with hidden borrowing and lending
- Pareto-improving tax reforms and the earned income tax credit
- Manager fee contracts and managerial incentives
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result
- Full downside risk aversion
- Optimal insurance for repetitive natural disasters under moral hazard
- Incentive contracts when agents distort probabilities
- Shaking the tree: an agency-theoretic model of asset pricing
- On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility
- The nature of tournaments
- Overconfidence and moral hazard without commitment
- Optimal incentives and the time dimension of performance measurement
- Exploiting overconfidence: optimal contracts with heterogeneous beliefs
- A general method for the existence of an optimal deterministic contract in moral hazard problems
- Agency theory and higher-order risk changes
- Economic juries and public project provision
- Limited liability and incentive contracting with ex-ante action choices
- Optimal auctions with information acquisition
- Prevention efforts, insurance demand and price incentives under coherent risk measures
- Endogenous risk and protection premiums
- Information space conditions for the first-order approach in agency problems
- A solvable continuous time dynamic principal-agent model
- An information inequality for agency problems
- Normative properties of stock market equilibrium with moral hazard
- Agency theory: choice-based foundations of the parametrized distribution formulation
- Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm
- Moral hazard with bounded payments
- Optimal incentive contracts under inequity aversion
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