Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
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- scientific article; zbMATH DE number 3653916 (Why is no real title available?)
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- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- A decomposition of the Brownian path
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- Bankruptcy and expected utility maximization
- Contracts without memory in multiperiod agency models
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- On Repeated Moral Hazard with Discounting
- Optimal cartel equilibria with imperfect monitoring
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Repeated Moral Hazard
- Repeated Principal-Agent Games with Discounting
- Repeated insurance contracts and moral hazard
- Short-term contracts and long-term agency relationships
Cited in
(15)- scientific article; zbMATH DE number 5260276 (Why is no real title available?)
- The efficiency of bonus-or-terminate incentive schemes under subjective evaluations
- Optimal incentive contracts under inequity aversion
- A comparison of cardinal tournaments and piece rate contracts with liquidity constrained agents
- Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection
- Risk vs. profit potential:
- A penalty function method for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Bankruptcy and expected utility maximization
- Optimal sickness benefits in a principal-agent model
- The principal-agent problem for service rate event-dependency
- scientific article; zbMATH DE number 7594618 (Why is no real title available?)
- On the existence of optimal contract mechanisms for incomplete information principal-agent models
- Asymptotic efficiency in dynamic principal-agent problems
- Theory of dynamic portfolio for survival under uncertainty
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