Ambiguity sharing and the lack of relative performance evaluation
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Publication:1616079
DOI10.1007/S00199-017-1056-XzbMATH Open1416.91091OpenAlexW2616184091MaRDI QIDQ1616079FDOQ1616079
Authors: Yaoyao Wu, Jinqiang Yang, Zhentao Zou 
Publication date: 31 October 2018
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-017-1056-x
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Cites Work
- Risk, ambiguity and the Savage axioms
- Ambiguity, learning, and asset returns
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- A Continuous-Time Version of the Principal–Agent Problem
- Aggregation and Linearity in the Provision of Intertemporal Incentives
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- Are CEOs rewarded for luck? The ones without principals are
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Cited In (9)
- Robust contracts with one-sided commitment
- Incentive contracting under ambiguity aversion
- Robust experimentation in the continuous time bandit problem
- Robust risk-taking under a sustainable constraint
- Climate policy: how to deal with ambiguity?
- Robust dynamic contracts with multiple agents
- Optimal contracting under mean-volatility joint ambiguity uncertainties
- Robust leverage dynamics without commitment
- Can ambiguity about rare disasters explain equity premium puzzle?
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