Contracting under uncertainty: a principal-agent model with ambiguity averse parties
From MaRDI portal
Publication:1753314
DOI10.1016/j.geb.2018.02.008zbMath1390.91230OpenAlexW2791273989WikidataQ130076208 ScholiaQ130076208MaRDI QIDQ1753314
John Quiggin, Jeffrey Jude Kline, Simon Grant
Publication date: 29 May 2018
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2018.02.008
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Robustness and approximation for the linear contract design ⋮ Principal-agent problem under the linear contract ⋮ Ambiguity and awareness: a coherent multiple priors model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ambiguous language and common priors
- A matter of interpretation: ambiguous contracts and liquidated damages
- Small worlds: Modeling attitudes toward sources of uncertainty
- Risk, Ambiguity, and the Savage Axioms
- Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
This page was built for publication: Contracting under uncertainty: a principal-agent model with ambiguity averse parties