Optimal contracting with effort and misvaluation
From MaRDI portal
Publication:1938959
DOI10.1007/S11579-012-0088-ZzbMath1275.91088OpenAlexW2069985124MaRDI QIDQ1938959
Türkay Yolcu, Jakša Cvitanić, Agostino Capponi
Publication date: 26 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-012-0088-z
Related Items (2)
Optimal contract for the principal-agent under Knightian uncertainty ⋮ Optimal contracts and asset prices in a continuous-time delegated portfolio management problem
Uses Software
Cites Work
- On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility
- The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- Corporate insurance and managerial incentives
- Optimal risk-sharing with effort and project choice
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Optimal compensation with adverse selection and dynamic actions
- CREDIT RISK MODELING WITH MISREPORTING AND INCOMPLETE INFORMATION
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Term Structures of Credit Spreads with Incomplete Accounting Information
- A Variational Approach to Contracting under Imperfect Observations
- Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
This page was built for publication: Optimal contracting with effort and misvaluation