Transferable deposits as a screening mechanism

DOI10.1007/s00199-020-01264-2zbMath1479.91359OpenAlexW3121264758MaRDI QIDQ2061116

Ehud Lehrer, David Lagziel

Publication date: 13 December 2021

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://in.bgu.ac.il/en/humsos/Econ/Workingpapers/1808.pdf

zbMATH Keywords

investment gamereward schemesscreening problem

Mathematics Subject Classification ID

Applications of game theory (91A80) Portfolio theory (91G10)

Cites Work

• Delegated portfolio management
• Maxmin expected utility with non-unique prior
• The reproducible properties of correct forecasts
• Reward schemes
• Conditional universal consistency.
• An axiomatic characterization of wagering mechanisms
• Calibrated Incentive Contracts
• Comparative Testing of Experts
• Testing Multiple Forecasters
• Manipulability of Future-Independent Tests
• Asymptotic calibration
• Any Inspection is Manipulable
• Gaming Performance Fees By Portfolio Managers
• Calibration with Many Checking Rules

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