Optimal risk-sharing with effort and project choice
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Publication:2370508
DOI10.1016/j.jet.2005.12.007zbMath1280.91103OpenAlexW1993960361MaRDI QIDQ2370508
Abel Cadenillas, Jakša Cvitanić, Fernando Zapatero
Publication date: 26 June 2007
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2005.12.007
Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Portfolio theory (91G10)
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