On the generalized principal-agent problem: a comment
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Publication:2462897
DOI10.1007/S10058-007-0025-4zbMATH Open1274.91272OpenAlexW2013468984MaRDI QIDQ2462897FDOQ2462897
Authors: Sandrine Ollier
Publication date: 5 December 2007
Published in: Review of Economic Design (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10058-007-0025-4
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Cites Work
Cited In (15)
- The general solution to the principal-agent problem with symmetric information under risk conditions.
- The principal-agent problem with smooth ambiguity
- A general Lagrangian approach for non-concave moral hazard problems
- Conditional Analysis and a Principal-Agent Problem
- Information space conditions for the first-order approach in agency problems
- A general solution method for moral hazard problems
- An information inequality for agency problems
- The optimal contract under adverse selection in a moral-hazard model with a risk-averse agent
- The principal-agent problem for service rate event-dependency
- Title not available (Why is that?)
- What can we learn from simulating a standard agency model?
- Distributions for the validity of the first-order approach to principal-agent problems
- Characterizing optimal wages in principal-agent problems without using the first-order approach
- The Multiperiod Principal-Agent Problem
- Moral hazard and the spanning condition without the first-order approach
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