A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS

DOI10.1111/mafi.12032zbMath1331.91115OpenAlexW1931787130MaRDI QIDQ3195495

Xuhu Wan, Jaeyoung Sung

Publication date: 20 October 2015

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/mafi.12032

zbMATH Keywords

general equilibriuminterest ratemoral hazardequity premiumoptimal contractrelative performance evaluation

Mathematics Subject Classification ID

Financial applications of other theories (91G80) General equilibrium theory (91B50)

Related Items

Asset pricing under optimal contracts, Optimal contracts and asset prices in a continuous-time delegated portfolio management problem

Cites Work

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