Risky utilities

DOI10.1007/S00199-015-0919-2zbMATH Open1367.91100OpenAlexW3189182287MaRDI QIDQ324366FDOQ324366

Authors: Jean-Charles Rochet, Guillaume Roger 

Publication date: 11 October 2016

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

Full work available at URL: https://www.zora.uzh.ch/id/eprint/130212/1/Risky_Utilities.pdf

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zbMATH Keywords

moral hazardspeculationcapital requirementsdynamic contract

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Large risks, limited liability, and dynamic moral hazard
• A Continuous-Time Version of the Principal–Agent Problem
• On Repeated Moral Hazard with Discounting
• Regulating a Monopolist with Unknown Costs
• Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications

Cited In (3)

• Scale effects in dynamic contracting
• Price regulation and risk. The impact of regulation system shifts on risk components.
• A theory of national development bank: long-term investment and the agency problem

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