scientific article; zbMATH DE number 7295776

DOI10.13383/J.CNKI.JSE.2020.03.008MaRDI QIDQ3386338zbMATH OpenFDO

Authors Yehong Yang, Guohua Cao

Publication date 14 January 2021

Full work available at URL https://doi.org/10.13383/J.CNKI.JSE.2020.03.008

zbMATH Keywords

optimal contractprincipaltime-inconsistent preferencesunderinvestment

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41) Portfolio theory (91G10)

Recommendations

• Optimal investment strategy under time-inconsistent preferences and high-water mark contract
• Optimal contracts in continuous-time models
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• Optimal equilibrium contracts in the infinite horizon with no commitment across periods
• Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal
• Time-consistency of optimal investment under smooth ambiguity
• Optimal capital structure and investment decisions under time-inconsistent preferences
• An optimal investment problem with nonsmooth and nonconcave utility over a finite time horizon
• Asset pricing under optimal contracts

Cited in

(5)

• Optimal capital structure and investment decisions under time-inconsistent preferences
• Optimal investment strategy under time-inconsistent preferences and high-water mark contract
• Investment and financing decisions under optimal long-term contracting
• Contractual solutions to hold-up problems with quality uncertainty and unobservable investments
• Time-inconsistent contract theory

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