Aggregation and Linearity in the Provision of Intertemporal Incentives
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Publication:3748017
aggregationBrownian motionconstant absolute risk aversionincentives over timelinear incentive schemesmoral hazardpiece-ratesprincipal-agent problems
Recommendations
- Linear incentive schemes and Poisson processes in economic agency models
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- The role of boundary solutions in principal-agent problems of the Holmström-Milgrom type
- Piecewise Linear Incentive Schemes
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- Strategic wholesale pricing in a supply chain with a potential entrant
- Value of communication in agencies
- Amicable divorce: Dissolving a partnership with simple mechanisms
- The first-best sharing rule in the continuous-time principal-agent problem with exponential utility
- Regulation of a risk averse firm
- Linear contracts and the double moral-hazard
- The principal/agent paradigm: Its relevance to various functional fields
- Preference representation and randomization in principal-agent contracts
- Managerial incentive contracts with a production externality
- The principal-agent problem when the agent has access to outside markets
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Corporate insurance and managerial incentives
- Pay-performance sensitivity and production uncertainty
- The effectiveness of English auctions.
- Asymptotic efficiency in dynamic principal-agent problems
- Bargaining on behalf of a constituency
- Empire building by corporate managers
- Ambiguity sharing and the lack of relative performance evaluation
- Moral hazard under ambiguity
- A continuous-time optimal insurance design with costly monitoring
- Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present
- Risk aversion in the Nash bargaining problem with uncertainty
- Optimal incentives in a principal-agent model with endogenous technology
- Moral hazard in innovation: the relationship between risk aversion and performance pay
- Performance pay, trade and inequality
- Unit-sphere games
- Reward schemes
- Dynamic programming approach to principal-agent problems
- Asset pricing under optimal contracts
- A principal-agent problem with heterogeneous demand distributions for a carbon capture and storage system
- Mechanism design of fashion virtual enterprise under monitoring strategy
- Uncertainty, risk, and the efficiencies of the principal and the agent: a chance constrained data envelopment analysis approach
- An agency perspective for multi-mode project scheduling with time/cost trade-offs
- A solvable dynamic principal-agent model with linear marginal productivity
- A solvable time-inconsistent principal-agent problem
- Consistency between principal and agent with differing time horizons: computing incentives under risk
- Goal setting in the principal-agent model: weak incentives for strong performance
- Imperfect public monitoring with a fear of signal distortion
- Incentive mechanism design aiming at deflated performance manipulation in retail firms: based on the ratchet effect and the reputation effect
- Channel coordination in logistics service supply chain considering fairness
- Impacts of risk attitude and outside option on compensation contracts under different information structures
- Stable risk-sharing
- On the complexity of repeated principal agent games
- Linear incentive schemes and Poisson processes in economic agency models
- Risk sharing vs. incentives: contract design under two-sided heterogeneity
- Optimal team incentives with CES production
- Optimal incentive contracts under relative income concerns
- Can labor markets help resolve collusion?
- Optimal contracting with effort and misvaluation
- Pricing and allotment in a sea-cargo supply chain with reference effect: a dynamic game approach
- Dynamic contracting under imperfect public information and asymmetric beliefs
- Simple contracts under observable and hidden actions
- Team incentives with imperfect mutual inference
- Wealth effects and agency costs
- Optimal compensation and investment affected by firm size and time-varying external factors
- Ambiguity in dynamic contracts
- Optimal contracting under mean-volatility joint ambiguity uncertainties
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic
- Contract design for afforestation programs
- A continuous-time version of a delegated asset management problem
- Optimal portfolio with power utility of absolute and relative wealth
- Incentive contracts under product market competition and R\&D spillovers
- Relative performance evaluation and contract externalities
- An experimental investigation of the `tenuous trade-off' between risk and incentives in organizations
- Bank monitoring incentives under moral hazard and adverse selection
- Incentive contracting under ambiguity aversion
- Channels coordination game model based on result fairness preference and reciprocal fairness preference: a behavior game forecasting and analysis method
- Pessimistic information gathering
- Optimal contracting with moral hazard and behavioral preferences
- The optimality of team contracts
- Pay for performance under hierarchical contracting
- Efficient dark markets
- Solving nonlinear principal-agent problems using bilevel programming
- Optimal risk-sharing with effort and project choice
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Dynamic agency with persistent observable shocks
- Convolution and composition of totally positive random variables in economics
- On the moral hazard problem without the first-order approach
- Agency-based asset pricing
- Quota bonuses with heterogeneous agents
- Risk-incentives trade-off and outside options
- The role of boundary solutions in principal-agent problems of the Holmström-Milgrom type
- Optimal compensation with adverse selection and dynamic actions
- Endogenous matching in a market with heterogeneous principals and agents
- Capital market equilibrium with moral hazard and flexible technology
- Incentives and performance in the presence of wealth effects and endogenous risk
- The optimal solution to a principal-agent problem with unknown agent ability
- Relative performance evaluation for dynamic contracts in a large competitive market
- Frequent monitoring in dynamic contracts
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting
- Optimal contracts and asset prices in a continuous-time delegated portfolio management problem
- Linked recursive preferences and optimality
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints
- Conditional Analysis and a Principal-Agent Problem
- Dynamic contracting: accidents lead to nonlinear contracts
- A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS
- Pricing and balancing of the sea-cargo service chain with empty equipment repositioning
- Robust contracting with additive noise
- Strategies in the principal-agent model
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