Dynamic risk taking with bonus schemes

DOI10.1080/14697688.2014.969299zbMath1398.91379OpenAlexW2045372548MaRDI QIDQ4683089

Dietmar P. J. Leisen

Publication date: 19 September 2018

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

Full work available at URL: https://doi.org/10.1080/14697688.2014.969299

zbMATH Keywords

incentivesinside debt

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Constrained non-concave utility maximization: an application to life insurance contracts with guarantees

Cites Work

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• The Pricing of Options and Corporate Liabilities
• Inside Debt*
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• Managerial Incentive Problems: A Dynamic Perspective
• Competition, Bonuses, and Risk-taking in the Banking Industry*
• Stochastic differential equations. An introduction with applications.

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