Moral hazard and the spanning condition without the first-order approach
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Publication:523501
DOI10.1016/J.GEB.2017.01.001zbMATH Open1409.91095OpenAlexW2570162583MaRDI QIDQ523501FDOQ523501
Authors: René Kirkegaard 
Publication date: 21 April 2017
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2017.01.001
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Cites Work
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- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- Distributions for the first-order approach to principal-agent problems
- On the moral hazard problem without the first-order approach
- Two New Conditions Supporting the First-Order Approach to Multisignal Principal-Agent Problems
- The First-Order Approach to Principal-Agent Problems
- Justifying the First-Order Approach to Principal-Agent Problems
- An Analysis of the Principal-Agent Problem
- The First-Order Approach to Multi-Signal Principal-Agent Problems
- A polynomial optimization approach to principal-agent problems
- A general Lagrangian approach for non-concave moral hazard problems
- Information space conditions for the first-order approach in agency problems
- Moral hazard with bounded payments
- A unifying approach to incentive compatibility in moral hazard problems
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- Moral Hazard and Verifiability: The Effects of Renegotiation in Agency
- Ancillary Statistics in Principal-Agent Models
Cited In (9)
- Endogenous criteria for success
- A general solution method for moral hazard problems
- Existence and non-existence in the moral hazard problem
- The no-upward-crossing condition, comparative statics, and the moral-hazard problem
- On the moral hazard problem without the first-order approach
- On the validity of the first-order approach with moral hazard and hidden assets
- Monotonicity of optimal contracts without the first-order approach
- A unifying approach to incentive compatibility in moral hazard problems
- Moral hazard with limited liability: random-variable formulation and optimal contract structures
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