Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment
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Publication:654513
DOI10.1016/J.JET.2011.10.007zbMATH Open1229.91191OpenAlexW2041234198MaRDI QIDQ654513FDOQ654513
Authors: Borys Grochulski, Yuzhe Zhang 
Publication date: 28 December 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/36539/1/MPRA_paper_36539.pdf
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Cited In (12)
- Robust contracts with one-sided commitment
- Optimal self-enforcement and termination
- Optimal self-financing microfinance contracts when borrowers have risk aversion and limited commitment
- Optimal finite horizon contract with limited commitment
- Optimal long-term contracts with disability insurance under limited commitment
- Portfolio selection with consumption ratcheting
- A duality approach to continuous-time contracting problems with limited commitment
- Markov-perfect risk sharing, moral hazard and limited commitment
- The risk-sharing problem under limited liability constraints in a single-period model
- Robust dynamic contracts with multiple agents
- Minimizing the lifetime ruin under borrowing and short-selling constraints
- Risk sharing contracts with private information and one-sided commitment
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