Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment
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Cites work
- scientific article; zbMATH DE number 1817636 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- A Continuous-Time Version of the Principal–Agent Problem
- A Theory of Wage Dynamics
- Communication, commitment, and growth
- Competitive equilibria with limited enforcement
- Controlled Markov processes and viscosity solutions
- Debt Constrained Asset Markets
- Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1
- Dynamic Optimal Taxation with Private Information
- Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
- Dynamic contracting with persistent shocks
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default
- Entrepreneurship and firm heterogeneity with limited enforcement
- Implications of Efficient Risk Sharing without Commitment
- Optimal Indirect and Capital Taxation
- Optimal Lending Contracts and Firm Dynamics
- Repeated Moral Hazard
- Self-Enforcing Wage Contracts
Cited in
(12)- Optimal long-term contracts with disability insurance under limited commitment
- Markov-perfect risk sharing, moral hazard and limited commitment
- Optimal self-enforcement and termination
- Portfolio selection with consumption ratcheting
- Optimal finite horizon contract with limited commitment
- A duality approach to continuous-time contracting problems with limited commitment
- The risk-sharing problem under limited liability constraints in a single-period model
- Optimal self-financing microfinance contracts when borrowers have risk aversion and limited commitment
- Risk sharing contracts with private information and one-sided commitment
- Robust contracts with one-sided commitment
- Robust dynamic contracts with multiple agents
- Minimizing the lifetime ruin under borrowing and short-selling constraints
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