Optimal contracts for agents with adverse selection

DOI10.1155/2020/9317019zbMATH Open1444.91122OpenAlexW3000273033WikidataQ126397130 ScholiaQ126397130MaRDI QIDQ779104FDOQ779104

Authors: D. Kharzeev 

Publication date: 21 July 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/9317019

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zbMATH Keywords

adverse selectionprincipal-agent modeloptimal contractsseparating equilibrium contract

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

Cites Work

• Stochastic differential equations. An introduction with applications
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• A solvable continuous time dynamic principal-agent model
• The first-order approach to the continuous-time principal-agent problem with exponential utility
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• Optimal Contracts for Teams
• Contracting theory with competitive interacting agents
• Optimal compensation with adverse selection and dynamic actions
• Optimal incentive contracts with multiple agents
• Optimal incentive contracts under relative income concerns
• Optimal Labour Contracts under Asymmetric Information: An Introduction
• Convergence and approximation results for non-cooperative Bayesian games: Learning theorems
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Cited In (17)

• Contract withdrawals and equilibrium in competitive markets with adverse selection
• Adverse selection and bilateral asymmetric information
• Solving an infinite horizon adverse selection model through finite policy graphs
• Implementation of optimal contracts under adverse selection
• Optimal incentive contracts under inequity aversion
• Optimal contracts with public ex post information
• Optimal retention in agency problems
• Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients
• Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection
• Title not available (Why is that?)
• Optimal derivatives design for mean-variance agents under adverse selection
• On the existence of optimal contract mechanisms for incomplete information principal-agent models
• An adverse selection approach to power pricing
• Ambiguity, optimism, and pessimism in adverse selection models
• The role of the agent's outside options in principal-agent relationships
• Learning approximately optimal contracts
• Simple contracts with adverse selection and moral hazard

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