Scale effects in dynamic contracting

DOI10.1007/S11579-020-00283-WzbMATH Open1461.91170OpenAlexW2944055326MaRDI QIDQ829340FDOQ829340

Authors: Shirley Bromberg-Silverstein, Santiago Moreno-Bromberg, Guillaume Roger 

Publication date: 5 May 2021

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-020-00283-w

Recommendations

• Optimal dynamic contracting: the first-order approach and beyond
• Optimal contracts in continuous-time models
• Calibrated incentive contracts
• Dynamic contracting under imperfect public information and asymmetric beliefs
• Large risks, limited liability, and dynamic moral hazard

zbMATH Keywords

risk takingmoral hazarddynamic contractsdownsizing

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Large risks, limited liability, and dynamic moral hazard
• Title not available (Why is that?)
• On the Theory of Infinitely Repeated Games with Discounting
• Continuous time Markov processes. An introduction.
• Risky utilities
• On Repeated Moral Hazard with Discounting
• Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
• Super contact and related optimality conditions
• Optimal dynamic contracts with moral hazard and costly monitoring
• Optimal dividend policy and growth option
• The hitting time density for a reflected Brownian motion
• Title not available (Why is that?)

Cited In (2)

• Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
• A two-dimensional control problem arising from dynamic contracting theory

This page was built for publication: Scale effects in dynamic contracting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829340)