Pages that link to "Item:Q2370508"
From MaRDI portal
The following pages link to Optimal risk-sharing with effort and project choice (Q2370508):
Displaying 21 items.
- Optimal contracts in portfolio delegation (Q317542) (← links)
- On managerial risk-taking incentives when compensation may be hedged against (Q475322) (← links)
- Dynamic incentive contracts with termination threats (Q682462) (← links)
- Optimal contracts in continuous-time models (Q937467) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Asset pricing under optimal contracts (Q1693186) (← links)
- Optimal contracting with effort and misvaluation (Q1938959) (← links)
- Dynamic contracting under imperfect public information and asymmetric beliefs (Q1994202) (← links)
- Competition and equilibrium effort choice (Q2136938) (← links)
- Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
- Security design with status concerns (Q2661668) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
- Optimal contracts and asset prices in a continuous-time delegated portfolio management problem (Q2691317) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- Conditional Analysis and a Principal-Agent Problem (Q3188152) (← links)
- Dynamic Contracting: Accidents Lead to Nonlinear Contracts (Q3195112) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (Q4971978) (← links)
- Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626) (← links)