Pages that link to "Item:Q937467"

The following pages link to Optimal contracts in continuous-time models (Q937467):

Displaying 42 items.

• Optimal contracts in portfolio delegation (Q317542) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• A continuous-time analysis of optimal restructuring of contracts with costly information disclosure (Q436947) (← links)
• Optimality of linearity with collusion and renegotiation (Q459159) (← links)
• A mathematical treatment of bank monitoring incentives (Q471170) (← links)
• Contract theory in continuous-time models (Q663167) (← links)
• On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility (Q673263) (← links)
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
• Scale effects in dynamic contracting (Q829340) (← links)
• Optimal contracts (Q916544) (← links)
• Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
• The first-best sharing rule in the continuous-time principal-agent problem with exponential utility (Q1270062) (← links)
• The first-order approach to the continuous-time principal-agent problem with exponential utility (Q1317329) (← links)
• Moral hazard under ambiguity (Q1626505) (← links)
• Asset pricing under optimal contracts (Q1693186) (← links)
• A two-dimensional control problem arising from dynamic contracting theory (Q1711718) (← links)
• A solvable time-inconsistent principal-agent problem (Q1727286) (← links)
• Existence and characterization of optimal employment contracts on a continuous state space (Q1804018) (← links)
• Optimal and robust contracts for a risk-constrained principal (Q1932523) (← links)
• Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
• Optimal contracting with effort and misvaluation (Q1938959) (← links)
• Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
• Optimal risk-sharing with effort and project choice (Q2370508) (← links)
• Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249) (← links)
• The role of boundary solutions in principal-agent problems of the Holmström-Milgrom type (Q2455671) (← links)
• Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
• Recursive Stochastic<i>H</i>₂/<i>H</i>_<i>∞</i>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
• (Q3386338) (← links)
• A Continuous-Time Version of the Principal–Agent Problem (Q3521316) (← links)
• Robust Contracts in Continuous Time (Q4613427) (← links)
• Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
• (Q4996482) (← links)
• Book Review: Contract theory in continuous-time models (Q5254464) (← links)
• Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
• Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
• Implementation of optimal contracts under adverse selection (Q5944739) (← links)
• Risk-sharing and optimal contracts with large exogenous risks (Q6098176) (← links)
• Learning approximately optimal contracts (Q6109528) (← links)
• A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
• Continuous-time incentives in hierarchies (Q6166333) (← links)
• Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626) (← links)