Pages that link to "Item:Q1932523"
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The following pages link to Optimal and robust contracts for a risk-constrained principal (Q1932523):
Displaying 12 items.
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Risk minimization and optimal derivative design in a principal agent game (Q841647) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Asset pricing under optimal contracts (Q1693186) (← links)
- Prudence and the convexity of compensation contracts (Q1782287) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Optimal contract for the principal-agent under Knightian uncertainty (Q2656889) (← links)
- (Q3386338) (← links)
- Robust Contracts in Continuous Time (Q4613427) (← links)
- (Q4996482) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- (Q5455603) (← links)