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Optimal risk-sharing with effort and project choice - MaRDI portal

Optimal risk-sharing with effort and project choice (Q2370508)

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English
Optimal risk-sharing with effort and project choice
scientific article

    Statements

    title
    Optimal risk-sharing with effort and project choice (English)
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    author
    Abel Cadenillas
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    Jakša Cvitanić
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    Fernando Zapatero
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    publication date
    26 June 2007
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    zbMATH Keywords
    first-best risk-sharing
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    effort and project choice
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    Merton's problem
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    martingale methods
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    cites work
    Q4218384
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    Q4828653
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    Q4368791
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    Identifiers

    Mathematics Subject Classification ID
    91B40
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    60G44
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    91G10
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    93E20
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    zbMATH DE Number
    5167173
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    OpenAlex ID
    W1993960361
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