Ambiguity in dynamic contracts

DOI10.1016/J.JET.2021.105229zbMath1481.91103OpenAlexW3134177966MaRDI QIDQ2067409

Ji Hee Yoon, Martin Szydlowski

Publication date: 18 January 2022

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/1543.pdf

zbMATH Keywords

principal-agent modelambiguitycontinuous timeovercompensation

Mathematics Subject Classification ID

Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

Related Items (3)

Research on investment incorporating both environmental performance and long (short) term financial performance of firms ⋮ Incentive contracting under ambiguity aversion ⋮ Optimal contracting under mean-volatility joint ambiguity uncertainties

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