Ambiguity in dynamic contracts
From MaRDI portal
Publication:2067409
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robustness of simple menus of contracts in cost-based procurement
- Termination of dynamic contracts in an equilibrium labor market model
- Robust monopoly pricing
- Mathematical methods for financial markets.
- Dynamic managerial compensation: a variational approach
- On the smoothness of value functions and the existence of optimal strategies in diffusion models
- Maxmin expected utility with non-unique prior
- When to fire a CEO: optimal termination in dynamic contracts
- Stochastic calculus for finance. II: Continuous-time models.
- Second order ordinary differential equations with fully nonlinear two point boundary conditions. II
- Relational contracts, limited liability, and employment dynamics
- Controlled Markov processes and viscosity solutions
- Robust control and model misspecification
- The Design of Ambiguous Mechanisms
- Why Has CEO Pay Increased So Much?*
- A Continuous-Time Version of the Principal–Agent Problem
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- On Repeated Moral Hazard with Discounting
- The Dynamics of Incentive Contracts
- The Optimal Control of a Stochastic System
- Dynamic contracts when the agent's quality is unknown
- Robust Contracts in Continuous Time
- Large Risks, Limited Liability, and Dynamic Moral Hazard
- Incentives, project choice, and dynamic multitasking
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Learning and Wage Dynamics
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Ambiguity in dynamic contracts
