Risky utilities

DOI10.1007/S00199-015-0919-2zbMath1367.91100OpenAlexW3189182287MaRDI QIDQ324366

Guillaume Roger, Jean-Charles Rochet

Publication date: 11 October 2016

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

Full work available at URL: https://www.zora.uzh.ch/id/eprint/130212/1/Risky_Utilities.pdf

zbMATH Keywords

moral hazardspeculationcapital requirementsdynamic contract

Mathematics Subject Classification ID

Related Items (2)

Scale effects in dynamic contracting ⋮ A theory of national development bank: long-term investment and the agency problem

Cites Work

• Unnamed Item
• A Continuous-Time Version of the Principal–Agent Problem
• On Repeated Moral Hazard with Discounting
• Regulating a Monopolist with Unknown Costs
• Large Risks, Limited Liability, and Dynamic Moral Hazard
• Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications

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