Strategies in the principal-agent model
From MaRDI portal
Publication:361824
DOI10.1007/s00199-012-0706-2zbMath1271.91074OpenAlexW1995359224MaRDI QIDQ361824
Roberto C. Raimondo, James Mirrlees
Publication date: 19 August 2013
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11343/282684
Related Items
Robust contracting in general contract spaces ⋮ Incentive contracts under product market competition and R\&D spillovers
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Agency theory: choice-based foundations of the parametrized distribution formulation
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- Market clearing, utility functions, and securities prices
- Market clearing and derivative pricing
- Distributions for the first-order approach to principal-agent problems
- Risk-sensitive control and an optimal investment model. II.
- Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps
- A Continuous-Time Version of the Principal–Agent Problem
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
- Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision