Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Optimal Asset Management Contracts With Hidden Savings

From MaRDI portal
Publication:5860132
Jump to:navigation, search

DOI10.3982/ECTA14929zbMath1475.91326OpenAlexW3157096391MaRDI QIDQ5860132

Yuliy Sannikov, Sebastian di Tella

Publication date: 18 November 2021

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta14929


zbMATH Keywords

dynamic contractsprecautionary savingshidden savings


Mathematics Subject Classification ID

Portfolio theory (91G10)


Related Items (2)

Rights to retrade, free-riding and insurance requirement ⋮ Optimal Development Policies With Financial Frictions




This page was built for publication: Optimal Asset Management Contracts With Hidden Savings

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5860132&oldid=30708500"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 7 March 2024, at 05:48.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki