Escrow and Clawback

DOI10.1137/21M1455619zbMath1498.91483OpenAlexW4295920577MaRDI QIDQ5868801

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Publication date: 23 September 2022

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1455619

zbMATH Keywords

dynamic programmingprincipal-agentoptimal investmentclawbackdeferred compensation

Mathematics Subject Classification ID

Dynamic programming (90C39) Financial applications of other theories (91G80) Financial networks (including contagion, systemic risk, regulation) (91G45) Principal-agent models (91B43)

Cites Work

• Unnamed Item
• Dynamic programming approach to principal-agent problems
• A Continuous-Time Version of the Principal–Agent Problem
• Repeated Principal-Agent Games with Discounting
• Repeated Moral Hazard
• On Repeated Moral Hazard with Discounting
• An Analysis of the Principal-Agent Problem

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