Moral hazard with excess returns

DOI10.1007/s11579-023-00344-wzbMath1521.91377MaRDI QIDQ6051348

Ulf von Lilienfeld-Toal, Matthias Blonski

Publication date: 20 September 2023

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

zbMATH Keywords

moral hazardexcess returnsdiscretioncorporate financeasset pricing with large shareholders

Mathematics Subject Classification ID

Applications of game theory (91A80) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Information, trade and common knowledge
• Capital market equilibrium with moral hazard
• The possibility of informationally efficient markets
• Rational expectations equilibrium and the strategic choice of costly information
• Institutional Investors and Equity Prices
• Toward a Strategic Foundation for Rational Expectations Equilibrium
• Continuous Auctions and Insider Trading
• Informed Speculation with Imperfect Competition
• On the Possibility of Speculation under Rational Expectations
• An Analysis of the Principal-Agent Problem
• Insider Trading without Normality
• Robust Predictions for Bilateral Contracting with Externalities
• Large Robust Games