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Moral hazard with bounded payments

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Author Info
Jewitt, Ian
Kadan, Ohad
Swinkels, Jeroen M.

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Abstract

We study the moral hazard problem with general upper and lower constraints M on compensation. We characterize the optimal contract and show existence and uniqueness. When minimizing costs for given effort, a principal harmed by M will pay according to M on some range of outcomes; when M reflects limited liability or a minimum wage, the contract is option-like. When the principal also chooses effort, a principal harmed by M might nonetheless never pay according to M. This cannot occur if the cost of inducing effort in the standard principal-agent problem is convex, for which we provide sufficient conditions related to the informativeness of outcome about effort.

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Publisher Info
Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 143 (2008)
Issue (Month): 1 (November)
Pages: 59-82
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Handle: RePEc:eee:jetheo:v:143:y:2008:i:1:p:59-82

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Web page: http://www.elsevier.com/locate/inca/622869

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Related research
Keywords: Principal-agent models Moral hazard Limited liability Compensation Options Duality;

Cited by:
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  1. Hugo H. Hopenhayn & Arantxa Jarque, 2009. "Unobservable Persistant Productivity and Long Term Contracts," Economics Working Papers we092717, Universidad Carlos III, Departamento de Economía. [Downloadable!]
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