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Multitask principal-agent problems: Optimal contracts, fragility, and effort misallocation

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Author Info
Bond, Philip
Gomes, Armando
Abstract

We analyze a tractable class of multitask principal-agent problems, such as the one faced by a firm with a manager overseeing several projects. We allow for tasks to be complements or substitutes. We avoid the problems associated with the first-order approach by directly characterizing the shape of the agent's indirect utility function, which exhibits a convex then concave shape in effort. We identify a new source of allocational inefficiency across tasks: excessive concentration, and its consequence, insufficient risk taking. Optimal incentive schemes in our environment are generally "fragile": small changes in fundamentals can cause the agent's effort to collapse.

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File URL: http://www.sciencedirect.com/science/article/B6WJ3-4T7XGY1-1/2/3c4b08a6fa3a988c79cfc40e98ba808d
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Publisher Info
Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 144 (2009)
Issue (Month): 1 (January)
Pages: 175-211
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Handle: RePEc:eee:jetheo:v:144:y:2009:i:1:p:175-211

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

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Related research
Keywords: Multitasking First-order approach Log-concavity Polya frequency sequence Fragility;

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This page was last updated on 2009-11-7.


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