The First-Order Approach to the Continuous-Time Principal-Agent Problem with Exponential Utility
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Theory.
Volume (Year): 61 (1993)
Issue (Month): 2 (December)
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Web page: http://www.elsevier.com/locate/inca/622869
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- Zhang, Yuzhe, 2009.
"Dynamic contracting with persistent shocks,"
Journal of Economic Theory,
Elsevier, vol. 144(2), pages 635-675, March.
- Holger Kraft & Ralf Korn, 2008. "Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?," Financial Markets and Portfolio Management, Springer, vol. 22(1), pages 67-90, March.
- Noah Williams, 2004. "On Dynamic Principal-Agent Problems in Continuous Time," Levine's Bibliography 122247000000000426, UCLA Department of Economics.
- Müller, Holger M., 1996. "The First-Best Sharing Rule in the Continuous-Time Principal-Agent Model with Exponential Utility," Working Paper Series in Economics and Finance 145, Stockholm School of Economics.
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