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On Dynamic Principal-Agent Problems in Continuous Time

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  • Noah Williams

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Paper provided by UCLA Department of Economics in its series Levine's Bibliography with number 122247000000000426.

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Date of creation: 09 Sep 2004
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Handle: RePEc:cla:levrem:122247000000000426

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  1. Bengt Holmstrom & Paul R. Milgrom, 1985. "Aggregation and Linearity in the Provision of Intertemporal Incentives," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 742, Cowles Foundation for Research in Economics, Yale University.
  2. Mirrlees, J A, 1999. "The Theory of Moral Hazard and Unobservable Behaviour: Part I," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 66(1), pages 3-21, January.
  3. Rogerson, William P, 1985. "The First-Order Approach to Principal-Agent Problems," Econometrica, Econometric Society, Econometric Society, vol. 53(6), pages 1357-67, November.
  4. Fudenberg, Drew & Holmstrom, Bengt & Milgrom, Paul, 1990. "Short-term contracts and long-term agency relationships," Journal of Economic Theory, Elsevier, Elsevier, vol. 51(1), pages 1-31, June.
  5. Rogerson, William P, 1985. "Repeated Moral Hazard," Econometrica, Econometric Society, Econometric Society, vol. 53(1), pages 69-76, January.
  6. Mikhail Golosov & Narayana R. Kocherlakota & Aleh Tsyvinski, 2001. "Optimal indirect and capital taxation," Working Papers, Federal Reserve Bank of Minneapolis 615, Federal Reserve Bank of Minneapolis.
  7. Sung, Jaeyoung, 1997. "Corporate Insurance and Managerial Incentives," Journal of Economic Theory, Elsevier, Elsevier, vol. 74(2), pages 297-332, June.
  8. Hopenhayn, Hugo A & Nicolini, Juan Pablo, 1997. "Optimal Unemployment Insurance," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 105(2), pages 412-38, April.
  9. Schattler Heinz & Sung Jaeyoung, 1993. "The First-Order Approach to the Continuous-Time Principal-Agent Problem with Exponential Utility," Journal of Economic Theory, Elsevier, Elsevier, vol. 61(2), pages 331-371, December.
  10. Harold L. Cole & Narayana R. Kocherlakota, 1999. "Efficient allocations with hidden income and hidden storage," Staff Report, Federal Reserve Bank of Minneapolis 238, Federal Reserve Bank of Minneapolis.
  11. N. El Karoui & S. Peng & M. C. Quenez, 1997. "Backward Stochastic Differential Equations in Finance," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 7(1), pages 1-71.
  12. Jewitt, Ian, 1988. "Justifying the First-Order Approach to Principal-Agent Problems," Econometrica, Econometric Society, Econometric Society, vol. 56(5), pages 1177-90, September.
  13. Abraham Arpad & Nicola Pavoni, 2004. "Efficient Allocations, with Moral Hazard and Hidden Borrowing and Lending," Levine's Bibliography 122247000000000138, UCLA Department of Economics.
  14. Spear, Stephen E & Srivastava, Sanjay, 1987. "On Repeated Moral Hazard with Discounting," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 54(4), pages 599-617, October.
  15. Kydland, Finn E. & Prescott, Edward C., 1980. "Dynamic optimal taxation, rational expectations and optimal control," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 2(1), pages 79-91, May.
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