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Evaluation des performances relatives, risque et entrée

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Author Info
J.-D. Guigou () (Luxembourg School of Finance, University of Luxembourg)
B. Lovat
Abstract

Cet article introduit un problème d'aléa moral avec action cachée dans un cadre de duopole à la Cournot. Nous comparons à l'équilibre les profits nets des entreprises selon que les dirigeants sont évalués sur une base absolue ou relative. Nous montrons, notamment, l'existence d'un seuil d'aversion au risque pour lequel ces profits sont identiques quel que soit le régime incitatif. Nous appliquons ensuite ce résultat à la décision d'entrée.

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File URL: http://www.lsf.lu/eng/content/download/484/2644/file/06-15.pdf
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Publisher Info
Paper provided by CREFI-LSF, University of Luxembourg in its series Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance) with number 06-15.

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Date of creation: 2006
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Handle: RePEc:crf:wpaper:06-15

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Web page: http://fdef.uni.lu/index.php/fdef/lux_school_of_finance/crefi_lsf
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Related research
Keywords: Performances relatives; aversion au risque; barrières à l’entrée.;

Find related papers by JEL classification:
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
G30 - Financial Economics - - Corporate Finance and Governance - - - General
L13 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Oligopoly and Other Imperfect Markets

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This page was last updated on 2009-12-14.


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