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On multiple-principal multiple-agent models of moral hazard

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Author Info
Andrea Attar
Eloisa Campioni
Gwenaël Piaser () (CREFI-LSF, University of Luxembourg)
Uday Rajan

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Abstract

In multiple-principal multiple-agent models of moral hazard, we provide sufficient conditions for the outcomes of pure-strategy equilibria in direct mechanisms to be preserved when principals can offer indirect communication schemes. The conditions include strong robustness in the direct mechanism game, as developed in the literature on competing mechanisms by Peters (2001) and Han (2007a), and a no-correlation property we define. We provide a rationale for restricting attention to take-it or leave-it offers, as is typically done in applications. We show via examples that it is necessary to allow direct mechanisms to be stochastic and to include private recommendations from principals to agents to preserve the corresponding equilibrium outcomes, and that the no-correlation condition is tight.

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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 07-01.

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Date of creation: 2007
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Handle: RePEc:crf:wpaper:07-01

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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: Moral hazard; multiple principal; multiple agent; direct mechanisms.;

Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information

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  1. Gwenael Piaser, 2005. "Stochastic and deterministic menus in common agency games," Economics Bulletin, Economics Bulletin, vol. 4(11), pages 1-6. [Downloadable!]
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This page was last updated on 2009-11-25.


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