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Subjective Ambiguity And Moral Hazard In A Principal-Agent Model

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Author Info
Marcello Basili
Maurizio Franzini

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Abstract

It is suggested that individual behavior under ambiguity, or knightian uncertainty, may represent an alternative explanation for contractual incompleteness with respect to the traditional approach in terms of transactions costs. This paper aims at showing that the introduction of ambiguity in the economic analysis of contracts may be very fruitful. In particular, we analyze how ambiguity affects the optimal compensation scheme in a principal-agent framework, where the principal cannot observe the agent’s effort and, contrary to standard assumptions, is ambiguityaverse. Also, our model makes it possible to generalize the Mukerji (1998) approach to contractual incompleteness. In fact, it shows that incomplete contracts are costly and that, before reaching the conclusion that ambiguity leads to contractual incompleteness, their costs should be compared with those of complete contracts, other things being equal.

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File URL: http://dep.eco.uniroma1.it/docs/working_papers/WP64.pdf
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File Function: 2003
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Publisher Info
Paper provided by Sapienza University of Rome, Department of Public Economics in its series Working Papers with number 64.

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Length: 20 pages
Date of creation: Dec 2003
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Handle: RePEc:sap:wpaper:64

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Related research
Keywords: ambiguity; agency; E-capacity; contractual incompleteness;

Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
L15 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Information and Product Quality
M52 - Business Administration and Business Economics; Marketing; Accounting - - Personnel Economics - - - Compensation and Compensation Methods and Their Effects

References listed on IDEAS
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  1. Hart, Oliver & Moore, John, 1999. "Foundations of Incomplete Contracts," Review of Economic Studies, Blackwell Publishing, vol. 66(1), pages 115-38, January. [Downloadable!] (restricted)
    Other versions:
  2. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May. [Downloadable!] (restricted)
  3. Demsetz, Harold, 1969. "Information and Efficiency: Another Viewpoint," Journal of Law & Economics, University of Chicago Press, vol. 12(1), pages 1-22, April.
  4. Chateauneuf, Alain, 1991. "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 343-369. [Downloadable!] (restricted)
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