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Optimal Partnership Contracts: Foundation and Duality

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Author Info
Harrison Cheng
Abstract

We use the duality in linear programming to solve the problem of optimal contracts with moral hazards. We show the importance of allowing the partners to throw away outputs under some contingencies. A two-step procedure is used to find the optimal contracts. The first step minimizes the loss from undistributed outputs, and in the second step, a second best solution is found. A characterization of the optimal contracts in 2-by-2-by-2 partnership games is o?ered. Such contracts implement an optimal strategy profile which either has no incentive cost to implement or is near a pure strategy profile.

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File URL: http://www.usc.edu/dept/LAS/economics/IEPR/Working%20Papers/IEPR_05.11_%5BCheng%5D.pdf
File Format: application/pdf
File Function: First version, 2004
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Publisher Info
Paper provided by Institute of Economic Policy Research (IEPR) in its series IEPR Working Papers with number 05.11.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 37 pages
Date of creation: Aug 2004
Date of revision:
Handle: RePEc:scp:wpaper:05-11

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Related research
Keywords: optimal sharing contracts; partnership games; moral hazards; duality; linear programming;

Find related papers by JEL classification:
D23 - Microeconomics - - Production and Organizations - - - Organizational Behavior; Transaction Costs; Property Rights
D8 - Microeconomics - - Information, Knowledge, and Uncertainty

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This page was last updated on 2009-12-9.


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