Incentives for effective risk management
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
References listed on IDEAS
- Peter Diamond, 1998. "Managerial Incentives: On the Near Linearity of Optimal Compensation," Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 931-957, October.
- J. A. Mirrlees, 1999. "The Theory of Moral Hazard and Unobservable Behaviour: Part I," Review of Economic Studies, Oxford University Press, vol. 66(1), pages 3-21.
- repec:bla:joares:v:37:y:1999:i:1:p:27-55 is not listed on IDEAS
- Holmstrom, Bengt & Milgrom, Paul, 1987.
"Aggregation and Linearity in the Provision of Intertemporal Incentives,"
Econometric Society, vol. 55(2), pages 303-328, March.
- Bengt Holmstrom & Paul R. Milgrom, 1985. "Aggregation and Linearity in the Provision of Intertemporal Incentives," Cowles Foundation Discussion Papers 742, Cowles Foundation for Research in Economics, Yale University.
- Jaeyoung Sung, 1995. "Linearity with Project Selection and Controllable Diffusion Rate in Continuous-Time Principal-Agent Problems," RAND Journal of Economics, The RAND Corporation, vol. 26(4), pages 720-743, Winter.
- Palomino, Frederic & Prat, Andrea, 2003.
" Risk Taking and Optimal Contracts for Money Managers,"
RAND Journal of Economics,
The RAND Corporation, vol. 34(1), pages 113-137, Spring.
- Palomino, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Discussion Paper 1998-108, Tilburg University, Center for Economic Research.
- Palomino, Frédéric & Prat, Andrea, 1999. "Risk Taking and Optimal Contracts for Money Managers," CEPR Discussion Papers 2066, C.E.P.R. Discussion Papers.
- Hughes, John S., 1982. "Agency Theory and Stochastic Dominance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(03), pages 341-361, September.
- Bengt Holmstrom, 1979. "Moral Hazard and Observability," Bell Journal of Economics, The RAND Corporation, vol. 10(1), pages 74-91, Spring.
- Merton, Robert C, 1978.
"On the Cost of Deposit Insurance When There Are Surveillance Costs,"
The Journal of Business,
University of Chicago Press, vol. 51(3), pages 439-452, July.
- Merton, Robert C., 1977. "On the cost of deposit insurance when there are surveillance costs," Working papers 903-77., Massachusetts Institute of Technology (MIT), Sloan School of Management.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Szego, Giorgio, 2002. "Measures of risk," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1253-1272, July.
- Kok, Christoffer & Hałaj, Grzegorz, 2014. "Modeling emergence of the interbank networks," Working Paper Series 1646, European Central Bank.
- Born Patricia & Lin Hong-Jen & Wen Min-Ming & Yang Charles C., 2009. "The Dynamic Interactions between Risk Management, Capital Management, and Financial Management in the U.S. Property/Liability Insurance Industry," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 4(1), pages 1-21, November.
- repec:eee:joreco:v:20:y:2013:i:2:p:225-233 is not listed on IDEAS
- Frésard, Laurent & Pérignon, Christophe & Wilhelmsson, Anders, 2011.
"The pernicious effects of contaminated data in risk management,"
Journal of Banking & Finance,
Elsevier, vol. 35(10), pages 2569-2583, October.
- Laurent Fresard & C. Pérignon & A. Wilhelmsson, 2010. "The pernicious effects of contaminated data in risk management," Post-Print hal-00554131, HAL.
- Christophe Pérignon & Laurent Fresard & Anders Wilhelmsson, 2011. "The Pernicious Effects of Contaminated Data in Risk Management," Post-Print hal-00630301, HAL.
- Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
- Pérignon, Christophe & Smith, Daniel R., 2010. "The level and quality of Value-at-Risk disclosure by commercial banks," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 362-377, February.
- Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
More about this item
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jbfina:v:26:y:2002:i:7:p:1407-1425. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jbf .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.