The First-Order Approach to the Continuous-Time Principal-Agent Problem with Exponential Utility
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- Noah Williams, 2004. "On Dynamic Principal-Agent Problems in Continuous Time," Levine's Bibliography 122247000000000426, UCLA Department of Economics.
- Jovanovic, Boyan & Prat, Julien, 2014.
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- Julien Prat, 2011. "Dynamic Incentive Contracts Under Parameter Uncertainty," 2011 Meeting Papers 249, Society for Economic Dynamics.
- Müller, Holger M., 1996. "The First-Best Sharing Rule in the Continuous-Time Principal-Agent Model with Exponential Utility," SSE/EFI Working Paper Series in Economics and Finance 145, Stockholm School of Economics.
- Suresh M. Sundaresan, 2000. "Continuous-Time Methods in Finance: A Review and an Assessment," Journal of Finance, American Finance Association, vol. 55(4), pages 1569-1622, August.
- Jianjun Miao & Alejandro Rivera, 2016.
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- Tobias Adrian & Mark M. Westerfield, 2009.
"Disagreement and Learning in a Dynamic Contracting Model,"
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- Mark Westerfield & Tobias Adrian, 2007. "Disagreement and Learning in a Dynamic Contracting Model," 2007 Meeting Papers 270, Society for Economic Dynamics.
- Tobias Adrian & Mark M. Westerfield, 2008. "Disagreement and learning in a dynamic contracting model," Staff Reports 269, Federal Reserve Bank of New York.
- Zhang, Yuzhe, 2009. "Dynamic contracting with persistent shocks," Journal of Economic Theory, Elsevier, vol. 144(2), pages 635-675, March.
- Holger Kraft & Ralf Korn, 2008. "Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 67-90, March.
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