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The First-Order Approach to the Continuous-Time Principal-Agent Problem with Exponential Utility

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  • Schattler Heinz
  • Sung Jaeyoung

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  • Schattler Heinz & Sung Jaeyoung, 1993. "The First-Order Approach to the Continuous-Time Principal-Agent Problem with Exponential Utility," Journal of Economic Theory, Elsevier, vol. 61(2), pages 331-371, December.
  • Handle: RePEc:eee:jetheo:v:61:y:1993:i:2:p:331-371
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    Cited by:

    1. Noah Williams, 2004. "On Dynamic Principal-Agent Problems in Continuous Time," Levine's Bibliography 122247000000000426, UCLA Department of Economics.
    2. Jovanovic, Boyan & Prat, Julien, 2014. "Dynamic contracts when agent's quality is unknown," Theoretical Economics, Econometric Society, vol. 9(3), September.
    3. 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.
    4. 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.
    5. Jianjun Miao & Alejandro Rivera, 2016. "Robust Contracts in Continuous Time," Econometrica, Econometric Society, vol. 84, pages 1405-1440, July.
    6. Tobias Adrian & Mark M. Westerfield, 2009. "Disagreement and Learning in a Dynamic Contracting Model," Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 3873-3906, October.
    7. Zhang, Yuzhe, 2009. "Dynamic contracting with persistent shocks," Journal of Economic Theory, Elsevier, vol. 144(2), pages 635-675, March.
    8. 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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