The First-Best Sharing Rule in the Continuous-Time Principal-Agent Problem with Exponential Utility
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References listed on IDEAS
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Cited by:
- Cvitanic Jaksa & Wan Xuhu & Zhang Jianfeng, 2008. "Principal-Agent Problems with Exit Options," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-43, October.
- Juan Feng & Jinhong Xie, 2012. "Research Note ---Performance-Based Advertising: Advertising as Signals of Product Quality," Information Systems Research, INFORMS, vol. 23(3-part-2), pages 1030-1041, September.
- Egil Matsen, 2005.
"Portfolio choice when managers control returns,"
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2005/15, Norges Bank.
- Egil Matsen, 2006. "Portfolio Choice when Managers Control Returns," Working Paper Series 6606, Department of Economics, Norwegian University of Science and Technology.
- 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.
- Emma Hubert, 2020. "Continuous-time incentives in hierarchies," Papers 2007.10758, arXiv.org.
- Jakv{s}a Cvitani'c & Dylan Possamai & Nizar Touzi, 2015. "Dynamic programming approach to principal-agent problems," Papers 1510.07111, arXiv.org, revised Jan 2017.
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