Risky utilities
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DOI: 10.1007/s00199-015-0919-2
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Cited by:
- Viral V. Acharya & Aaditya M. Iyer & Rangarajan K. Sundaram, 2020.
"Risk-Sharing and the Creation of Systemic Risk,"
JRFM, MDPI, vol. 13(8), pages 1-38, August.
- Acharya, Viral & Iyer, Aaditya M. & Sundaram, Rangarajan K, 2020. "Risk-Sharing and the Creation of Systemic Risk," CEPR Discussion Papers 15269, C.E.P.R. Discussion Papers.
- Tak-Yuen Wong, 2019. "Dynamic Agency and Endogenous Risk-Taking," Management Science, INFORMS, vol. 65(9), pages 4032-4048, September.
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More about this item
Keywords
Moral hazard; Dynamic contract; Speculation; Capital requirements;All these keywords.
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- L43 - Industrial Organization - - Antitrust Issues and Policies - - - Legal Monopolies and Regulation or Deregulation
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