The First-Best Sharing Rule in the Continuous-Time Principal–Agent Problem with Exponential Utility

Holger M Müller

doi:10.1006/jeth.1997.2381

The First-Best Sharing Rule in the Continuous-Time Principal–Agent Problem with Exponential Utility

Journal of Economic Theory ◽

10.1006/jeth.1997.2381 ◽

1998 ◽

Vol 79 (2) ◽

pp. 276-280 ◽

Cited By ~ 26

Author(s):

Holger M Müller

Keyword(s):

Continuous Time ◽

Exponential Utility ◽

Principal Agent ◽

Sharing Rule ◽

Principal Agent Problem

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

Journal of Economic Theory ◽

10.1006/jeth.1993.1072 ◽

1993 ◽

Vol 61 (2) ◽

pp. 331-371 ◽

Cited By ~ 110

Author(s):

Heinz Schättler ◽

Jaeyoung Sung

Keyword(s):

Continuous Time ◽

Exponential Utility ◽

Principal Agent ◽

First Order ◽

Principal Agent Problem

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The Continuous-Time Principal-Agent Problem with Moral Hazard and Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.1573246 ◽

2010 ◽

Cited By ~ 1

Author(s):

Mark D. Schroder ◽

Sumit Sinha ◽

Shlomo Levental

Keyword(s):

Moral Hazard ◽

Continuous Time ◽

Principal Agent ◽

Recursive Preferences ◽

Principal Agent Problem

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On optimal sharing rules in discrete-and continuous-time principal-agent problems with exponential utility

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(96)00944-x ◽

1997 ◽

Vol 21 (2-3) ◽

pp. 551-574 ◽

Cited By ~ 24

Author(s):

Heinz Schättler ◽

Jaeyoung Sung

Keyword(s):

Continuous Time ◽

Exponential Utility ◽

Principal Agent ◽

Sharing Rules

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Overconfidence in the Continuous-Time Principal-Agent Problem

SSRN Electronic Journal ◽

10.2139/ssrn.315299 ◽

2002 ◽

Cited By ~ 1

Author(s):

Karl Ludwig Keiber

Keyword(s):

Continuous Time ◽

Principal Agent ◽

Principal Agent Problem

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A Principal-Agent Problem in Continuous Time

Optimization, Dynamics, and Economic Analysis ◽

10.1007/978-3-642-57684-3_12 ◽

2000 ◽

pp. 151-162 ◽

Cited By ~ 1

Author(s):

Alfred Luhmer

Keyword(s):

Continuous Time ◽

Principal Agent ◽

Principal Agent Problem

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Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control: With Applications to Delegated Portfolio Management

SSRN Electronic Journal ◽

10.2139/ssrn.2482009 ◽

2014 ◽

Cited By ~ 4

Author(s):

Raymond C. W. Leung

Keyword(s):

Stochastic Volatility ◽

Portfolio Management ◽

Continuous Time ◽

Principal Agent ◽

Principal Agent Problem ◽

Delegated Portfolio Management

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A Continuous-Time Version of the Principal–Agent Problem

The Review of Economic Studies ◽

10.1111/j.1467-937x.2008.00486.x ◽

2008 ◽

Vol 75 (3) ◽

pp. 957-984 ◽

Cited By ~ 308

Author(s):

YULIY SANNIKOV

Keyword(s):

Continuous Time ◽

Principal Agent ◽

Principal Agent Problem

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Paying Extra for a Label? Evidence of Principal-Agent Problem in the Housing Market

SSRN Electronic Journal ◽

10.2139/ssrn.3570588 ◽

2020 ◽

Author(s):

Keyang Li ◽

Jing Wu ◽

Jianwei Xing ◽

Jubo Yan

Keyword(s):

Housing Market ◽

Principal Agent ◽

Principal Agent Problem

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Innovation In Spectrum Repurposing: The C-Band As A Principal-Agent Problem

SSRN Electronic Journal ◽

10.2139/ssrn.3608434 ◽

2019 ◽

Author(s):

T. Randolph Beard ◽

George S. Ford ◽

Michael Stern

Keyword(s):

Principal Agent ◽

Principal Agent Problem

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An Alternative Electric Utility Structure: Incentivized Management and the Principal-Agent Problem

SSRN Electronic Journal ◽

10.2139/ssrn.3651338 ◽

2020 ◽

Author(s):

Douglas B. Reynolds ◽

xiyu zhou

Keyword(s):

Electric Utility ◽

Principal Agent ◽

Principal Agent Problem

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