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On Dynamic Principal-Agent Problems in Continuous Time
16 references·2 citing·45 second hop
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
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  • 1987Aggregation and Linearity in the Provision of Intertemporal Incentives2,870 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 1990Toward a Theory of Discounted Repeated Games with Imperfect Monitoring1,207 cited
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  • 1986Optimal cartel equilibria with imperfect monitoring668 cited
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  • 1988Justifying the First-Order Approach to Principal-Agent Problems511 cited
  • 2003Optimal Indirect and Capital Taxation

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489 cited

Cited by

  • 2009Dynamic Incentive Accounts24 cited
  • 2019Dynamic Moral Hazard and Risk-Shifting Incentives in a Leveraged Firm21 cited