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Robust Contracts in Continuous Time
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Robust Contracts in Continuous Time (2016)Robust Contracts in Continuous TimeIn Search of Distress Risk (2008)In Search of Distress RiskBrownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Controlled Markov Processes and Viscosity Solutions (2005)Controlled Markov Processes a…Market Timing and Capital Structure (2002)Market Timing and Capital Str…Ownership structure and corporate performance (2001)Ownership structure and corpo…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Aggregation and Linearity in …Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)DISTRIBUTION OF INCOMES OF CO…Security design: A review (2024)Security design: A reviewContracting with a Present-Biased Agent: Sannikov meets Laibson (2022)Contracting with a Present-Bi…Optimal Short-Termism (2021)Optimal Short-TermismNew formulations of ambiguous volatility with an application to optimal dynamic contracting (2021)New formulations of ambiguous…Extrapolation Bias and Robust Dynamic Liquidity Management (2021)Extrapolation Bias and Robust…Robustness in Mechanism Design and Contracting (2019)Robustness in Mechanism Desig…Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (2019)Robust portfolio choice for a…Dynamic Moral Hazard and Risk-Shifting Incentives in a Leveraged Firm (2019)Dynamic Moral Hazard and Risk…Agency conflicts and short- versus long-termism in corporate policies (2019)Agency conflicts and short- v…Robust non-zero-sum investment and reinsurance game with default risk (2018)Robust non-zero-sum investmen…Dynamic corporate investment and liquidity management under model uncertainty (2017)Dynamic corporate investment …Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)An Intertemporal Capital Asset Pricing Model (1973)The Nature of the Firm (1937)The Pricing of Options and Corporate Liabilities (1973)Separation of Ownership and Control (1983)Law and Finance (1998)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1956DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES3,426 cited
  • 1987Aggregation and Linearity in the Provision of Intertemporal Incentives2,870 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 2001Ownership structure and corporate performance

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2,379 cited
  • 2008In Search of Distress Risk2,232 cited
  • Cited by

    • 2019Robustness in Mechanism Design and Contracting89 cited
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    • 2021Optimal Short-Termism48 cited
    • 2018Robust non-zero-sum investment and reinsurance game with default risk42 cited
    • 2019Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity34 cited
    • 2024Security design: A review21 cited
    • 2019Dynamic Moral Hazard and Risk-Shifting Incentives in a Leveraged Firm21 cited
    • 2021Extrapolation Bias and Robust Dynamic Liquidity Management21 cited
    • 2017Dynamic corporate investment and liquidity management under model uncertainty21 cited
    • 2021New formulations of ambiguous volatility with an application to optimal dynamic contracting13 cited
    • 2022Contracting with a Present-Biased Agent: Sannikov meets Laibson6 cited