Jump to navigation
Jack Fisher (University of Virginia)
Toulouse, janvier 2025
Regina Seibel (University of Toronto)
Chuqing Jin (Toulouse School of Economics)
Julian Wright (National University of Singapore)
Eduardo Abi Jaber et Stéphane Villeneuve
vol. 29, janvier 2025, p. 143–176
Can a principal still offer optimal dynamic contracts that are linear in end-of-period outcomes when the agent controls a process that exhibits memory? We provide a positive answer by considering a general Gaussian setting where the output dynamics are not necessarily semimartingales or Markov...
Garrett Johnson (Boston University Questrom School of Business)
Toulouse, 10 janvier 2025
Hao Yang ( Swiss Finance Institute)
Wenshi Wei (Tsinghua University)
Javad Shamsi (London School of Economics)
Benoît Schmutz-Bloch (CREST, Ecole Polytechnique)