Keywords
- Risk Premium
- Performance Account
- Certainty Equivalent
- Optimal Contract
- Exponential Utility
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Hellwig, M., and K. M. Schmidt. (2002) “Discrete-Time Approximations of the Holmström-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision,” Econometrica 70, 2225–2264.
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Hughes, P. (1988) “Risk Sharing and Valuation under Moral Hazard,” in Feltham, Amershi, and Ziemba (eds.): Economic Analysis of Information and Contracts. Boston: Kluwer Academic Publishers, 247–268.
Müller, H. M. (2000) “Asymptotic Efficiency in Dynamic Principal-Agent Problems,” Journal of Economic Theory 91, 292–301.
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(2005). Linear Contracts. In: Economics of Accounting. Springer Series in Accounting Scholarship, vol 2. Springer, Boston, MA. https://doi.org/10.1007/0-387-26599-6_4
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DOI: https://doi.org/10.1007/0-387-26599-6_4
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