Optimal risk-sharing with effort and project choice

Journal of Economic Theory

Volumn 133, Issue 1, 2007, Pages 403-440

  Cadenillas, Abel ^a   Cvitanić, Jakša ^b   Zapatero, Fernando ^c  

^a UNIVERSITY OF ALBERTA   (Canada)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^c UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Effort and project choice; First best risk sharing; Martingale methods; Merton's problem

Indexed keywords

EID: 33847030042     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/j.jet.2005.12.007     Document Type: Article

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