-
1
-
-
0039784061
-
Are CEOs rewarded for luck? the ones without principals are
-
Bertrand, M., and S. Mullainathan. 2001. Are CEOs Rewarded for Luck? The Ones without Principals Are. Quarterly Journal of Economics 116:901-932
-
(2001)
Quarterly Journal of Economics
, vol.116
, pp. 901-932
-
-
Bertrand, M.1
Mullainathan, S.2
-
2
-
-
33947627035
-
Dynamic security design: Convergence to continuous time and asset pricing implications
-
Biais, B., T. Mariotti, G. Plantin, and J.-C. Rochet. 2007. Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications. Review of Economic Studies 74:345-390
-
(2007)
Review of Economic Studies
, vol.74
, pp. 345-390
-
-
Biais, B.1
Mariotti, T.2
Plantin, G.3
Rochet, J.-C.4
-
3
-
-
76549127901
-
Large risks limited liability and dynamic moral hazard
-
Biais, B., T. Mariotti, J.-C. Rochet, and S. Villeneuve. 2010. Large Risks, Limited Liability and Dynamic Moral Hazard. Econometrica 78:73-118.
-
(2010)
Econometrica
, vol.78
, pp. 73-118
-
-
Biais, B.1
Mariotti, T.2
Rochet, J.-C.3
Villeneuve, S.4
-
6
-
-
77956580552
-
-
Working Paper, Stanford University GSB
-
DeMarzo, P., M. Fishman, Z. He, and N.Wang. 2009. Dynamic Agency and the q Theory of Investment.Working Paper, Stanford University GSB.
-
(2009)
Dynamic Agency and the Q Theory of Investment
-
-
De Marzo, P.1
Fishman, M.2
He, Z.3
Wang, N.4
-
7
-
-
33846205687
-
Optimal security design and dynamic capital structure in a continuous-time agency model
-
DeMarzo, P., and Y. Sannikov. 2006. Optimal Security Design and Dynamic Capital Structure in a Continuous-Time Agency Model. Journal of Finance 61:2681-2724
-
(2006)
Journal of Finance
, vol.61
, pp. 2681-2724
-
-
De Marzo, P.1
Sannikov, Y.2
-
8
-
-
0000139691
-
Moral hazard and observability
-
Holmstrom, B. 1979. Moral Hazard and Observability. Bell Journal of Economics 10:74-91.
-
(1979)
Bell Journal of Economics
, vol.10
, pp. 74-91
-
-
Holmstrom, B.1
-
10
-
-
77956793558
-
Real options in a dynamic agency model, with applications to financial development, IPOs, and business risk
-
Philippon, T., and Y. Sannikov. 2007. Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk. NBER Working Paper 13584.
-
(2007)
NBER Working Paper 13584
-
-
Philippon, T.1
Sannikov, Y.2
-
12
-
-
45249101176
-
A continuous-time version of the principal-agent problem
-
Sannikov, Y. 2008. A Continuous-Time Version of the Principal-Agent Problem. Review of Economic Studies 75:957-984
-
(2008)
Review of Economic Studies
, vol.75
, pp. 957-984
-
-
Sannikov, Y.1
|