메뉴 건너뛰기




Volumn 23, Issue 9, 2010, Pages 3329-3345

Reward for luck in a dynamic agency model

Author keywords

D82; J33; JEL

Indexed keywords


EID: 77956577153     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhq062     Document Type: Article
Times cited : (56)

References (13)
  • 1
    • 0039784061 scopus 로고    scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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
  • 7
    • 33846205687 scopus 로고    scopus 로고
    • 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 scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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 scopus 로고    scopus 로고
    • 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
  • 13
    • 0010929674 scopus 로고
    • On repeated moral hazard with discounting
    • Spear, S., and S. Srivastava. 1987. On Repeated Moral Hazard with Discounting. Review of Economic Studies 54:599-617.
    • (1987) Review of Economic Studies , vol.54 , pp. 599-617
    • Spear, S.1    Srivastava, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.