Agency-based asset pricing
Year of publication: |
2014
|
---|---|
Authors: | Gorton, Gary ; He, Ping ; Huang, Lixin |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 149.2014, p. 311-349
|
Subject: | Moral hazard | Managerial trading | Risk-sharing | Asset pricing | Theorie | Theory | Moral Hazard | CAPM |
-
Gorton, Gary B., (2014)
-
Robust contracts in continuous time
Miao, Jianjun, (2016)
-
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G., (2022)
- More ...
-
Asset prices when agents are marked-to-market
Gorton, Gary, (2006)
-
Security price informativeness with delegated traders
Gorton, Gary, (2010)
-
Asset prices when agents are marked-to-market
Gorton, Gary, (2006)
- More ...