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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001499414
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001474503
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Asymptotic efficiency in dynamic principal-agent problems
Müller, Holger M. - In: Journal of economic theory 91 (2000) 2, pp. 292-301
Persistent link: https://www.econbiz.de/10001481781
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Discrete-time approximations of the Holmström-Milgrom Brownian-motion model of intertemporal incentive provision
Hellwig, Martin; Schmidt, Klaus M. - 1998
Persistent link: https://www.econbiz.de/10000998173
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An economic approach to monitoring pollution accidents
Gottinger, Hans Werner - 1998
Persistent link: https://www.econbiz.de/10000987807
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Convergence of least squares learning in self-referential discontinuous stochastic models
Cho, In-Koo - 1998
Persistent link: https://www.econbiz.de/10000993806
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Aggregate fluctuations, financial constraints and risk sharing
Labadie, Pamela - In: Economic theory : official journal of the Society for … 12 (1998) 3, pp. 621-648
Persistent link: https://www.econbiz.de/10001389287
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Hidden Markov models of strategic information control
Taub, Bart - 2001
Persistent link: https://www.econbiz.de/10001585438
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Discrete-time approximations of the Holmström-Milgrom Brownian-motion model of intertemporal incentive provision
Hellwig, Martin; Schmidt, Klaus M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 6, pp. 2225-2264
Persistent link: https://www.econbiz.de/10001713872
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - In: European economic review : EER 46 (2002) 9, pp. 1623-1644
Persistent link: https://www.econbiz.de/10001705119