New formulations of ambiguous volatility with an application to optimal dynamic contracting
Peter G. Hansen
| Year of publication: |
2022
|
|---|---|
| Authors: | Hansen, Peter G. |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 199.2022, p. 1-31
|
| Subject: | Moral hazard | Ambiguity | Asset pricing | Capital structure | Stochastic volatility | Volatilität | Volatility | Theorie | Theory | Moral Hazard | Kapitalstruktur | Prinzipal-Agent-Theorie | Agency theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2021.105205 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013193348