Risk minimization and optimal derivative design in a principal agent game
Ulrich Horst; Santiago Moreno-Bromberg
| Year of publication: |
2008
|
|---|---|
| Authors: | Horst, Ulrich ; Moreno-Bromberg, Santiago |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 2.2008, 1, p. 1-27
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| Subject: | Derivat | Derivative | Risikoprämie | Risk premium | Adverse Selektion | Adverse selection | Asymmetrische Information | Asymmetric information | Unvollkommener Markt | Incomplete market | Prinzipal-Agent-Theorie | Agency theory | Spieltheorie | Game theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003880875