Robust contracts in continuous time
Year of publication: |
July 2016
|
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Authors: | Miao, Jianjun ; Rivera, Alejandro |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 84.2016, 4, p. 1405-1440
|
Subject: | Robustness | ambiguity | moral hazard | principal-agent problem | capital structure | equity premium | asset pricing | Prinzipal-Agent-Theorie | Agency theory | Theorie | Theory | Moral Hazard | Moral hazard | Kapitalstruktur | Capital structure | Risikoprämie | Risk premium | CAPM | Robustes Verfahren | Robust statistics |
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