Contracts and Markets
I merge the standard Principal Agent model with a CAPM-type financial market, to study the interactions of contracts and financial markets. I prove existence of equilibrium in two models, a more general economy allowing for hidden type and action under generic mean variance preferences and a hidde...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
2010
|
| Online Access: | https://thesis.library.caltech.edu/5876/1/DissertationGuidoRevised.pdf Maretto, Guido Tulio Andrea (2010) Contracts and Markets. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/FBS0-F288. https://resolver.caltech.edu/CaltechTHESIS:05282010-090118586 <https://resolver.caltech.edu/CaltechTHESIS:05282010-090118586> |
Internet
https://thesis.library.caltech.edu/5876/1/DissertationGuidoRevised.pdfMaretto, Guido Tulio Andrea (2010) Contracts and Markets. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/FBS0-F288. https://resolver.caltech.edu/CaltechTHESIS:05282010-090118586 <https://resolver.caltech.edu/CaltechTHESIS:05282010-090118586>