Multi-period principal-agent problems

• Main Author: Ooi, Kenneth Wen Rui
• Other Authors: Nicolas Privault
• Format: Final Year Project
• Language: English
• Published: 2019
• Subjects: Science::Mathematics::Statistics
• Online Access: http://hdl.handle.net/10356/78851
• Institution: Nanyang Technological University

There is a wealth of literature about principal-agent problems in single-period and continuous-time models, but investigation on such problems in a discrete-time, multi-period setting is relatively scarce. Hence, this report will examine principal-agent problems in a discrete-time, multi-period set...