Multi-period principal-agent problems

• المؤلف الرئيسي: Ooi, Kenneth Wen Rui
• مؤلفون آخرون: Nicolas Privault
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2019
• الموضوعات: Science::Mathematics::Statistics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/78851
• المؤسسة: 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...