Contract theory: discrete- and continuous-time models:
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| Language: | English |
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Singapore
Springer
[2023]
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| Online Access: | Inhaltsverzeichnis Klappentext |
| Physical Description: | xvii, 345 Seiten Diagramme |
| ISBN: | 9789819954865 |
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Record in the Search Index
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Part I General Elements in Modelling Contracting Problems 1 Incentive Problems . 1.1 Main Issues in Contracting . 1.2 Principal’s Problem. 1.3 Agency Problems in Corporate Finance. 1.4 Empirical Evidences on ManagerialCompensation. References . 3 5 8 10 13 14 2 Basic Structures of Contracting Problems . 2.1 First Best . 2.1.1 Certainty Case . 2.1.2 Uncertainty Case . 2.2 Second Best . 2.3 Exercises. References . 17 18 19 21 24 26 27 3 Discrete-Time Formulation I . 3.1 First Best . 3.1.1 Positive
Effort. 3.1.2 Zero Effort. 3.1.3 Condition for Positive Effort . 3.2 Second Best with a Risk-Neutral Agent. 3.2.1 Positive Effort. 3.2.2 Zero Effort. 3.2.3 Condition for Positive Effort . 3.3 Second Best with a Risk-Averse Agent . 3.3.1 Positive Effort. 29 31 31 32 32 32 33 34 34 35 35
4 3.3.2 Condition for Positive Effort . 3.4 Remarks on the Discrete-Time Binomial-Outcome Model . 3.5 Notes. 3.6 Exercises. References . 37 38 38 39 40 Discrete-Time Formulation II . 4.1 First Best . 4.2 Second Best . 4.2.1 The First-Order Approach. 4.2.2 Shape of Second-Best Contract . 4.2.3 Value of Informative Signal inContracting . 4.2.4 Summary . 4.3 Validity of First-Order Approach . 4.3.1 First-Order Approach with a Normally Distributed Outcome . 4.3.2 Normally Distributed Outcome . 4.4 Notes. 4.5
Exercises. References . 41 43 44 45 48 49 51 51 Part II 5 6 55 57 59 59 61 Contracting Under Risk Uncertainties: Continuous-Time Models Contracting in Continuous Time: Time-Multiplicative Preferences . 65 5.1 The Model . 5.2 Representation of Admissible Contracts . 5.3 First Best . 5.3.1 First Best with a General Outcome Process . 5.4 Second Best . 5.4.1 Agent’s Problem. 5.4.2 Principal’s Problem . 5.4.3 Second Best with a General Non-Markovian Outcome Process . 89 5.5 Application to Managerial Compensation . 5.6 Notes. 5.7 Exercises. References
. 92 94 95 97 Optimal Performance Metrics . 6.1 Structure of the Optimal Performance Metric . 6.2 Value of a Signal . 6.3 Relative Performance Evaluation (RPE) . 6.3.1 RPE in thePresence of Financial Markets . 6.4 Notes. 99 102 105 106 107 108 66 69 71 75 78 79 82
6.5 Exercises. References . 109 Ill 7 Contracting Under Incomplete Information . 7.1 Case I: de, = 0 . 7.2 Case II: a(t) = a and b(t) = b. 7.3 Notes. 7.4 Exercises. References . 113 114 118 120 121 121 8 Career Concerns in Competitive Executive Job Markets . 8.1 The Model . 8.2 Agent’s Problem and Market Expectation . 8.3 Principal’s Problem. 8.4 Notes. 8.5 Exercises. References . 123 124 125 129 131 132 132 9 Agency Problem in Weak Formulation
. 9.1 Agent’s Problem . 9.2 Principal’s Problem. 9.2.1 Markovian Outcome . 9.3 Notes. References . 133 136 139 141 141 142 10 Contracting with a Mean-Volatility Controlled Outcome . 10.1 Agent’s Mean-Volatility Control Problem. 10.2 Principal’s Problem: Observable Volatility . 10.2.1 Markovian Outcome . 10.2.2 Observable Project Selection . 10.3 Principal’s Problem: Unobservable Volatility . 10.3.1 Unobservable-Project Selection . 10.4 Comparing Observable- and Unobservable-Project Decisions . 10.5 Unobservable-Volatility Case II . 10.6 Notes. 10.7 Exercises.
References . 143 146 150 151 153 157 160 161 167 169 169 172 11 Hierarchical Contracting: A Mean-Volatility Control Problem . 11.1 The Model . 11.2 Contracting on Individual Effort Outcomes. 11.3 Contracting on Optimal Performance Metrics . 11.3.1 Middle Managerial Contracts . 11.3.2 Top Managerial Contract. 11.3.3 A Numerical Example. 11.4 Notes. 175 176 178 185 187 188 192 194
12 11.5 Exercises. References . 195 196 Contracting in Continuous Time: Time-Additive Preferences. 12.1 The Model . 12.2 First Best . 12.3 Second Best . 12.4 Notes. 12.5 Exercises. References . 197 197 199 200 203 203 203 Part III Contracting Under Ambiguity Uncertainties 13 Contracting Under Ambiguity: Introduction. 13.1 Additional Remarks on Risk and Ambiguity. 13.1.1 True Versus Perceived Distributions . 13.1.2 A Submartingale Property. 13.1.3 Learning from Each Other . 13.2 A Discrete-Time Model . 13.3 Structure of Optimal Contracts
. 13.4 First Best . 13.5 Second Best . 13.6 Notes. 13.7 Exercises. References . 207 209 209 210 210 211 214 215 216 222 222 222 14 Contracting Under Ambiguity in Continuous Time. 14.1 The Principal-Agent Problems . 14.2 Representation of Admissible Contracts . 14.2.1 Why the К Process and the Submartingale Property?: A Digression . 234 14.3 First-Best Contracting . 14.4 Second-Best Contracting . 14.4.1 Incentive Compatibility. 14.4.2 Principal’s Problem . 14.5 The Linear-Quadratic Case . 14.6 Notes. 14.7
Exercises. References . 225 229 231 Part IV 15 236 238 238 243 248 255 255 256 Contracting in the Presence of Information Asymmetry Information Asymmetry: Hidden Information . 15.1 The Model . 15.2 Hidden Effort and ProjectDecisions Under Hidden Information . 15.2.1 The Principal’s Problem . 261 263 266 267
15.2.2 Numerical Simulation . 15.3 Notes. 15,4 Exercises. References . 268 271 272 272 16 InformationAsymmetry: Adverse Selection . 16.1 The Model: Pure Adverse Selection . 16.2 The Two-Type Case . 16.2.1 First Best . 16.2.2 Second Best. 16.2.3 Intuition . 16.3 Continuum of Types . 16.4 Notes. References . Т1Ъ 275 275 276 276 279 280 286 286 17 InformationAsymmetry: Adverse Selection and Moral Hazard . 289 17.1 A Discrete-Time Model . 289 17.1.1 Project Selection. 295 17.2 A
Continuous-Time Model . 296 17.3 Principal’s Problem. 301 17.4 Notes. 304 References . 304 Appendix A: Review on Some Stochastic Control Methods . 305 Author Index. 337 Subject Index . 341
This book provides a self-contained introduction to discrete-time and continuous-time models in contracting theory to advanced undergraduate and graduate students in economics and finance and researchers focusing on closed-form solutions and their economic implications. Discrete-time models are introduced to highlight important elements in both economics and mathematics of contracting problems and to serve as a bridge lor continuous-time models and their applications. The book serves as a bridge between the currently two almost separate strands of textbooks on discrete- and continuous-time contracting models. 1 his book is written in a manner that makes complex mathematical concepts more accessible to economists. However, it would also be an invaluable tool tor applied mathematicians who arc looking to learn about possible economic applications ot \ arious control methods. |
| adam_txt |
Part I General Elements in Modelling Contracting Problems 1 Incentive Problems . 1.1 Main Issues in Contracting . 1.2 Principal’s Problem. 1.3 Agency Problems in Corporate Finance. 1.4 Empirical Evidences on ManagerialCompensation. References . 3 5 8 10 13 14 2 Basic Structures of Contracting Problems . 2.1 First Best . 2.1.1 Certainty Case . 2.1.2 Uncertainty Case . 2.2 Second Best . 2.3 Exercises. References . 17 18 19 21 24 26 27 3 Discrete-Time Formulation I . 3.1 First Best . 3.1.1 Positive
Effort. 3.1.2 Zero Effort. 3.1.3 Condition for Positive Effort . 3.2 Second Best with a Risk-Neutral Agent. 3.2.1 Positive Effort. 3.2.2 Zero Effort. 3.2.3 Condition for Positive Effort . 3.3 Second Best with a Risk-Averse Agent . 3.3.1 Positive Effort. 29 31 31 32 32 32 33 34 34 35 35
4 3.3.2 Condition for Positive Effort . 3.4 Remarks on the Discrete-Time Binomial-Outcome Model . 3.5 Notes. 3.6 Exercises. References . 37 38 38 39 40 Discrete-Time Formulation II . 4.1 First Best . 4.2 Second Best . 4.2.1 The First-Order Approach. 4.2.2 Shape of Second-Best Contract . 4.2.3 Value of Informative Signal inContracting . 4.2.4 Summary . 4.3 Validity of First-Order Approach . 4.3.1 First-Order Approach with a Normally Distributed Outcome . 4.3.2 Normally Distributed Outcome . 4.4 Notes. 4.5
Exercises. References . 41 43 44 45 48 49 51 51 Part II 5 6 55 57 59 59 61 Contracting Under Risk Uncertainties: Continuous-Time Models Contracting in Continuous Time: Time-Multiplicative Preferences . 65 5.1 The Model . 5.2 Representation of Admissible Contracts . 5.3 First Best . 5.3.1 First Best with a General Outcome Process . 5.4 Second Best . 5.4.1 Agent’s Problem. 5.4.2 Principal’s Problem . 5.4.3 Second Best with a General Non-Markovian Outcome Process . 89 5.5 Application to Managerial Compensation . 5.6 Notes. 5.7 Exercises. References
. 92 94 95 97 Optimal Performance Metrics . 6.1 Structure of the Optimal Performance Metric . 6.2 Value of a Signal . 6.3 Relative Performance Evaluation (RPE) . 6.3.1 RPE in thePresence of Financial Markets . 6.4 Notes. 99 102 105 106 107 108 66 69 71 75 78 79 82
6.5 Exercises. References . 109 Ill 7 Contracting Under Incomplete Information . 7.1 Case I: de, = 0 . 7.2 Case II: a(t) = a and b(t) = b. 7.3 Notes. 7.4 Exercises. References . 113 114 118 120 121 121 8 Career Concerns in Competitive Executive Job Markets . 8.1 The Model . 8.2 Agent’s Problem and Market Expectation . 8.3 Principal’s Problem. 8.4 Notes. 8.5 Exercises. References . 123 124 125 129 131 132 132 9 Agency Problem in Weak Formulation
. 9.1 Agent’s Problem . 9.2 Principal’s Problem. 9.2.1 Markovian Outcome . 9.3 Notes. References . 133 136 139 141 141 142 10 Contracting with a Mean-Volatility Controlled Outcome . 10.1 Agent’s Mean-Volatility Control Problem. 10.2 Principal’s Problem: Observable Volatility . 10.2.1 Markovian Outcome . 10.2.2 Observable Project Selection . 10.3 Principal’s Problem: Unobservable Volatility . 10.3.1 Unobservable-Project Selection . 10.4 Comparing Observable- and Unobservable-Project Decisions . 10.5 Unobservable-Volatility Case II . 10.6 Notes. 10.7 Exercises.
References . 143 146 150 151 153 157 160 161 167 169 169 172 11 Hierarchical Contracting: A Mean-Volatility Control Problem . 11.1 The Model . 11.2 Contracting on Individual Effort Outcomes. 11.3 Contracting on Optimal Performance Metrics . 11.3.1 Middle Managerial Contracts . 11.3.2 Top Managerial Contract. 11.3.3 A Numerical Example. 11.4 Notes. 175 176 178 185 187 188 192 194
12 11.5 Exercises. References . 195 196 Contracting in Continuous Time: Time-Additive Preferences. 12.1 The Model . 12.2 First Best . 12.3 Second Best . 12.4 Notes. 12.5 Exercises. References . 197 197 199 200 203 203 203 Part III Contracting Under Ambiguity Uncertainties 13 Contracting Under Ambiguity: Introduction. 13.1 Additional Remarks on Risk and Ambiguity. 13.1.1 True Versus Perceived Distributions . 13.1.2 A Submartingale Property. 13.1.3 Learning from Each Other . 13.2 A Discrete-Time Model . 13.3 Structure of Optimal Contracts
. 13.4 First Best . 13.5 Second Best . 13.6 Notes. 13.7 Exercises. References . 207 209 209 210 210 211 214 215 216 222 222 222 14 Contracting Under Ambiguity in Continuous Time. 14.1 The Principal-Agent Problems . 14.2 Representation of Admissible Contracts . 14.2.1 Why the К Process and the Submartingale Property?: A Digression . 234 14.3 First-Best Contracting . 14.4 Second-Best Contracting . 14.4.1 Incentive Compatibility. 14.4.2 Principal’s Problem . 14.5 The Linear-Quadratic Case . 14.6 Notes. 14.7
Exercises. References . 225 229 231 Part IV 15 236 238 238 243 248 255 255 256 Contracting in the Presence of Information Asymmetry Information Asymmetry: Hidden Information . 15.1 The Model . 15.2 Hidden Effort and ProjectDecisions Under Hidden Information . 15.2.1 The Principal’s Problem . 261 263 266 267
15.2.2 Numerical Simulation . 15.3 Notes. 15,4 Exercises. References . 268 271 272 272 16 InformationAsymmetry: Adverse Selection . 16.1 The Model: Pure Adverse Selection . 16.2 The Two-Type Case . 16.2.1 First Best . 16.2.2 Second Best. 16.2.3 Intuition . 16.3 Continuum of Types . 16.4 Notes. References . Т1Ъ 275 275 276 276 279 280 286 286 17 InformationAsymmetry: Adverse Selection and Moral Hazard . 289 17.1 A Discrete-Time Model . 289 17.1.1 Project Selection. 295 17.2 A
Continuous-Time Model . 296 17.3 Principal’s Problem. 301 17.4 Notes. 304 References . 304 Appendix A: Review on Some Stochastic Control Methods . 305 Author Index. 337 Subject Index . 341
This book provides a self-contained introduction to discrete-time and continuous-time models in contracting theory to advanced undergraduate and graduate students in economics and finance and researchers focusing on closed-form solutions and their economic implications. Discrete-time models are introduced to highlight important elements in both economics and mathematics of contracting problems and to serve as a bridge lor continuous-time models and their applications. The book serves as a bridge between the currently two almost separate strands of textbooks on discrete- and continuous-time contracting models. 1 his book is written in a manner that makes complex mathematical concepts more accessible to economists. However, it would also be an invaluable tool tor applied mathematicians who arc looking to learn about possible economic applications ot \ arious control methods. |
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| spelling | Sung, Jaeyoung Verfasser (DE-588)171274350 aut Contract theory: discrete- and continuous-time models Jaeyoung Sung Singapore Springer [2023] © 2023 xvii, 345 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Microeconomics Mathematics in Business, Economics and Finance Corporate Finance Social sciences / Mathematics Business enterprises / Finance Mikroökonomie (DE-588)4039225-9 gnd rswk-swf Kontrakttheorie (DE-588)4128260-7 gnd rswk-swf Kontrakttheorie (DE-588)4128260-7 s Mikroökonomie (DE-588)4039225-9 s DE-604 Erscheint auch als Online-Ausgabe 978-981-9954-87-2 Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034878841&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034878841&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Sung, Jaeyoung Contract theory: discrete- and continuous-time models Microeconomics Mathematics in Business, Economics and Finance Corporate Finance Social sciences / Mathematics Business enterprises / Finance Mikroökonomie (DE-588)4039225-9 gnd Kontrakttheorie (DE-588)4128260-7 gnd |
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| title | Contract theory: discrete- and continuous-time models |
| title_auth | Contract theory: discrete- and continuous-time models |
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| title_exact_search_txtP | Contract theory: discrete- and continuous-time models |
| title_full | Contract theory: discrete- and continuous-time models Jaeyoung Sung |
| title_fullStr | Contract theory: discrete- and continuous-time models Jaeyoung Sung |
| title_full_unstemmed | Contract theory: discrete- and continuous-time models Jaeyoung Sung |
| title_short | Contract theory: discrete- and continuous-time models |
| title_sort | contract theory discrete and continuous time models |
| topic | Microeconomics Mathematics in Business, Economics and Finance Corporate Finance Social sciences / Mathematics Business enterprises / Finance Mikroökonomie (DE-588)4039225-9 gnd Kontrakttheorie (DE-588)4128260-7 gnd |
| topic_facet | Microeconomics Mathematics in Business, Economics and Finance Corporate Finance Social sciences / Mathematics Business enterprises / Finance Mikroökonomie Kontrakttheorie |
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