Sharing with a risk-neutral agent

Joseph Haubrich ()

No 9301, Working Paper from Federal Reserve Bank of Cleveland

Abstract: A study that demonstrates multiple equilibria in a class of principal-agent models and that examines the convergence properties of contracts as risk aversion approaches zero.

Keywords: Risk (search for similar items in EconPapers)
Date: 1993
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Journal Article: Sharing with a risk-neutral agent (2001)
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