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Ranking of signals in multitask agency models

Jia Xie

Economics Letters, 2011, vol. 112, issue 1, 82-84

Abstract: A lift zonoid criterion is proven to be necessary and sufficient for ranking signals in multi-task agency models, and can be applied to a broader set of signals than a multivariate MPS criterion. The two criteria coincide under certain conditions.

Keywords: Multitask; agency; model; Signal; Lift; zonoid; Mean; preserving; spread (search for similar items in EconPapers)
Date: 2011
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Handle: RePEc:eee:ecolet:v:112:y:2011:i:1:p:82-84