Sharing with a risk-neutral agent

Joseph Haubrich

No 9301, Working Papers (Old Series) 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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://fraser.stlouisfed.org/scribd/?item_id=4945 ... 3-01.pdf#scribd-open Full text (application/pdf)

Related works:
Journal Article: Sharing with a risk-neutral agent (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:9301

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Working Papers (Old Series) from Federal Reserve Bank of Cleveland Contact information at EDIRC.
Bibliographic data for series maintained by 4D Library ().