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Robust contracts with one-sided commitment

  • Published:2020-08 Issue: Volume:117 Page:103942
  • ISSN:0165-1889
  • Container-title:Journal of Economic Dynamics and Control
  • language:en
  • Short-container-title:Journal of Economic Dynamics and Control

Author:

Niu Yingjie,Yang Jinqiang,Zou Zhentao

Funder

National Natural Science Foundation of China

Shanghai University of Finance and Economics

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal Investment Strategy for α-Robust Utility Maximization Problem;Mathematics of Operations Research;2024-03-21

2. Optimal dynamic contract with Knightian uncertainty of ESG rating;International Journal of General Systems;2023-12-04

3. Robust investment and hedging policy with limited commitment;Economic Modelling;2023-08

4. Ambiguity, limited commitment, and the q theory of investment;The North American Journal of Economics and Finance;2022-04

5. Robust leverage dynamics without commitment;Economic Theory;2022-03-01
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