Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Dumav, Martin"'
Autor:
Dumav, Martin
This paper considers dynamic moral hazard settings, in which the consequences of the agent's actions are not precisely understood. In a new continuous-time moral hazard model with drift ambiguity, the agent's unobservable action translates to drift s
Externí odkaz:
http://arxiv.org/abs/2110.15229
We study a model of moral hazard with heterogeneous beliefs where each of agent's actions gives rise to a pair of probability distributions over output levels, one representing the beliefs of the agent and the other those of the principal. The agent'
Externí odkaz:
http://arxiv.org/abs/2110.04368
Publikováno v:
In Journal of Monetary Economics May 2022 128:72-87
Autor:
Dumav, Martin
This work presents a systematic investigation of two topics. One is in stochastic dynamic general equilibrium. It incorporates private information into dynamic general equilibrium framework. An existence of competitive equilibrium is established. Qua
Externí odkaz:
http://hdl.handle.net/2152/ETD-UT-2012-05-5580
Autor:
Dumav, Martin
An outcome is ambiguous if it is an incomplete description of the probability distribution over consequences. An `incomplete description' is identified with the set of probabilities that satisfy the incomplete description. A choice problem is uncerta
Externí odkaz:
http://hdl.handle.net/2152/ETD-UT-2011-08-4292
Autor:
Dumav, Martin, Stinchcombe, Maxwell B.
Publikováno v:
Proceedings of the American Mathematical Society, 2016 Jul 01. 144(7), 3123-3133.
Externí odkaz:
https://www.jstor.org/stable/procamermathsoci.144.7.3123
Autor:
Denter, Philipp1 (AUTHOR), Dumav, Martin1 (AUTHOR), Ginzburg, Boris1 (AUTHOR) bginzbur@eco.uc3m.es
Publikováno v:
Economic Journal. Jul2021, Vol. 131 Issue 637, p2033-2057. 25p. 1 Diagram, 1 Graph.
Autor:
Dumav, Martin1 (AUTHOR) mdumav@eco.uc3m.es, Stinchcombe, Maxwell B.2 (AUTHOR)
Publikováno v:
Economic Theory. Mar2021, Vol. 71 Issue 2, p663-692. 30p.
Autor:
DUMAV, Martin, RIEDEL, Frank
This study examines the contracting problem in continuous time with ambiguous information. A problem of this nature arises, for example, in an employment relationship where there is limited knowledge, or ambiguity, about the technology that governs t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______151::1a900b98863ed6c46a24e1b3efc7270d
https://hdl.handle.net/1814/32195
https://hdl.handle.net/1814/32195