Optimization of contracts and investment through various continuous-time dynamic principal-agent models

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Optimization of contracts and investment through various continuous-time dynamic principal-agent models

In this thesis, three dynamic principal-agent models and a defined contribution (DC) pension model are investigated. Time-varying volatility, ability uncertainty, and time-varying shocks are considered in the three principal-agent models, respectively, from which we derive the optimal contracts unde...

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Bibliographic Details
Main Author:	Lai, Chong
Format:	Thesis
Published:	Curtin University 2019
Online Access:	http://hdl.handle.net/20.500.11937/79915

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