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Asymmetric information / Financial risk / Dynamic programming / Hamilton–Jacobi–Bellman equation / Optimal control / Principal–agent problem / Mathematical optimization / Risk aversion / Control theory / Economics / Statistics


Own-Company Stockholding and Work Effort Preferences of an Unconstrained Executive
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Document Date: 2010-06-20 11:44:17

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File Size: 936,69 KB

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Company

The Unconstrained / /

Currency

pence / /

Organization

Bachelier Finance Society Toronto / World Congress / /

Person

Alexander Szimayer / Sascha Desmettre / John Gould / Bt / /

Position

Executive / Results Outlook Framework Utility-maximizing Executive / /

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