Optimal Investment by the Principal in Order to Increase the Probability of Favourable States of Nature in the Principal-Agent Model with Moral Hazard
研究了在道德风险委托代理模型中,委托人如何通过投资来增加有利自然状态出现的概率,对经济学和运筹学领域的学者有参考价值。
Matthew A. Waller, Optimal Investment by the Principal in Order to Increase the Probability of Favourable States of Nature in the Principal-Agent Model with Moral Hazard, The Journal of the Operational Research Society, Vol. 44, No. 2 (Feb., 1993), pp. 193-198