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~subject:"CEO Compensation"
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CEO Compensation
Lévy process
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stochastic volatility
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stationarity
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Bonus Payments
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COGARCH
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Continuous-time contracting
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ambiguity aversion
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continuous time GARCH process
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dynamic contract
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exponential continuous time GARCH process
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Szydlowski, Martin
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Discussion Paper
Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
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Incentives, project choice and dynamic multitasking
Szydlowski, Martin
-
2011
I study the optimal choice of investment projects in a
continuous
time
moral hazard model with multitasking. While in …
Persistent link: https://www.econbiz.de/10010286977
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