Moral Hazard in Dynamic Risk Management

Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi. Moral Hazard in Dynamic Risk Management. Management Science, 63(10):3328-3346, 2017. [doi]

@article{CvitanicPT17,
  title = {Moral Hazard in Dynamic Risk Management},
  author = {Jaksa Cvitanic and Dylan Possamaï and Nizar Touzi},
  year = {2017},
  doi = {10.1287/mnsc.2016.2493},
  url = {https://doi.org/10.1287/mnsc.2016.2493},
  researchr = {https://researchr.org/publication/CvitanicPT17},
  cites = {0},
  citedby = {0},
  journal = {Management Science},
  volume = {63},
  number = {10},
  pages = {3328-3346},
}