Optimal and robust contracts for a risk-constrained principal
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2009/07/10
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Indian UGC (journal)
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Refrences15
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Citations8
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L. C. G. Rogers
Cite
Rogers, L. C. G. “Optimal and Robust Contracts for a Risk-Constrained Principal”. Mathematics and Financial Economics, vol. 2, no. 3, 2009, pp. 151-7, https://doi.org/10.1007/s11579-009-0018-x.
Rogers, L. C. G. (2009). Optimal and robust contracts for a risk-constrained principal. Mathematics and Financial Economics, 2(3), 151-171. https://doi.org/10.1007/s11579-009-0018-x
Rogers LCG. Optimal and robust contracts for a risk-constrained principal. Mathematics and Financial Economics. 2009;2(3):151-7.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Dilatation monotone risk measures are law invariant | Finance and Stochastics |
| 18 | 2007 |
| Risk Taking and Optimal Contracts for Money Managers | The RAND Journal of Economics |
| 102 | 2003 |
Optimal Portfolios with Bounded Capital at Risk | Mathematical Finance |
| 71 | 2002 |
| Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices | The Review of Financial Studies |
| 530 | 2001 |
| 10.1007/978-4-431-67891-5_4 | 2001 |
Refrences Analysis
It primarily includes studies from Journal of Business The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets | SIAM Journal on Financial Mathematics |
| 2021 | |
| Monotone Solutions to the Moral Hazard Problem | SSRN Electronic Journal | 2018 | ||
Risk management with weighted VaR | Mathematical Finance |
| 18 | 2017 |
| Risk Management with Weighted VaR | SSRN Electronic Journal | 1 | 2017 | |
| Portfolio insurance under a risk-measure constraint | Insurance: Mathematics and Economics |
| 10 | 2011 |
Citations Analysis
The category
Social Sciences: Statistics 3
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Utility Maximization Under Solvency Constraints and Unhedgeable Risks and was published in 2009. The most recent citation comes from a 2021 study titled Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets. This article reached its peak citation in 2011, with 3 citations. It has been cited in 4 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 5 citations. The chart below illustrates the annual citation trends for this article.