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Moral hazard with bounded payments

Abstract:
We study the moral hazard problem with general upper and lower constraints M on compensation. We characterize the optimal contract and show existence and uniqueness. When minimizing costs for given effort, a principal harmed by M will pay according to M on some range of outcomes; when M reflects limited liability or a minimum wage, the contract is option-like. When the principal also chooses effort, a principal harmed by M might nonetheless never pay according to M. This cannot occur if the cost of inducing effort in the standard principal-agent problem is convex, for which we provide sufficient conditions related to the informativeness of outcome about effort.
Publication status:
Published
Peer review status:
Not peer reviewed

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Publisher copy:
10.1016/j.jet.2007.12.004

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Institution:
University of Oxford
Role:
Author


Publisher:
Elsevier
Journal:
Journal of Economic Theory More from this journal
Volume:
143
Issue:
1
Pages:
59 - 82
Publication date:
2008-01-01
DOI:
ISSN:
0022-0531


Language:
English
UUID:
uuid:78364c1b-7232-4016-bf94-6a8e1e9ba929
Local pid:
oai:economics.ouls.ox.ac.uk:14235
Deposit date:
2011-08-16

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