Reward for Luck in a Dynamic Agency Model

A-Tier
Journal: The Review of Financial Studies
Year: 2010
Volume: 23
Issue: 9
Pages: 3329-3345

Authors (2)

Florian Hoffmann (not in RePEc) Sebastian Pfeil (Rijksuniversiteit Groningen)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article studies a continuous time principal-agent problem of a firm whose cash flows are determined by the manager's unobserved effort. The firm's cash flows are further subject to persistent and publicly observable shocks that are beyond the manager's control. While standard contracting models predict that compensation should optimally filter out these shocks, empirical evidence suggests otherwise. In line with this evidence, our model predicts that the manager is "rewarded for luck." The Author 2010. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: [email protected]., Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:23:y:2010:i:9:p:3329-3345
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29