Optimal contracts with hidden risk

B-Tier
Journal: Review of Economic Dynamics
Year: 2025
Volume: 58

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Recent years have seen episodes of managers subjecting firms to large losses. We develop a dynamic moral hazard model where a manager may divert funds, and also take actions yielding current payoffs, but increasing risks of losses. We show that pay-for-performance contracts exacerbate the risk management friction, then characterize the optimal risk management contract. We solve two examples. One is explicitly solvable, and the optimal contract can be implemented with simple instruments including “clawback” of promised bonuses. The second example shows that it may be optimal for the owner to forgo risk management, allowing the manager to take excess risk. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:24-115
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29