Incentive-Compatible Debt Contracts: The One-Period Problem

S-Tier
Journal: Review of Economic Studies
Year: 1985
Volume: 52
Issue: 4
Pages: 647-663

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

In a simple model of borrowing and lending with asymmetric information we show that the optimal, incentive-compatible debt contract is the standard debt contract. The second-best level of investment never exceeds the first-best and is strictly less when there is a positive probability of costly bankruptcy. We also compare the second-best with the results of interest-rate-taking behaviour and consider the effects of risk aversion. Finally we provide conditions under which increasing the borrower's initial net wealth must reduce total investment in the venture.

Technical Details

RePEc Handle
repec:oup:restud:v:52:y:1985:i:4:p:647-663.
Journal Field
General
Author Count
2
Added to Database
2026-01-25