symposium articles: Risk aversion and incentive compatibility with ex post information asymmetry

B-Tier
Journal: Economic Theory
Year: 2001
Volume: 18
Issue: 2
Pages: 415-438

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

The paper extends Diamond's (1984) analysis of financial contracting with information asymmetry ex post and endogenous "bankruptcy penalties" to allow for risk aversion of the borrower. The optimality of debt contracts, which Diamond obtained for the case of risk neutrality, is shown to be nonrobust to the introduction of risk aversion. This contrasts with the costly state verification literature, in which debt contracts are optimal for risk averse as well as risk neutral borrowers.

Technical Details

RePEc Handle
repec:spr:joecth:v:18:y:2001:i:2:p:415-438
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25