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    title = "Optimal fund menus",
    journal = "Mathematical Finance",
    year = "2022",
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    id = "record",
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    title = "Incentive-Compatible Surveys via Posterior Probabilities",
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    title = "Large tournament games",
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    title = "Game of Duels: Information-Theoretic Axiomatization of Scoring Rules",
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    title = "Dynamic programming approach to principal–agent problems",
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    title = "Asset pricing under optimal contracts",
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    title = "Moral Hazard in Dynamic Risk Management",
    journal = "Management Science",
    year = "2017",
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    id = "record",
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    title = "Achieving Efficiency in Dynamic Contribution Games",
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    title = "Optimal contracting with moral hazard and behavioral preferences",
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    title = "Competition in Portfolio Management: Theory and Experiment",
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    title = "Markets with random lifetimes and private values: mean reversion and option to trade",
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    title = "Market Microstructure Design and Flash Crashes: A Simulation Approach",
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    title = "Contract Theory in Continuous-Time Models",
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    title = "The Law of Large Numbers for self-exciting correlated defaults",
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@article{https://resolver.caltech.edu/CaltechAUTHORS:20120228-151158196,
    title = "Co-development ventures: Optimal time of entry and profit-sharing",
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    title = "Beliefs regarding fundamental value and optimal investing",
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    id = "record",
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    title = "Relative Extinction of Heterogeneous Agents",
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    year = "2010",
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20100712-090750198",
    id = "record",
    issn = "1935-1704",
    volume = "10"
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    journal = "International Journal of Theoretical and Applied Finance",
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    id = "record",
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    title = "Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model",
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    year = "2009",
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    id = "record",
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    doi = "10.1007/s00245-008-9050-0",
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@article{https://resolver.caltech.edu/CaltechAUTHORS:CVIbejte08,
    title = "Principal-Agent Problems with Exit Options",
    journal = "B.E. Journal of Theoretical Economics",
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    doi = "10.1007/s11579-007-0002-2",
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