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    title = "Optimal fund menus",
    journal = "Mathematical Finance",
    year = "2022",
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    id = "record",
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    doi = "10.1111/mafi.12341",
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    title = "Incentive-Compatible Surveys via Posterior Probabilities",
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    url = "https://resolver.caltech.edu/CaltechAUTHORS:20201001-101339197",
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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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    doi = "10.1109/TIT.2018.2867469",
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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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    id = "record",
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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",
    journal = "American Economic Journal: Microeconomics",
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@article{https://resolver.caltech.edu/CaltechAUTHORS:20160108-095142845,
    title = "Optimal contracting with moral hazard and behavioral preferences",
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    year = "2015",
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    title = "Competition in Portfolio Management: Theory and Experiment",
    journal = "Management Science",
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    title = "Markets with random lifetimes and private values: mean reversion and option to trade",
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    title = "On managerial risk-taking incentives when compensation may be hedged against",
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    title = "Nonmyopic optimal portfolios in viable markets",
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@article{https://resolver.caltech.edu/CaltechAUTHORS:20140103-132748356,
    title = "Market Microstructure Design and Flash Crashes: A Simulation Approach",
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    url = "https://resolver.caltech.edu/CaltechAUTHORS:20140103-132748356",
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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",
    journal = "Stochastic Processes and their Applications",
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    url = "https://resolver.caltech.edu/CaltechAUTHORS:20120813-111328071",
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    volume = "122"
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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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    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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    title = "Beliefs regarding fundamental value and optimal investing",
    journal = "Annals of Finance",
    year = "2010",
    url = "https://resolver.caltech.edu/CaltechAUTHORS:20190821-103126134",
    id = "record",
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    doi = "10.1007/s10436-009-0133-y",
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@article{https://resolver.caltech.edu/CaltechAUTHORS:CVIamo09,
    title = "Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model",
    journal = "Applied Mathematics and Optiumization",
    year = "2009",
    url = "https://resolver.caltech.edu/CaltechAUTHORS:CVIamo09",
    id = "record",
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    title = "Credit risk modeling with misreporting and incomplete information",
    journal = "International Journal of Theoretical and Applied Finance",
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    url = "https://resolver.caltech.edu/CaltechAUTHORS:20090820-142436958",
    id = "record",
    issn = "0219-0249",
    doi = "10.1142/S0219024909005129",
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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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    title = "A filtering approach to tracking volatility from prices observed at random times",
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