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Dynamic programming approach to principal-agent problems., , and . Finance Stochastics, 22 (1): 1-37 (2018)Moral Hazard in Dynamic Risk Management., , and . Manag. Sci., 63 (10): 3328-3346 (2017)Monte Carlo computation of optimal portfolios in complete markets, , and . Journal of Economic Dynamics and Control, 27 (6): 971--986 (April 2003)Leverage decision and manager compensation with choice of effort and volatility, , and . Journal of Financial Economics, 73 (1): 71--92 (July 2004)Erratum to: Utility maximization in incomplete markets with random endowment., , and . Finance and Stochastics, 21 (3): 867-872 (2017)Dynamics of Contract Design with Screening., , and . Manag. Sci., 59 (5): 1229-1244 (2013)Optimal consumption choices for a `large' investor, and . Journal of Economic Dynamics and Control, 22 (3): 401--436 (March 1998)Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets.. SIAM J. Control and Optimization, 38 (4): 1050-1066 (2000)Game of Duels: Information-Theoretic Axiomatization of Scoring Rules., , , and . IEEE Trans. Inf. Theory, 65 (1): 530-537 (2019)Optimal risk-sharing with effort and project choice., , and . J. Econ. Theory, 133 (1): 403-440 (2007)