Applications of game theory in finance and managerial accounting

被引:1
作者
Athanasios Migdalas
机构
[1] Technical University of Crete,Dept. of Production Engineering and Management Decision Support Systems Laboratory
关键词
Equilibria; Game Theory; Mathematical Programming; Portfolio Selection; Corporate Finance; Managerial Accounting;
D O I
10.1007/BF02936328
中图分类号
学科分类号
摘要
Game theory has been applied during the last two decades to an ever increasing number of important practical problems in economics, industrial organization, business strategy, finance, accounting, market design and marketing; including antitrust analyses, monetary policy, and firm restructuring. In this paper we give insight into the growing role of game theory, and particularly of the principal-agent model, for the important fields of finance and managerial accounting.
引用
收藏
页码:209 / 241
页数:32
相关论文
共 191 条
  • [1] Allen F.(1989)Signalling by Underpricing in the IPO Market Journal of Financial Economics 23 303-323
  • [2] Faulhader G.(1988)The Controllability Principle in Responsibility Accounting The Accounting Review 63 700-718
  • [3] Antle R.(1990)Agency Research in Managerial Accounting: A Second Look Accounting Organization and Society 15 341-271
  • [4] Demski J.(1980)Economically Optimal Performance Evaluation and Control Systems Journal of Accounting Research 18 184-220
  • [5] Baiman S.(1983)Pre-Decision Information and Participative Management Control Systems Journal of Accounting Research 21 371-395
  • [6] Baiman S.(1995)The Informational Advantages of Discretionary Bonus Schemes The Accounting Review 70 557-580
  • [7] Demski J.(2002)Market Timing and Capital Structure Journal of Finance 57 1-32
  • [8] Baiman S.(1987)Monitoring, Moral Hazard, Asymmetric Information and Risk Sharing in Procurement Contracting RAND Journal of Economics 18 509-532
  • [9] Evans J.H.(1988)Monitoring of Performance in Organizational Contracting: The Case of Defense Procurement Scandinavian Journal of Economics 90 329-358
  • [10] Baiman S.(2002)On the Relation between Option and Stock Prices: A Convex Optimization Approach Operations Research 50 358-374