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Ranking of Signals in Multitask Agency Models


Jia Xie


Indiana University Bloomington
April 7, 2011

Economics Letters, Vol. 112, No. 1, 2011

Abstract:     
A lift zonoid criterion is proven to be necessary and sufficient for ranking signals in multi-task agency models, and can be applied to a broader set of signals than a multivariate MPS criterion. The two criteria coincide under certain conditions.

Number of Pages in PDF File: 6

Keywords: Multitask agency model, signal, lift zonoid, mean preserving spread

JEL Classification: D8

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Date posted: June 26, 2011  

Suggested Citation

Xie, Jia, Ranking of Signals in Multitask Agency Models (April 7, 2011). Economics Letters, Vol. 112, No. 1, 2011. Available at SSRN: http://ssrn.com/abstract=1872531

Contact Information

Jia Xie (Contact Author)
Indiana University Bloomington ( email )
Wylie Hall 105
100 South Woodlawn
Bloomington, IN 47405
United States
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