Replication folder for “Optimal Contract Design and Securities Implementation with Dynamic Investment and Learning”

Published: 1 July 2025| Version 1 | DOI: 10.17632/t9tj4v7dh9.1
Contributor:
Yuqian Zhang

Description

This repository contains MATLAB code for numerical analysis and simulation of optimal contract design in small and medium-sized enterprises (SMEs) with dynamic investment decisions and Bayesian learning mechanisms. The code implements the theoretical framework described in the accompanying research paper, solving the Hamilton-Jacobi-Bellman (HJB) equation to derive optimal contracts, investment policies, and incentive structures.

Files

Institutions

  • Guangdong University of Economics and Finance

Categories

Numerical Analysis

Licence