Supplement to "Optimal Asset Management Contracts with Hidden Savings"

This Online Appendix extends the results of Di Tella and Sannikov (2016) to incorporate hidden investment, aggregate risk, and renegotiation. The case with no hidden investment and price of aggregate risk  π = 0 yields the expressions in the paper.

Supplemental Authors: 
Di Tella, Sebastian - Stanford
Sannikov, Yuliy - Stanford Graduate School of Business
Online Appendix