Supplement to "Robust Contracts in Continuous Time"

This appendix consists of two sections. In Section A we adopt the Chen-Epstein (2002) recursive multiple-priors utility model to study the robust contracting problem.  We compare this case with the robust contracting problem studied in the paper.  In Section B we study a model with risk aversion only and compare the solution with our robust contracting solution.  We also establish some observational equivalence results.

Supplemental Authors: 
MIAO, JIANJUN - Boston University
Rivera-Mesias, Alejandro - University of Texas at Dallas
Online Appendix