In a linear-quadratic-Gaussian principal-agent model, optimal ESG disclosure contracts balance incentives via own- and cross-signal loadings plus asset hedging, converging to market-neutral identity pooling as the principal's risk aversion increases.
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Optimal incentive scheme for ESG disclosure
In a linear-quadratic-Gaussian principal-agent model, optimal ESG disclosure contracts balance incentives via own- and cross-signal loadings plus asset hedging, converging to market-neutral identity pooling as the principal's risk aversion increases.