On managerial risk-taking incentives when compensation may be hedged against
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Publication:475322
DOI10.1007/S11579-014-0123-3zbMATH Open1307.91112OpenAlexW2045572234MaRDI QIDQ475322FDOQ475322
Authors: Jakša Cvitanić, Vicky Henderson, Ali Lazrak 
Publication date: 26 November 2014
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-014-0123-3
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- On relative performance, remuneration and risk taking of asset managers
- An experimental investigation of the `tenuous trade-off' between risk and incentives in organizations
Cites Work
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
- Risk Management with Benchmarking
- MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
- Optimal risk-sharing with effort and project choice
- Explicit solutions of some utility maximization problems in incomplete markets
- Incentives and performance in the presence of wealth effects and endogenous risk
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options
Cited In (6)
- Moral hazard and compensation packages: does reshuffling matter?
- Title not available (Why is that?)
- Own-company stockholding and work effort preferences of an unconstrained executive
- Managerial risk reduction, incentives and firm value
- The risk and incentives trade-off in the presence of heterogeneous managers
- Options can induce risk taking for arbitrary preferences
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