scientific article; zbMATH DE number 5260087
From MaRDI portal
Publication:5453293
zbMATH Open1174.91385MaRDI QIDQ5453293FDOQ5453293
Authors: Shuangying Chen, Yongkai Ma, Xiaowo Tang 
Publication date: 4 April 2008
Title of this publication is not available (Why is that?)
Recommendations
- Stock options and managerial optimal contracts
- On managerial risk-taking incentives when compensation may be hedged against
- Managerial risk reduction, incentives and firm value
- The risk and incentives trade-off in the presence of heterogeneous managers
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options
- Risk aversion and block exercise of executive stock options
- A new executive stock option pricing model
- A humanized model of employee stock options in Black-Scholes framework
- The Risk and Price Volatility of Stock Options in General Equilibrium
systematic riskcapital assets pricing modelfirms' non-systematic riskstock option incentive-performance sensitivity
Cited In (11)
- Study on manager's stock compensation of listed stock company based on overconfidence
- Information-based stock trading, executive incentives, and the principal-agent problem
- Stock options and managerial optimal contracts
- Managerial Short-Termism and Investment: Evidence from Accelerated Option Vesting*
- Stock options and managers' incentives to cheat
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options
- Managerial risk reduction, incentives and firm value
- Does Asset Ownership Always Motivate Managers? Outside Options and the Property Rights Theory of the Firm
- How important are risk-taking incentives in executive compensation?
- Managerial performance incentives and firm risk during economic expansions and recessions
- Options can induce risk taking for arbitrary preferences
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5453293)
