Are employee stock option exercise decisions better explained through the prospect theory?

DOI10.1007/s10479-016-2127-2zbMath1416.91366OpenAlexW3122651755MaRDI QIDQ1615797

Hamza Bahaji

Publication date: 31 October 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/13098

zbMATH Keywords

cumulative prospect theoryoption valuationstock optionsexercise decisions

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Cross-efficiency aggregation method based on prospect consensus process

Cites Work

• Behavioral biases and the representative agent
• Advances in prospect theory: cumulative representation of uncertainty
• The risk-structure dependence effect: Experimenting with an eye to decision-aiding
• Risk aversion and block exercise of executive stock options
• Parameter-Free Elicitation of Utility and Probability Weighting Functions
• Curvature of the Probability Weighting Function

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