On managerial risk-taking incentives when compensation may be hedged against
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Publication:475322
DOI10.1007/s11579-014-0123-3zbMath1307.91112OpenAlexW2045572234MaRDI QIDQ475322
Vicky Henderson, Jakša Cvitanić, 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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Cites Work
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets
- 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
- Risk Management with Benchmarking
- MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options
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