Narrow search
Showing 1 - 10 of 705,504
Cover Image
Managerial hedging and portfolio monitoring
Bisin, Alberto; Gottardi, Piero; Rampini, Adriano - 2007
Persistent link: https://www.econbiz.de/10003912204
Cover Image
On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša; Henderson, Vicky; Lazrak, Ali - In: Mathematics and financial economics 8 (2014) 4, pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
Cover Image
Acquisition of information to diversity contractual risk
C̜elen, Boǧac̜han; Özertürk, Saltuk; Olarreaga, Marcelo - In: International economic review 53 (2012) 1, pp. 133-156
Persistent link: https://www.econbiz.de/10009563721
Cover Image
Managerial hedging and portfolio monitoring
Bisin, Alberto; Gottardi, Piero; Rampini, Adriano A. - 2004
using financial markets and shareholders cannot perfectly monitor the manager's portfolio in order to keep him from hedging … monitoring is costly governance is imperfect. If managerial hedging is detected, shareholders can seize the payoffs of the …) conditional on the firm's performance, the manager's compensation is lower when his portfolio is monitored, even if no hedging is …
Persistent link: https://www.econbiz.de/10002484311
Cover Image
Managerial hedging and portfolio monitoring
Bisin, Alberto (contributor); Gottardi, Piero (contributor);  … - 2004
using financial markets and shareholders cannot perfectly monitor the managers̕ portfolio in order to keep him from hedging … monitoring is costly governance is imperfect. If managerial hedging is detected, shareholders can seize the payoffs of the …) conditional on the firms̕ performance, the managers̕ compensation is lower when his portfolio is monitored, even if no hedging is …
Persistent link: https://www.econbiz.de/10002521243
Cover Image
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer - 2000
Persistent link: https://www.econbiz.de/10001498200
Cover Image
The Pricing of Market Jumps in the Cross-Section of Stocks and Options
Babaoglu, Kadir - 2018
Market index and individual stock returns exhibit jumps in addition to normal shocks. Equities have exposure to the market and sensitivity to the market is important for explaining equity returns and option prices. I develop a new factor model that explores (i) if a separate beta for market...
Persistent link: https://www.econbiz.de/10012936701
Cover Image
Does option trading affect idiosyncratic momentum?
Guo, Songchan; Pyo, Unyong - In: Cogent economics & finance 8 (2020) 1, pp. 1-19
Portfolios in idiosyncratic momentum are formed on past residuals of the Fama-French three factor model rather than past total returns. This study examines whether the idiosyncratic momentum strategy can sustain excess returns following the emergence of traded options. We compare idiosyncratic...
Persistent link: https://www.econbiz.de/10013179587
Cover Image
Discussion of "CEO discretionary power, unconstrained stock ownership, and stock trading: theory and evidence"
Black, Dirk E. - In: Advances in accounting : a research annual 61 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014382172
Cover Image
Options volatility trading : strategies for profiting from market swings
Warner, Adam - 2010
Persistent link: https://www.econbiz.de/10013468885