Author:
Agliardi Elettra,Andergassen Rainer
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference16 articles.
1. Agliardi, E., “Pip vs Groi Portfolios,” mimeo, 2002.
2. Chidambaran, N. K. and N. R. Prabhala, “Executive Stock Option Repricing: Creating a Mountain Out of a Molehill?” EFA Annual Conference Paper No. 797, 2004.
3. Detemple, J. and S. Sundaresan, “Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach.” Review of Financial Studies 12(4), 835–872 (1999).
4. Hall, B. J. and K. J. Murphy, “Optimal Exercise Prices for Executive Stock Options,” American Economic Review 90(2), 209–214 (2000).
5. Henderson, V., “The Impact of the Market Portfolio on the Valuation, Incentives and Optimality of Executive Stock Options.” forthcoming in Quantitative Finance, (2004).
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献