MN-TU, WTAL and Regret-Minimization Regimes: Complexity and Alternative Risk Premia From Optimal Exercise of Equity-Based Incentives.

Author:

Nwogugu Michael C. I.

Publisher

Elsevier BV

Reference177 articles.

1. K") represent psychological thresholds of impending substantial wealth (that is often deemed as windfall), and hence, are conjectured to have substantial psychological effects on employees (risk-taking, motivation/effort, compensation, propensity for fraud, etc.), managers (risk-taking, motivation/effort, compensation, propensity for fraud, perceived volatility, performance standards, etc.), investors (valuation, perceived risk, volatility, etc.), the stock market (volatility, valuation, etc.) and VCs (risk, valuation, etc.). The effect of Strike-Price is most pronounced: a) in public companies; b) EBIs/ESOs with fixed vesting periods and or terms and or Strike Prices;EBI strike prices

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