The Volatility and Price Sensitivities of Managerial Stock Option Portfolios and Corporate Hedging-Reference-Cited by-同舟云学术

The Volatility and Price Sensitivities of Managerial Stock Option Portfolios and Corporate Hedging

Published:2002-04 Issue:2 Volume:57 Page:801-813
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Knopf John D.,Nam Jouahn,Thornton John H.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference24 articles.

1. Exchange rate exposure, hedging and the use of foreign currency derivatives;Allayannis;Journal of International Money and Finance,2001

2. Empirical evidence on the corporate use of derivatives;Berkman;Financial Management,1996

3. Does option compensation increase managerial risk appetite?;Carpenter;Journal of Finance,2000

4. Core , John Wayne Guay 1999 Estimating the value of stock option portfolios and their sensitivities to price and volatility Working paper, University of Pennsylvania

5. Hedging, leverage, and primitive risk;Dolde;Journal of Financial Engineering,1995

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