Risk aversion and block exercise of executive stock options

Journal of Economic Dynamics and Control

Volumn 33, Issue 1, 2009, Pages 109-127

  Grasselli, Matheus ^a   Henderson, Vicky ^b  

^a MCMASTER UNIVERSITY   (Canada)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Compensation; Exercise; Incomplete markets; Risk aversion; Stock options; Utility maximization

Indexed keywords

EID: 56849116197     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.05.005     Document Type: Article

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