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A Calibratable Model of Optimal CEO Incentives in Market Equilibrium

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Author Info
Alex Edmans
Xavier Gabaix
Augustin Landier

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Abstract

This paper presents a unified framework for understanding the determinants of both CEO incentives and total pay levels in competitive market equilibrium. It embeds a modified principal-agent problem into a talent assignment model to endogenize both elements of compensation. The model's closed form solutions yield testable predictions for how incentives should vary across firms under optimal contracting. In particular, our calibrations show that the negative relationship between the CEO's effective equity stake and firm size is quantitatively consistent with efficiency and need not reflect rent extraction. Our model and data both also imply that the dollar change in wealth for a percentage change in firm value, scaled by annual pay, is independent of firm size. This may render it an attractive incentive measure as it is comparable between firms and over time. The theory also predicts a positive relationship between pay volatility and firm volatility, and that risk and effort affect total pay along the cross-section but not in the aggregate. Finally, we demonstrate that incentive compensation is effective at solving large agency problems, such as selecting corporate strategy, but smaller issues such as perk consumption are best addressed through direct monitoring.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 13372.

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Date of creation: Sep 2007
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Handle: RePEc:nbr:nberwo:13372

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Find related papers by JEL classification:
D2 - Microeconomics - - Production and Organizations
D3 - Microeconomics - - Distribution
G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
J3 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs
J41 - Labor and Demographic Economics - - Particular Labor Markets - - - Labor Contracts

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Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Giannetti, Mariassunta, 2007. "Serial CEO Incentives and the Structure of Managerial Contracts," CEPR Discussion Papers 6422, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Carola Frydman & Raven E. Saks, 2008. "Executive Compensation: A New View from a Long-Term Perspective, 1936-2005," NBER Working Papers 14145, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Thomas H. Noe & Michael J. Rebello, 2007. "To each according to her luck and power: Optimal corporate governance and compensation policy in a dynamic world," OFRC Working Papers Series 2007fe06, Oxford Financial Research Centre. [Downloadable!]
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