Marketable Incentive Contracts and Capital Structure Relevance
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alberto Bisin & Piero Gottardi & Adriano A. Rampini, 2008.
"Managerial Hedging and Portfolio Monitoring,"
Journal of the European Economic Association,
MIT Press, vol. 6(1), pages 158-209, March.
- Alberto Bisin & Piero Gottardi & Adriano A. Rampini, 2004. "Managerial Hedging and Portfolio Monitoring," CESifo Working Paper Series 1322, CESifo Group Munich.
- Piero Gottardi & Alberto Bisin & Adriano Rampini, 2007. "Managerial Hedging and Portfolio Monitoring," Working Papers 2007_24, Department of Economics, University of Venice "Ca' Foscari".
- Hung, Mao-Wei & Liu, Yu-Jane & Tsai, Chia-Fen, 2012. "Managerial personal diversification and portfolio equity incentives," Journal of Corporate Finance, Elsevier, vol. 18(1), pages 38-64.
- Gao, Huasheng, 2010. "Optimal compensation contracts when managers can hedge," Journal of Financial Economics, Elsevier, vol. 97(2), pages 218-238, August.
- Lin, Tse-chun & Liu, Qi & Sun, Bo, 2015. "Contracting with Feedback," International Finance Discussion Papers 1143, Board of Governors of the Federal Reserve System (U.S.).
- Darius Palia & S. Ravid & Chia-Jane Wang, 2008. "Founders versus non-founders in large companies: financial incentives and the call for regulation," Journal of Regulatory Economics, Springer, vol. 33(1), pages 55-86, February.
- Gerald T. Garvey & Todd T. Milbourn, 2001. "Market-Indexed Executive Compensation: Strictly for the Young," Claremont Colleges Working Papers 2001-19, Claremont Colleges.
- Lewellen, Katharina, 2004. "Financing Decisions When Managers Are Risk Averse," Working papers 4438-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Lewellen, Katharina, 2006. "Financing decisions when managers are risk averse," Journal of Financial Economics, Elsevier, vol. 82(3), pages 551-589, December.
- Armstrong, Christopher S. & Vashishtha, Rahul, 2012. "Executive stock options, differential risk-taking incentives, and firm value," Journal of Financial Economics, Elsevier, vol. 104(1), pages 70-88.
- Bizer, David S. & DeMarzo, Peter M., 1999. "Optimal Incentive Contracts When Agents Can Save, Borrow, and Default," Journal of Financial Intermediation, Elsevier, vol. 8(4), pages 241-269, October.
- Gerald T. Garvey & Todd T. Milbourn, 2003. "Asymmetric Benchmarking in Compensation: Executives are Paid for (Good) Luck But Not Punished for Bad," Claremont Colleges Working Papers 2003-01, Claremont Colleges.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:52:y:1997:i:1:p:353-78. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/afaaaea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.