Executive Stock Options and Time Diversification
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References listed on IDEAS
- Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan R. Stroud, 2005.
"A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability,"
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Society for Financial Studies, vol. 18(3), pages 831-873.
- Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan Storud, 2004. "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," NBER Working Papers 10934, National Bureau of Economic Research, Inc.
- John H. Cochrane & Jesus Saa-Requejo, 2000.
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University of Chicago Press, vol. 108(1), pages 79-119, February.
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More about this item
KeywordsDecreasing relative risk aversion; portfolio choice; executive compensation;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
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