Employee stock option-implied risk attitude under Rank-Dependent Expected Utility
Hamza Bahaji, Jean-François Casta
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Bahaji, Hamza ; Casta, Jean-François |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part A, p. 144-154
|
| Subject: | Stock options | Exercise behavior | Probability weighting | Employee sentiment | Aktienoption | Stock option | Erwartungsnutzen | Expected utility | Anlageverhalten | Behavioural finance | Risikopräferenz | Risk attitude | Optionspreistheorie | Option pricing theory | Mitarbeiterkapitalbeteiligung | Employee ownership | Risiko | Risk | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2014.12.041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645588