//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The American economic review"
~person:"Maug, Ernst"
~person:"Murphy, Kevin James"
~subject:"Performance pay"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Aktienoptionsprogramm"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Performance pay
Aktienoption
1
Führungskräfte
1
Leistungsentgelt
1
Managers
1
Stock option
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Maug, Ernst
Murphy, Kevin James
Hall, Brian J.
1
Peng, Lin
1
Röell, Ailsa
1
Published in...
All
The American economic review
Betriebswirtschaftliche Diskussionsbeiträge
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal exercise prices for executive stock options
Hall, Brian J.
;
Murphy, Kevin James
- In:
The American economic review
90
(
2000
)
2
,
pp. 209-214
Persistent link: https://www.econbiz.de/10001502634
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->