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上市公司股票期权模型研究 被引量:2

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作者 涂春辉
出处 《财贸经济》 CSSCI 北大核心 2001年第9期46-49,共4页 Finance & Trade Economics
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  • 1李丁,赵志恒.国际收支状态变化的动力学模型分析[J].集团经济研究,2006(07X):313-314. 被引量:1
  • 2孙克新,赵志恒.股票期权激励下所有者的经营者博弈状态的损益和纳什均衡模型[J].集团经济研究,2006(10Z):192-192. 被引量:2
  • 3The effects of endowment and loss aversion in managerial stock option valuation. CYNTHIA E. DEVERS; ROBERT M. WISEMAN; R. MICHAEL HOLMES JR. Academy of Management Journal.2007 Vol.50; No.1.
  • 4Stock options and managerial optimal contracts. Aseff, .JG; Santos, MS. Economic Theory. 2005. Vol.26; no.4.
  • 5Pinning down the value a stock option. Louis Lavelle. Business Week. 2002. No. JULY 29.
  • 6Executive Stock Option Repricing: Retention and Performance reconsidered. M. Daily; S. Trevis Certo; Dan R. Dalton. California Management. Review. Vol.44, No.4, 2002.
  • 7Behavioral responses of CEOs to stock ownership and stock option pay. Win. GERARD SANDERS. Academy of Management Journal. Vol.44, No3, 2001.
  • 8Constantinides, George M. "Habit formation: A Resolution of the Equity Premium Puzzle, "Journal of Political Economy,XCVIII (1990), 519 - 43.
  • 9Eostein. L. G, and S. E. Zin, "' First Order' Risk Aver Aversion and the Equity Premium Puzzle, "Journal of Monetary Economics, XXVI(1990), 387 -407.
  • 10Kahneman, Daniel, and Amos Tversky, "Prospect Theory.:An Analysis of Decision Under Risk, " Econometrica,XXXXVII (1979),263 - 91

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