Own-company stockholding and work effort preferences of an unconstrained executive
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DOI: 10.1007/s00186-010-0322-5
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- Sascha Desmettre & Alexander Szimayer, 2011. "Work effort, consumption, and portfolio selection: when the occupational choice matters," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(1), pages 121-145, August.
- Sascha Desmettre, 2012. "Optimal investment for executive stockholders with exponential utility," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 35(2), pages 151-170, November.
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Keywords
Optimal portfolio choice; Executive compensation; 49L20; 91B28; 91B16;All these keywords.
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