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Option Prices Sustained by Risk‐Preferences*
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Option Prices Sustained by Risk‐Preferences* (2005)Option Prices Sustained by Risk‐Preferenc…How to Calculate Systemic Risk Surcharges (2012)How to Calculate Systemic Ris…Option implied cost of equity and its properties (2009)Option implied cost of equity…Performance Based Compensation and Direct Earnings Management (2007)Performance Based Compensatio…The Pricing of Options and Corporate Liabilities (1973)Dynamic Conditional Correlation (2002)The Theory of Economic Regulation (2021)Moral Hazard in Teams (1982)The effect of bonus schemes on accounting decisions (1985)Performance Pay and Top-Management Incentives (1990)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)
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  • 2009Option implied cost of equity and its properties19 cited
  • 2012How to Calculate Systemic Risk Surcharges17 cited
  • 2007Performance Based Compensation and Direct Earnings Management12 cited

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