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|The Value of Being Lucky: Option Backdating and Non-diversifiable Risk 2014 SIAM Conference on Financial Mathematics and Engineering. She shows that the magnitude of ex ante gains from backdating is significant and her model can be used to explain why backdating was more prevalent at firms with highly volatile stock prices. This talk is available online along with more presentations from this conference and other SIAM meetings at SIAM Presents.|
From the Journalsnow publishing. JUQ seeks submissions for future consideration. A full rundown, including journal policies and the Editorial Board, is available here.
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