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題名 投資風險、離職金設計與公司治理結構
作者 許永明
許永明;詹家昌;陳光華
貢獻者 風管系
日期 2004-10
上傳時間 22-Jan-2015 16:13:16 (UTC+8)
摘要 Executive stock options have become an ever more important component of a manager`s compensation. This paper compares three compensation contracts that will be the best design under strong and weak governance structures. We address how various mixtures of the components of a compensation package and the characteristics of the options affect the investment risk policy. Relative to the risk level that maximizes firm value, an option contract can induce too much or too little corporate risk-taking, depending on managerial risk aversion, the underlying investment technology and the governance structure. The results in our simulation reveal close relationship among investment risk, severance packages and governance structure. Managers will consider both wealth effect and entrenchment effect when they make investment decisions. We find there is trade-off relationship between severance packages and governance structure when the objective is to minimize the total cost to the firm. We suggest company to adopt strong governance structure when managers are motivated with bonus scheme, and weak governance structure when the managers are motivated with option-like severance packages; otherwise managers will be induced to entrench himself and to destroy the company value.
關聯 管理評論,23(4),117-140.
資料類型 article
dc.contributor 風管系
dc.creator (作者) 許永明zh_TW
dc.creator (作者) 許永明;詹家昌;陳光華zh_TW
dc.date (日期) 2004-10
dc.date.accessioned 22-Jan-2015 16:13:16 (UTC+8)-
dc.date.available 22-Jan-2015 16:13:16 (UTC+8)-
dc.date.issued (上傳時間) 22-Jan-2015 16:13:16 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/73119-
dc.description.abstract (摘要) Executive stock options have become an ever more important component of a manager`s compensation. This paper compares three compensation contracts that will be the best design under strong and weak governance structures. We address how various mixtures of the components of a compensation package and the characteristics of the options affect the investment risk policy. Relative to the risk level that maximizes firm value, an option contract can induce too much or too little corporate risk-taking, depending on managerial risk aversion, the underlying investment technology and the governance structure. The results in our simulation reveal close relationship among investment risk, severance packages and governance structure. Managers will consider both wealth effect and entrenchment effect when they make investment decisions. We find there is trade-off relationship between severance packages and governance structure when the objective is to minimize the total cost to the firm. We suggest company to adopt strong governance structure when managers are motivated with bonus scheme, and weak governance structure when the managers are motivated with option-like severance packages; otherwise managers will be induced to entrench himself and to destroy the company value.
dc.format.extent 110 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) 管理評論,23(4),117-140.
dc.title (題名) 投資風險、離職金設計與公司治理結構zh_TW
dc.type (資料類型) articleen