Blar i BI Open på forfatter "Gómez, Juan-Pedro"

Viser treff 1-2 av 2

    • Labor income, relative wealth concerns, and the cross section of stock returns 

      Gómez, Juan-Pedro; Priestley, Richard; Zapatero, Fernando (Journal article; Peer reviewed, 2016)
      The finance literature documents a relation between labor income and the cross-section of stock returns. One possible explanation for this is the hedg-ing decisions of investors with relative wealth concerns. This implies ...

    • Management compensation and market timing under portfolio constraints 

      Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard (Journal article; Peer reviewed, 2012)
      This paper shows that portfolio constraints have important implications for manage- ment compensation and performance evaluation. In particular, in the presence of portfolio constraints, allowing for benchmarking can be ...