Browsing Recerca: working papers, informes, etc. by Author "Urosevic, Branko"

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Browsing Recerca: working papers, informes, etc. by Author "Urosevic, Branko"

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  • Urosevic, Branko (2001)
    In this paper, I analyze the ownership dynamics of N strategic risk-averse corporate insiders facing a moral hazard problem. A solution for the equilibrium share price and the dynamics of the aggregate insider stake is ...
  • García, Diego; Urosevic, Branko (2004)
    We study a novel class of noisy rational expectations equilibria in markets with large number of agents. We show that, as long as noise increases with the number of agents in the economy, the limiting competitive equilibrium ...
  • Martellini, Lionel; Urosevic, Branko (2003)
    Executive compensation packages are often valued in an inconsistent manner: while employee stock options (ESOs) are typically valued ex-ante, cash bonuses are valued ex-post. This renders the existing valuation models of ...
  • García, Diego; Sangiorgi, Francesco; Urosevic, Branko (2004)
    We study financial markets in which both rational and overconfident agents coexist and make endogenous information acquisition decisions. We demonstrate the following irrelevance result: when a positive fraction of rational ...


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