Author Page for Hamza Bahaji

1.

Incentives from Stock Option Grants: A Behavioral Approach

Downloads 166 (208,742)

Citation 4

2

Incentives from Stock Option Grants: A Behavioral Approach

Review of Accounting and Finance Vol. 10 No. 3, 2011

Number of pages: 31 Posted: 09 Jan 2011 Last Revised: 15 Jan 2012

Hamza Bahaji

University of Paris 9 Dauphine, DRM-Finance

Downloads 93 (324,198)

Citation 1

Abstract:

Employee Stock Options Incentive Effects: A CPT-Based Model

International Conference of the French Finance Association (AFFI), 11-13 May 2011, 8th AFE SAMAOS 2011

Number of pages: 12 Posted: 16 May 2011 Last Revised: 12 Jun 2012

Hamza Bahaji

University of Paris 9 Dauphine, DRM-Finance

Downloads 73 (375,851)

Abstract:

2.

Equity Portfolio Insurance Against a Benchmark: Setting, Replication and Optimality

Economic Modelling, Volume 40, June 2014, Pages 382–391.

Number of pages: 23 Posted: 13 Oct 2013 Last Revised: 28 Sep 2015

Hamza Bahaji

University of Paris 9 Dauphine, DRM-Finance

Downloads 157 (218,793)

Citation 1

Abstract:

3.

How Rational Could VIX Investing Be?

Economic Modelling, Forthcoming

Number of pages: 25 Posted: 29 Sep 2015 Last Revised: 28 Mar 2016

Hamza Bahaji and Salah Aberkane

University of Paris 9 Dauphine, DRM-Finance and Bloomberg Financial Markets Ltd

Downloads 120 (270,460)

Abstract:

4.

Are Employee Stock Option Exercise Decisions Better Explained Through the Prospect Theory?

Behavioural Finance Working Group/M&A Research Centre Conference, June 2012, International Conference of the French Finance Association (AFFI), May 2012

Number of pages: 41 Posted: 16 Jan 2012 Last Revised: 29 Dec 2013

Hamza Bahaji

University of Paris 9 Dauphine, DRM-Finance

Downloads 103 (301,026)

Abstract:

5.

Monetary Policy and Risk-Based Asset Allocation

Number of pages: 23 Posted: 29 Mar 2016 Last Revised: 19 Apr 2016

Alexis Flageollet and Hamza Bahaji

NATIXIS Asset Management and University of Paris 9 Dauphine, DRM-Finance

Downloads 94 (319,462)

Abstract:

6.

Expanding the Benchmarked Equity Portfolio Management Paradigm

Number of pages: 13 Posted: 10 Sep 2014

Hamza Bahaji, Stephanie Ridon and Emmanuel Bourdeix

University of Paris 9 Dauphine, DRM-Finance, NATIXIS Asset Management and NATIXIS Asset Management

Downloads 93 (321,658)

Citation 1

Abstract:

7.

Tying Allocation to Selection in the Core-Satellite Framework

Number of pages: 22 Posted: 27 Aug 2018 Last Revised: 10 Sep 2018

Hamza Bahaji

University of Paris 9 Dauphine, DRM-Finance

Downloads 49 (451,560)

Abstract:

8.

Employee Stock Option-Implied Risk Attitude Under Rank-Dependent Expected Utility

Economic Modelling, Vol. 52, pp.144-154.

Number of pages: 30 Posted: 04 Oct 2014 Last Revised: 20 Dec 2015

Hamza Bahaji and Jean-Francois Casta

University of Paris 9 Dauphine, DRM-Finance and University Paris-Dauphine - DRM Finance

Downloads 47 (459,525)

Hamza Bahaji

University of Paris 9 Dauphine, DRM-Finance

Associate Professor of Finance

NATIXIS Asset Management

Head of Engineering and Quantitative Research

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Scholarly Papers (8)

Incentives from Stock Option Grants: A Behavioral Approach

Incentives from Stock Option Grants: A Behavioral Approach

Abstract:

Employee Stock Options Incentive Effects: A CPT-Based Model

Abstract:

Equity Portfolio Insurance Against a Benchmark: Setting, Replication and Optimality

Abstract:

How Rational Could VIX Investing Be?

Abstract:

Are Employee Stock Option Exercise Decisions Better Explained Through the Prospect Theory?

Abstract:

Monetary Policy and Risk-Based Asset Allocation

Abstract:

Expanding the Benchmarked Equity Portfolio Management Paradigm

Abstract:

Tying Allocation to Selection in the Core-Satellite Framework

Abstract:

Employee Stock Option-Implied Risk Attitude Under Rank-Dependent Expected Utility

Abstract: