This article discusses some a fundamental difference between the world of CEOs leading big public businesses and those who lead small private businesses. The latter assumes a lot more risk than the former. We have seen how in recent years some top CEOs got involved in scandals driven by greed and other baser instincts and got their companies in the red, they were fired but with millions of dollars worth severance packages. Contrast that with CEOs of small companies who risk everything they own for their companies, and when times are bad as they were during the recent economic downturn they actually lose everything. 
Source: NY Times