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Items where Author is "Shackleton, M"

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Number of items: 21.

Article

Wojakowski, Rafal, Shahid Ebrahim, M and Shackleton, MB (2016) Reducing the Impact of Real Estate Foreclosures with Amortizing Participation Mortgages Journal of Banking and Finance, 71. pp. 62-74.

Shiller, R, Wojakowski, RM, Ebrahim, S and Shackleton, M (2013) Mitigating Financial Fragility with Continuous Workout Mortgages Journal of Economic Behavior and Organization, 85. pp. 269-285.

Tsekrekos, AE, Shackleton, M and Wojakowski, RM (2012) Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights European Financial Management, 18 (4). pp. 543-577.

Shiller, RJ, Wojakowski, RM, Ebrahim, S and Shackleton, M (2011) Continuous Workout Mortgages National Bureau of Economic Research Working Paper.

Ebrahim, S, Shackleton, M and Wojakowski, RM (2011) Participating Mortgages and the Efficiency of Financial Intermediation Journal of Banking and Finance, 35 (11). pp. 3042-3054.

Shackleton, M and Wojakowski, RM (2007) Finite Maturity Caps and Floors on Continuous Flows Journal of Economic Dynamics and Control, 31 (12). pp. 3843-3859.

Shackleton, MB, Tsekrekos, AE and Wojakowski, R (2004) Strategic entry and market leadership in a two-player real options game Journal of Banking and Finance, 28 (1). pp. 179-201.

Chung, SL, Shackleton, M and Wojakowski, RM (2003) Efficient Quadratic Approximation of Floating Strike Asian Option Values Finance, 24 (1). pp. 49-62.

Wojakowski, RM and Shackleton, M (2003) Real probability of exercising and expected values of option payoff Futures Market (Rynek Terminowy), 20 (2). pp. 125-127.

Shackleton, M and Wojakowski, R (2002) The Expected Return and Exercise Time of Merton-style Real Options Journal of Business Finance & Accounting, 29 (3&4). pp. 541-555.

Shackleton, M and Wojakowski, R (2001) On the expected payoff and true probability of exercise of European options Applied Economics Letters, 8 (4). pp. 269-271.

Book Section

Wojakowski, RM and Shackleton, M (2001) On Option Expected Returns In: Mathematical Finance. Trends in Mathematics . Birkhauser Verlag, Basel, Switzerland, pp. 265-374. ISBN 3764365536

Shackleton, M and Wojakowski, RM (2001) Reversible Real Options In: Mathematical Finance. Trends in Mathematics . Birkhauser Verlag, Basel, Switzerland, pp. 339-344. ISBN 3764365536

Conference or Workshop Item

Wojakowski, RM, Ebrahim, S and Shackleton, M (2012) Optimal amortization schedule of repayment participation mortgages In: Bachelier Finance Society, 7th World Congress, 2012-06-19 - 2012-06-22, Sydney, Australia.

Shiller, RJ, Wojakowski, RM, Ebrahim, S and Shackleton, M (2011) On Continuous Workout Mortgages In: Conference on Financial Sector Performance & Risk (Post-Crisis), 2011-06-23 - 2011-06-23, Bangor, UK.

Ebrahim, S, Shackleton, M and Wojakowski, RM (2010) Participating Mortgages and the Efficiency of Financial Intermediation In: Households, Risk and Insurance, 2010-01-15 - 2010-01-15, Palais Brongniart, Paris, France.

Wojakowski, RM, Ebrahim, S and Shackleton, M (2009) Participating Mortgages and the Efficiency of Financial Intermediation In: ISA RC43 International Housing Conference, 2009-09-01 - 2009-09-04, University of Glasgow.

Wojakowski, RM, Ebrahim, S and Shackleton, M (2009) On Pricing Continuous Workout Mortgages In: American Real Estate and Urban Economics Association (AREUEA) 37th annual Mid-Year Meeting, 2009-06-04 - 2009-06-05, Washington D.C..

Ebrahim, S, Shackleton, M and Wojakowski, RM (2008) Participation Mortgages and the Efficiency of Financial Intermediation In: Portuguese Finance Network, 5th Finance Conference, 2008-07-10 - 2008-07-12, Coimbra, Portugal.

Wojakowski, RM, Ebrahim, S and Shackleton, M (2008) Valuing participation mortgage loans using profit caps and floors In: Warsaw Economics Meetings (WIEM), 2008-07-05 - 2008-07-06, Warsaw University, Poland.

Ebrahim, S, Shackleton, M and Wojakowski, RM (2008) Valuing Participation Mortgage Loans Using Profit Caps and Floors In: American Real Estate and Urban Economics Association (AREUEA) international conference, 2008-07-04 - 2008-07-06, Istanbul, Turkey.

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