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Rafal M. Wojakowski

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Personal Details

First Name: Rafal
Middle Name: M.
Last Name: Wojakowski
Suffix:

RePEc Short-ID: pwo121

Email: [This author has chosen not to make the email address public]
Homepage: http://www.wojakowski.net
Postal Address: Faculty of Business, Economics and Law University of Surrey Guildford GU2 7XH, U.K.
Phone:

Affiliation

(99%) Surrey Business School
University of Surrey
Location: Guildford, United Kingdom
Homepage: http://www.surrey.ac.uk/sbs/
Email:
Phone: +44 (0)1483 686300
Fax: +44 (0)1483 686301
Postal: Guildford GU2 7XH
Handle: RePEc:edi:sesuruk (more details at EDIRC)
(1%) Department of Accounting and Finance
Management School
Lancaster University
Location: Lancaster, United Kingdom
Homepage: http://www.lums.lancs.ac.uk/pages/Departments/Accounting
Email:
Phone:
Fax:
Postal: LANCASTER LA1 4YX
Handle: RePEc:edi:dflanuk (more details at EDIRC)

Works

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Working papers

  1. Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton, 2011. "Continuous Workout Mortgages," Cowles Foundation Discussion Papers 1794, Cowles Foundation for Research in Economics, Yale University.
  2. Vicky Henderson & David Hobson & William Shaw & Rafal Wojakowski, 2003. "Bounds for Floating-Strike Asian Options using Symmetry," OFRC Working Papers Series 2003mf04, Oxford Financial Research Centre.
  3. Vicky Henderson & Rafal Wojakowski, 2001. "On the Equivalence of Floating and Fixed-Strike Asian Options," OFRC Working Papers Series 2001mf08, Oxford Financial Research Centre.

Articles

  1. Shiller, Robert J. & Wojakowski, Rafał M. & Ebrahim, M. Shahid & Shackleton, Mark B., 2013. "Mitigating financial fragility with Continuous Workout Mortgages," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 269-285.
  2. Wojakowski, Rafał M., 2012. "How should firms selectively hedge? Resolving the selective hedging puzzle," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 560-569.
  3. Ebrahim, M. Shahid & Shackleton, Mark B. & Wojakowski, Rafal M., 2011. "Participating mortgages and the efficiency of financial intermediation," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3042-3054, November.
  4. Shackleton, Mark B. & Wojakowski, Rafal, 2007. "Finite maturity caps and floors on continuous flows," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3843-3859, December.
  5. Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal, 2004. "Strategic entry and market leadership in a two-player real options game," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 179-201, January.
  6. Mark Shackleton & Rafal Wojakowski, 2002. "The Expected Return and Exercise Time of Merton-style Real Options," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 29(3&4), pages 541-555.
  7. Mark Shackleton & Rafal Wojakowski, 2001. "On the expected payoff and true probability of exercise of European options," Applied Economics Letters, Taylor & Francis Journals, vol. 8(4), pages 269-271.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (2) 2003-08-17 2011-04-30. Author is listed
  2. NEP-URE: Urban & Real Estate Economics (2) 2011-04-30 2011-05-14. Author is listed

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