Prof Dean Paxson

Professor of Finance

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Publications

  1. 2019
  2. Published

    Investment decisions with finite-lived collars

    Adkins, R., Paxson, D., Pereira, P. J. & Rodrigues, A., 1 Jun 2019, In : Journal of Economic Dynamics and Control. 103, p. 185-204 20 p.

    Research output: Contribution to journalArticle

  3. Published

    Rescaling-contraction with a lower cost technology when revenue declines

    Adkins, R. & Paxson, D., 2019, In : European Journal of Operational Research.

    Research output: Contribution to journalArticle

  4. 2018
  5. Published

    Rivalry and Uncertainty in Complementary Investments with Dynamic Market Sharing

    Paxson, D. & Azevedo, A., 2018, In : Annals of Operations Research.

    Research output: Contribution to journalArticle

  6. 2017
  7. Published

    Sequential Investments with Stage Specific Risks and Drifts

    Paxson, D. & Adkins, R., Jan 2017, In : European Journal of Finance. 23, p. 1150-1175 doi 10.1080.

    Research output: Contribution to journalArticle

  8. Published

    The Effects of an Uncertain Abandonment Value on the Investment Decision

    Paxson, D. & Adkins, R., Jan 2017, In : European Journal of Finance. 23, p. 1083-1106 doi: 10.1080.

    Research output: Contribution to journalArticle

  9. 2016
  10. Published

    Replacement decisions with multiple stochastic values and depreciation

    Adkins, R. & Paxson, D., 2016, In : European Journal of Operational Research.

    Research output: Contribution to journalArticle

  11. Published

    Subsidies for Renewable Energy Facilities under Uncertainty

    Paxson, D. & Adkins, R., 2016, In : Manchester School. 84, 2, p. 222-259 doi 10.1111.

    Research output: Contribution to journalArticle

  12. 2014
  13. Published

    Developing real option game models

    Azevedo, A. & Paxson, D., 16 Sep 2014, In : European Journal of Operational Research. 237, 3, p. 909-920 12 p.

    Research output: Contribution to journalArticle

  14. 2013
  15. Published

    Continuous rainbow options on commodity outputs: what is the real value of switching facilities?

    Dockendorf, J. & Paxson, D., Sep 2013, In : European Journal of Finance. 19, 7-8, p. 645-673 28 p.

    Research output: Contribution to journalArticle

  16. Published

    The Tourinho model: neglected nugget or a receding relic?

    Adkins, R. & Paxson, D., Sep 2013, In : European Journal of Finance. 19, 7-8, p. 604-624 20 p.

    Research output: Contribution to journalArticle

  17. Published

    The effect of tax depreciation on the stochastic replacement policy

    Adkins, R. & Paxson, D., 16 Aug 2013, In : European Journal of Operational Research. 229, 1, p. 155-164 9 p.

    Research output: Contribution to journalArticle

  18. Published

    Stochastic Equipment Capital Budgeting with Technological Progress

    Adkins, R. & Paxson, D., 2013, In : European Financial Management.

    Research output: Contribution to journalArticle

  19. 2012
  20. Published

    Sequential Real Rainbow Options

    Dockendorf, J. & Paxson, D., Oct 2012, In : European Journal of Finance.

    Research output: Contribution to journalArticle

  21. Published

    Evaluating Real Sequential R&D Investment Opportunities

    Adkins, R. & Paxson, D., Jun 2012, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  22. Published

    Rivalry with Market and Technical Uncertainty in the Adoption of New Technology

    Azevedo, A. & Paxson, D., Jun 2012, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  23. Published

    Real Environmental Options in China

    Paxson, D., 2012

    Research output: Non-textual formExhibition

  24. Published

    Real Input-Output Energy-Switching Options

    Adkins, R. & Paxson, D., 2012, In : Journal of Energy Markets. 5, 3

    Research output: Contribution to journalArticle

  25. 2011
  26. Published

    Reciprocal Energy-switching Options

    Adkins, R. & Paxson, D., Jan 2011, In : Journal of Energy Markets. 4, 1, p. 91-120 30 p.

    Research output: Contribution to journalArticle

  27. Published

    Deterministic Models for Premature and Postponed Replacement

    Adkins, R. & Paxson, D., 2011, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  28. Published

    Forest Harvesting with Multi-factor Uncertainty

    Adkins, R. & Paxson, D., 2011, Real Options Conference June 2011.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  29. Published

    Measuring Systematic Risk using Implied Beta in Option Prices

    Lin, B-H., Paxson, D. & Wang, J-Y., 2011, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  30. Published

    Real Environmental Options

    Paxson, D., 2011.

    Research output: Contribution to conferenceOther

  31. Published

    Real Input-Output Energy-switching Options

    Paxson, D. & Adkins, R., 2011, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  32. Published

    Strategic Delinquency Options in US Residential Mortgages

    Flanagan, M. & Paxson, D., 2011, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  33. Published

    Uncertainty and Competition in the Adoption of Complimentary Technologies

    Azevedo, A. & Paxson, D., 2011, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  34. 2010
  35. Published

    Continuous Rainbow Options in Co-integrated Markets

    Dockendorf, J. & Paxson, D., 2010, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  36. Published

    Sequential Real Rainbow Options

    Dockendorf, J. & Paxson, D., 2010, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  37. 2009
  38. Published

    Modelling the number of customers as a birth and death process

    Pinto, H., Howell, S. & Paxson, D., Feb 2009, In : European Journal of Finance. 15, 2, p. 105-118 13 p.

    Research output: Contribution to journalArticle

  39. Published

    Real Default Options and the US Banking Crisis

    Paxson, D., 2009.

    Research output: Contribution to conferenceOther

  40. 2006
  41. Published

    Multifactor implied volatility functions for HJM models

    Kuo, I. D. & Paxson, D. A., Aug 2006, In : Journal of Futures Markets. 26, 8, p. 809-833 24 p.

    Research output: Contribution to journalArticle

  42. 2005
  43. Published

    Multiple state property options

    Paxson, D. A., Jun 2005, In : Journal of Real Estate Finance and Economics. 30, 4, p. 341-368 27 p.

    Research output: Contribution to journalArticle

  44. Published

    A Review of the Practical Uses of Real Property Options

    Paxson, D., Kanak, P. & Sing, T. F., 1 Mar 2005, Royal Institution of Chartered Surveyors. (RICS Research paper series)

    Research output: Book/ReportCommissioned report

  45. 2003
  46. Published

    Approximate valuation of real R&D American sequential exchange options

    Lee, J. & Paxson, D. A., Dec 2003, Real R & D Options|Real R & D Options. Elsevier BV, p. 130-148 18 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  47. Published

    Genzyme Biosurgery. a virtual real R&D option case.

    Paxson, D. A., Dec 2003, Real R & D Options|Real R & D Options. Elsevier BV, p. 271-290 19 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  48. Published

    Introduction to real R&D options

    Paxson, D. A., Dec 2003, Real R & D Options|Real R & D Options. Elsevier BV, p. 1-10 9 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  49. Published

    Introduction to real R&D options

    Paxson, D. A., Dec 2003, In : Real R & D Options. p. 1-10 9 p.

    Research output: Contribution to journalArticle

  50. Published

    Selective review of real R&D options literature

    Paxson, D. A., Dec 2003, Real R & D Options|Real R & D Options. Elsevier BV, p. 291-323 32 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  51. Published

    Confined exponential approximations for the valuation of American options

    Lee, J. & Paxson, D. A., Oct 2003, In : European Journal of Finance. 9, 5, p. 449-474 25 p.

    Research output: Contribution to journalArticle

  52. Published

    Leader/Follower Real Value Functions if Market Share Follows a Birth/Death Process

    Paxson, D. & Helena, P., 2003, host publication. Butterworth-Heinemann

    Research output: Chapter in Book/Report/Conference proceedingChapter

  53. Published

    Real R and D Options

    Paxson, D. A., 2003, Butterworth-Heinemann.

    Research output: Book/ReportAnthology

  54. 2002
  55. Published

    Practical Uses of Real Property Options

    Paxson, D., Kanak, P. & Foo, S. T., 2002, No publisher name.

    Research output: Book/ReportCommissioned report

  56. 2001
  57. Published

    A gene to drug venture: Poisson options analysis

    Brach, M. A. & Paxson, D. A., Apr 2001, In : R and D Management. 31, 2, p. 203-213 10 p.

    Research output: Contribution to journalArticle

  58. Published

    Valuation of R&D real American sequential exchange options

    Lee, J. & Paxson, D. A., Apr 2001, In : R and D Management. 31, 2, p. 191-201 10 p.

    Research output: Contribution to journalArticle

  59. Published

    Dicionario Enciclopedico de Financas

    Paxson, D. & Douglas, W., 2001, No publisher name.

    Research output: Book/ReportAnthology

  60. Published

    Real Football Options in Manchester

    Paxson, D. A., 2001, host publication. Financial Times Prentice Hall

    Research output: Chapter in Book/Report/Conference proceedingChapter

  61. Published

    Real Options - Evaluating Corporate Investment Opportunities in a Dynamic World

    Howell, S., Stark, A., Newton, D., Paxson, D., Cavus, M., Azevedo-Pereira, JA. & Patel, K., 2001, Financial Times Prentice Hall. 308 p.

    Research output: Book/ReportBook

  62. Published

    Real Options in Managing a Football Club

    Paxson, D. A., 2001, host publication.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  63. Published

    Real R&D Options - A Special Issue (D. Paxson - Guest Editor)

    Paxson, D. A., 2001, In : Unknown Journal. 31

    Research output: Contribution to journalArticle

  64. Published

    Real Urban Development Options at Canary Wharf

    Paxson, D. & Kanak, P., 2001, host publication. Financial Times Prentice Hall

    Research output: Chapter in Book/Report/Conference proceedingChapter

  65. 2000
  66. Published

    Real Options - An Introduction for Executives

    Howell, S., Stark, A., Newton, D. P., Paxson, D. & Cavus, M., 2000, Prentice Hall.

    Research output: Book/ReportBook

  67. 1999
  68. Published

    Persistence in Portuguese mutual fund performance

    Do Ceu Ribeiro Cortez, M., Paxson, D. & Da Rocha Armada, M. J., 1999, In : European Journal of Finance. 5, 4, p. 342-365

    Research output: Contribution to journalArticle

  69. Published

    Real Exotic Options in Eca de Queiros - The Illustrious House of Ramires

    Paxson, D. A., 1999, In : Estudos de Gestão. 4, 4

    Research output: Contribution to journalArticle

  70. Published

    The Blackwell Encyclopaedic Dictionary of Finance

    Paxson, D. & Douglas, W., 1999, 2nd ed. John Wiley & Sons Ltd.

    Research output: Book/ReportAnthology

  71. Published

    The Dynamics of the Crude Oil Market

    Paxson, D. & Cavus, M., 1999, host publication.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  72. 1998
  73. Published

    Arbitrage-free valuation of exhaustible resource firms

    Lehockey, M. & Paxson, D., 1998, In : Journal of Business Finance and Accounting. 25, 9-10, p. 1363-1390

    Research output: Contribution to journalArticle

  74. Published

    Real options based approach to valuation of property development and investment

    Paxson, D. & Kanak, P., 1998, In : Unknown Journal. February

    Research output: Contribution to journalArticle

  75. Published

    The Concise Blackwell Encyclopaedia of Management

    Paxson, D., Douglas, W., Cooper, C. L. & Argyris, C., 1998, John Wiley & Sons Ltd.

    Research output: Book/ReportAnthology

  76. 1997
  77. Published

    Exotic Options

    Paxson, D. A., 1997, The Blackwell encyclopedic dictionary of finance. Cambridge. Mass.: John Wiley & Sons Ltd

    Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary

  78. Published

    Real Options

    Paxson, D. A., 1997, The Blackwell encyclopedic dictionary of finance. Camvridge, Mass: John Wiley & Sons Ltd

    Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary

  79. Published

    The Blackwell Encyclopaedic Dictionary of Finance

    Paxson, D. & Douglas, W., 1997, 1st ed. John Wiley & Sons Ltd.

    Research output: Book/ReportAnthology

  80. Published

    The Blackwell encyclopedic dictionary of finance

    Paxson, D. & Douglas, W., 1997, Oxford: Basil Blackwell. 225 p. (The Blackwell encyclopedia of management ; vol. 8)

    Research output: Book/ReportAnthology

  81. 1996
  82. Published

    Are Petroleum Present Value Estimates a Triumph of Economics over Accounting?

    Johnsen, T., Paxson, D. & Rizzuto, R., 1996, In : Journal of Business Finance and Accounting. 23, 2

    Research output: Contribution to journalArticle

  83. 1995
  84. Published

    Term structure volatility and Bund futures embedded options

    Paxson, D. & Lin, B., 1995, In : Journal of Business Finance & Accounting. 22, 1, p. 101-127

    Research output: Contribution to journalArticle

Research Explorer downloads

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Research output: Contribution to journalArticle