Mark B. Shackleton
Lancaster University
H-index: 22
Europe-United Kingdom
Top articles of Mark B. Shackleton
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A Century of Macro Factor Investing-Diversified Multi-Asset Multi-Factor Strategies through the Cycles | Sandra and Shackleton, Mark B. and Swinkels, Laurens, A Century of Macro Factor Investing-Diversified Multi-Asset Multi-Factor Strategies through the Cycles (January 16, 2024) | Alexander Swade Harald Lohre Mark B Shackleton Laurens Swinkels | 2024/1/16 |
Why do equally weighted portfolios beat value-weighted ones? | The Journal of Portfolio Management | Alexander Swade Sandra Nolte Mark Shackleton Harald Lohre | 2023/3/20 |
Corporate social responsibility and insider horizon | Available at SSRN 3995694 | Mark B Shackleton Chelsea Yaqiong Yao Ziran Zuo | 2023/11/1 |
What drives a firm's ES performance? Evidence from stock returns | Journal of banking & finance | Mark Shackleton Jiali Yan Yaqiong Yao | 2022/3/1 |
Practical Applications of Macro Factor Investing with Style | Practical Applications | Alexander Swade Harald Lohre Mark Shackleton Sandra Nolte Scott Hixon | 2022/2/11 |
Macro Factor Investing with Style | The Journal of Portfolio Management | Alexander Swade Harald Lohre Mark Shackleton Sandra Nolte Scott Hixon | 2021/11/13 |
A valuation framework for compound real options | Mark B Shackleton Sigbjørn Sødal | 2021/5 | |
Buyback behaviour and the option funding hypothesis | Journal of Banking & Finance | Rohit Sonika Mark B Shackleton | 2020/5/1 |
NAV inflation and impact on performance in China | European Financial Management | Mark Shackleton Jiali Yan Yaqiong Yao | 2020/1 |
Co-Authors
