Number of items: 52.
Article
Han, W., Newton, D., Platanakis, E., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X.
(2023)
On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing.
European Financial Management.
ISSN 1468-036X
doi: https://doi.org/10.1111/eufm.12431
Mariani, M., Platanakis, E., Safylas, D. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2023)
Identifying a destination’s optimal tourist market mix: does a superior portfolio model exist?
Tourism Management, 96.
104722.
ISSN 0261-5177
doi: https://doi.org/10.1016/j.tourman.2023.104722
Huang, X., Han, W., Newton, D., Platanakis, E., Stafylas, D. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2023)
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19.
European Journal of Finance.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2022.2033806
Newton, D., Platanakis, E., Stafylas, D., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X.
(2021)
Hedge fund strategies, performance & diversification: a portfolio theory & stochastic discount factor approach.
The British Accounting Review, 53 (5).
101000.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2021.101000
Zhao, Z. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2021)
What determines the asset allocation of defined benefit pension funds?
Applied Economics, 53 (36).
pp. 4178-4191.
ISSN 1466-4283
doi: https://doi.org/10.1080/00036846.2021.1897512
Zhao, Z. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2021)
Asset-liability models and the Chinese basic pension fund.
Economic and Political Studies, 9 (2).
pp. 186-216.
ISSN 2095-4816
doi: https://doi.org/10.1080/20954816.2020.1793497
Platanakis, E., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X.
(2020)
Horses for courses: mean-variance for asset allocation and 1/N for stock selection.
European Journal of Operational Research, 288 (1).
pp. 302-317.
ISSN 0377-2217
doi: https://doi.org/10.1016/j.ejor.2020.05.043
Bhatti-Sinclair, K. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2020)
Group localised child sexual exploitation offenders:
who and why?
Seen and Heard, 30 (4).
pp. 51-70.
ISSN 1744-1072
Platanakis, E. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2020)
Taxation, pension schemes and stakeholder wealth.
Advances in Taxation, 27.
pp. 125-158.
ISSN 1058-7497
doi: https://doi.org/10.1108/S1058-749720200000027005
Gong, M., Gao, Y., Koh, L., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Cullen, J.
(2019)
The role of customer awareness in promoting firm sustainability and sustainable supply chain management.
International Journal of Production Economics, 217.
pp. 88-96.
ISSN 0925-5273
doi: https://doi.org/10.1016/j.ijpe.2019.01.033
Platanakis, E., Sakkas, A. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2019)
Harmful diversification: evidence from alternative investments.
The British Accounting Review, 51 (1).
pp. 1-23.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2018.08.003
Bhatti-Sinclair, K. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2019)
Normative and positive social work in the context of the placement decision: a defence of social workers.
Social Work and Social Sciences Review, 20 (2).
pp. 77-94.
ISSN 0953-5225
doi: https://doi.org/10.1921/swssr.v20i2.1260
Platanakis, E., Sakkas, A. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2019)
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models.
Applied Economics Letters, 26 (6).
pp. 516-521.
ISSN 1466-4291
doi: https://doi.org/10.1080/13504851.2018.1486984
Platanakis, E., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2018)
Optimal vs naïve diversification in cryptocurrencies.
Economics Letters, 171.
pp. 93-96.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2018.07.020
Oikonomou, I., Platanakis, E. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2018)
Socially responsible investment portfolios: does the optimization process matter?
The British Accounting Review, 50 (4).
pp. 379-401.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2017.10.003
Platanakis, E. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2017)
Asset liability modelling and pension schemes: the application of robust optimization to USS.
European Journal of Finance, 23 (4).
pp. 324-352.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2015.1071714
Platanakis, E. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2016)
Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011.
Insurance: Mathematics and Economics.
ISSN 0167-6687
doi: https://doi.org/10.1016/j.insmatheco.2016.04.001
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2015)
Trading death: the implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios.
International Review of Financial Analysis, 38.
pp. 163-174.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2014.10.010
Bhatti-Sinclair, K. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2013)
Challenges in identifying factors which determine the placement of children in care? An international review.
Child and Adolescent Social Work Journal, 30 (4).
pp. 345-363.
ISSN 1573-2797
doi: https://doi.org/10.1007/s10560-012-0293-x
Bhatti-Sinclair, K. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2012)
What determines the out-of-home placement of children in the USA?
Children and Youth Services Review, 34 (9).
pp. 1749-1755.
ISSN 0190-7409
doi: https://doi.org/10.1016/j.childyouth.2012.05.004
Chen, F. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2012)
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures.
European Journal of Finance, 18 (6).
pp. 575-595.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2011.620253
Chen, F. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2012)
Pricing and hedging short sterling options using artificial neural networks.
Intelligent Systems in Accounting, Finance and Management, 19 (2).
pp. 128-149.
ISSN 1099-1174
doi: https://doi.org/10.1002/isaf.336
Bell, A. R.
ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Matthews, D. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2011)
Over the moon or sick as a parrot? The effects of football results on a club's share price.
Applied Economics, 44 (26).
pp. 3435-3452.
ISSN 1466-4283
doi: https://doi.org/10.1080/00036846.2011.577017
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2010)
Back to the future: a long term solution to the occupational pensions crisis.
Insurance Markets and Companies: Analyses and Actuarial Computations, 1 (2).
pp. 11-29.
ISSN 2078-2462
Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072 and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2010)
Valuing medieval annuities: were corrodies underpriced?
Explorations in Economic History, 47 (2).
pp. 142-157.
ISSN 0014-4983
doi: https://doi.org/10.1016/j.eeh.2009.07.002
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Merging schemes: an economic analysis of defined benefit pension scheme merger criteria.
Annals of Actuarial Science, 1 (02).
pp. 203-220.
ISSN 1748-5002
doi: https://doi.org/10.1017/S1748499500000130
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2005)
The cult of the equity for pension funds: should it get the boot?
Journal of Pension Economics and Finance, 4 (1).
pp. 57-85.
ISSN 1475-3022
doi: https://doi.org/10.1017/S1474747204001726
Bennell, J. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2004)
Black-Scholes versus artificial neural networks in pricing FTSE 100 options.
International Journal of Finance & Economics, 12 (4).
pp. 243-260.
ISSN 1099-1158
doi: https://doi.org/10.1002/isaf.254
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2004)
Pension scheme asset allocation with taxation arbitrage, risk sharing and default insurance.
British Actuarial Journal, 10 (5).
pp. 1111-1131.
ISSN 1357-3217
Sun, P. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2003)
Scheduled announcements and volatility patterns: the effects of monetary policy committee announcements on LIBOR and short sterling futures and options.
The Journal of Futures Markets, 23 (8).
pp. 773-797.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.10083
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T.
(2003)
Applying operations research techniques to financial markets.
Interfaces: An International Journal of the Institute for Operations Research and the Management Sciences, 33 (2).
pp. 12-24.
ISSN 0092-2102
doi: https://doi.org/10.1287/inte.33.2.12.14465
Zacharatos, N. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2002)
Is the forward rate for the Greek drachma unbiased? A VECM analysis with both overlapping and non-overlapping data.
Journal of Financial Management and Analysis, 15 (1).
pp. 27-37.
ISSN 0970-4205
Book or Report Section
Platanakis, E., Stafyla, D. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2024)
Portfolio management with alternative investments.
In: Cumming, D. and Hammer, B. (eds.)
The Palgrave Encyclopedia of Private Equity.
Palgrave, Basingstoke.
ISBN 9783030387389
doi: https://doi.org/10.1007/978-3-030-38738-9
(In Press)
Platanakis, E. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2023)
Cryptocurrency portfolios using heuristics.
In: Alphonse, P., Bouaiss, K., Grandin, P. and Zopounidis, C. (eds.)
Essays in Financial Analytics.
Lecture Notes in Operations Research.
Springer, Cham, pp. 117-128.
ISBN 9783031294877
doi: https://doi.org/10.1007/978-3-031-29050-3_7
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2020)
The implications of the COVID-19 pandemic for pensions.
In: Billio, M. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance (1).
Ca’ Foscari University Press, Venice, Italy, pp. 235-244.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/017
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W.
(2013)
Financial markets.
In: Gass, S. I. and Fu, M.C. (eds.)
Encyclopedia of Operations Research and Management Science. 3rd edition.
Springer, Berlin.
ISBN 9781441911377
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W.
(2013)
Portfolio theory: mean-variance.
In: Gass, S.I. and Fu, M.C. (eds.)
Encyclopedia of Operations Research and Management Science. 3rd edition.
Springer, Berlin.
ISBN 9781441911377
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2010)
Should defined benefit pension schemes be career average or final salary?
In: Bertocchi, M., Schwartz, S. L. and Ziemba, W. (eds.)
Optimizing the ageing, retirement and pensions dilemma.
Wiley, Hoboken, New Jersey, pp. 227-258.
ISBN 9780470377345
Board, J. L. G., Sutcliffe, C. M. S.
ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T.
(2009)
Operations research and finance markets.
In: Floudas, C. A. and Pardalos, P. M. (eds.)
Encyclopedia of Optimization.
Springer-Verlag, pp. 2696-2704.
ISBN 9780387747583
doi: https://doi.org/10.1007/978-0-387-74759-0_466
Board, J. L. G., Sutcliffe, C. M. S.
ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T.
(2009)
Portfolio selection: Markowitz mean-variance model.
In: Floudas, C. A. and Pardalos, P. M. (eds.)
Encyclopedia of Optimization.
Springer-Verlag, pp. 2990-2996.
ISBN 9780387747583
doi: https://doi.org/10.1007/978-0-387-74759-0_513
Board, J. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2007)
Joined-up pensions policy in the UK: an asset-liability model for simultaneously determining the asset allocation and contribution rate.
In: Zenios, S. A. and Ziemba, W. (eds.)
Handbook of asset and liability management: applications and case studies.
Handbooks in Finance (2).
Elsevier , pp. 1029-1067.
ISBN 9780444528025
Board, J. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Futures and forwards.
In: Garrett, I. (ed.)
Finance.
The Blackwell Encyclopedia of Management (4).
Wiley.
ISBN 9781405118262
Board, J. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Program trading.
In: Garrett, I. (ed.)
Finance.
The Blackwell Encyclopedia of Management (4).
Wiley, pp. 159-160.
ISBN 9781405118262
Report
Board, J., Wells, S., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X,
(2010)
The LSE’s AIM market: effect on returns and trading of Canadian stocks.
Report.
The Task Force to Modernize Securities Legislation , Canada.
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.,
(2009)
The impact of the Credit Crunch on the Sterling Corporate Bond market.
Technical Report.
Investment Management Association
pp69.
Board, J., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.,
(2006)
A false perception? The relative riskiness of AIM and listed stocks.
Discussion Papers. 2006-0.
Discussion Paper.
University of Reading, Reading.
pp40.
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.,
(2004)
Distortion or distraction: US restrictions on EU exchange trading screens.
City Research Series. 3.
Report.
Corporation of London
Book
Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2016)
Finance and occupational pensions: theories and international evidence.
Palgrave Macmillan, London , pp332.
ISBN 9781349948628
Board, J., Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X, Hartavi, Y., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.
(2015)
Risk and trading on London's Alternative Investment Market:
The stock market for smaller and growing companies.
Palgrave Pivot.
Palgrave Macmillan, Basingstoke.
ISBN 9781137361295
Sutcliffe, C. M. S.
ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Stock index futures. 3rd edition.
Innovative Finance Textbooks.
Ashgate, pp532.
ISBN 9780754641926
Board, J., Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.
(2002)
Transparency and fragmentation: financial market regulation in a dynamic environment.
Palgrave, pp320.
ISBN 9780333986349
Thesis
Sutcliffe, C. M. S.
ORCID: https://orcid.org/0000-0003-0187-487X
(2018)
Financial aspects of UK occupational defined benefit pension schemes.
PhD thesis, University of Reading.
This list was generated on Fri Mar 29 06:04:44 2024 UTC.