Items where Author is "Sutcliffe, Professor Charles"
Group by: Item Type | No Grouping Number of items: 51. Article
Han, Weihao, Newton, David, Platanakis, Emmanouil, Sutcliffe, Charles
Mariani, Marcello, Platanakis, Emmanouil, Safylas, Dimitrios and Sutcliffe, Charles
Huang, Xinyu, Han, Weihao, Newton, David, Platanakis, Emmanouil, Stafylas, Dimitrios and Sutcliffe, Charles
Newton, David, Platanakis, Emmanouil, Stafylas, Dimitrios, Sutcliffe, Charles
Zhao, Zucheng and Sutcliffe, Charles Zhao, Zucheng and Sutcliffe, Charles (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, Emmanouil, Sutcliffe, Charles and Ye, Xiaoxia (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, Kish and Sutcliffe, Charles Platanakis, Emmanouil and Sutcliffe, Charles (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, Mengfeng, Gao, Yuan, Koh, Lenny, Sutcliffe, Charles and Cullen, John (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, Emmanouil, Sakkas, Athanasios and Sutcliffe, Charles (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, Kish and Sutcliffe, Charles (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, Emmanouil, Sakkas, Athanasios and Sutcliffe, Charles (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, Emmanouil, Sutcliffe, Charles and Urquhart, Andrew (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, Ioannis, Platanakis, Emmanouil and Sutcliffe, Charles (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, Charles (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, Charles (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, Charles (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, Kish and Sutcliffe, Charles (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, Kish and Sutcliffe, Charles (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, Fei and Sutcliffe, Charles (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, Fei and Sutcliffe, Charles (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, Adrian R., Brooks, Chris, Matthews, David and Sutcliffe, Charles (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, Charles (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, Adrian and Sutcliffe, Charles (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, Charles (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, Charles (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, Julia and Sutcliffe, Charles (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, Charles (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, Peng and Sutcliffe, Charles (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, John, Sutcliffe, Charles and Ziemba, William 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, Charles (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, Emmanouil and Sutcliffe, Charles
Sutcliffe, Charles
(2020)
The implications of the COVID-19 pandemic for pensions.
In: Billio, Monica and Varotto, Simone Board, John, Sutcliffe, Charles 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, John, Sutcliffe, Charles and Ziemba, William (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, Charles (2010) Should defined benefit pension schemes be career average or final salary? In: Bertocchi, Marida, Schwartz, Sandra L. and Ziemba, William (eds.) Optimizing the ageing, retirement and pensions dilemma. Wiley, Hoboken, New Jersey, pp. 227-258. ISBN 9780470377345 Board, John L. G., Sutcliffe, Charles M. S. and Ziemba, William 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, John L. G., Sutcliffe, Charles M. S. and Ziemba, William 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, John and Sutcliffe, Charles (2007) Joined-up pensions policy in the UK: an asset-liability model for simultaneously determining the asset allocation and contribution rate. In: Zenios, Stavros A. and Ziemba, William (eds.) Handbook of asset and liability management: applications and case studies. Handbooks in Finance (2). Elsevier , pp. 1029-1067. ISBN 9780444528025 Board, John and Sutcliffe, Charles (2006) Futures and forwards. In: Garrett, I. (ed.) Finance. The Blackwell Encyclopedia of Management (4). Wiley. ISBN 9781405118262 Board, John and Sutcliffe, Charles (2006) Program trading. In: Garrett, I. (ed.) Finance. The Blackwell Encyclopedia of Management (4). Wiley, pp. 159-160. ISBN 9781405118262 ReportBoard, John, Wells, S., Dufour, Alfonso and Sutcliffe, Charles, (2010) The LSE’s AIM market: effect on returns and trading of Canadian stocks. Report. The Task Force to Modernize Securities Legislation , Canada. Board, John, Sutcliffe, Charles and Wells, Stephen, (2009) The impact of the Credit Crunch on the Sterling Corporate Bond market. Technical Report. Investment Management Association pp69. Board, John, Dufour, Alfonso, Sutcliffe, Charles 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, John, Sutcliffe, Charles and Wells, S., (2004) Distortion or distraction: US restrictions on EU exchange trading screens. City Research Series. 3. Report. Corporation of London BookSutcliffe, Charles (2016) Finance and occupational pensions: theories and international evidence. Palgrave Macmillan, London , pp332. ISBN 9781349948628 Board, John, Dufour, Alfonso, Hartavi, Yusuf, Sutcliffe, Charles and Wells, Stephen (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, Charles M. S. (2006) Stock index futures. 3rd edition. Innovative Finance Textbooks. Ashgate, pp532. ISBN 9780754641926 Board, John, Sutcliffe, Charles and Wells, S. (2002) Transparency and fragmentation: financial market regulation in a dynamic environment. Palgrave, pp320. ISBN 9780333986349 ThesisSutcliffe, Charles Martin Sydenham (2018) Financial aspects of UK occupational defined benefit pension schemes. PhD thesis, University of Reading. |