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Items where Author is "Sutcliffe, Professor Charles"

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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. ORCID: https://orcid.org/0000-0002-7916-2576, 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.

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