12
H index
13
i10 index
339
Citations
Charles Sutcliffe : Citation Profile
University of Reading | RESEARCH PRODUCTION: 41 Articles 22 Papers 3 Books 27 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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46 years (1978 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles Sutcliffe. | Is cited by:
| Cites to:
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Main data
Where Charles Sutcliffe has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading | 13 |
Recent works citing Charles Sutcliffe (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C. In: Papers. RePEc:arx:papers:2303.01485. Full description at Econpapers || Download paper |
| 2023 | The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul. (2023). Alshiqi, Sevdie ; Demirel, Bilge Leyli ; Dogan, Mesut ; Altinay, Aysenur Tarakcioglu. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:4:p:3-21. Full description at Econpapers || Download paper |
| 2023 | Financialization and the rise of atypical work. (2023). Iliopoulos, Panagiotis ; Galanis, Giorgos ; Gouzoulis, Giorgos. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:61:y:2023:i:1:p:24-45. Full description at Econpapers || Download paper |
| 2023 | Stakeholder pressures and sustainability practices in manufacturing: Consideration of the economic development context. (2023). , Jose ; Bellopintado, Alejandro ; Danese, Pamela. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4084-4102. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Under the spotlight: The peer standard in CSR and the role of public attention. (2024). Peabody, Drew S ; Nishi, Hirofumi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:373-390. Full description at Econpapers || Download paper |
| 2023 | BITCOIN VS GOLD: WHICH ONE IS THE MOST POWERFUL IN BOOSTING THE SHARIAH EQUITY INDEX? GLOBAL EVIDENCE. (2023). Muttaqien, Muhammad Khaerul ; Miranti, Titis ; Mufraini, Arief ; Soni, Ahmad Tibrizi. In: Studies in Business and Economics. RePEc:blg:journl:v:18:y:2023:i:1:p:5-36. Full description at Econpapers || Download paper |
| 2023 | Financialisation, Underemployment, & the Disconnected Greek Capitalism. (2023). Galanis, Giorgos ; Iliopoulos, Panagiotis ; Gouzoulis, Giorgos. In: Working Papers. RePEc:cgs:wpaper:112. Full description at Econpapers || Download paper |
| 2023 | Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082. Full description at Econpapers || Download paper |
| 2023 | Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571. Full description at Econpapers || Download paper |
| 2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper |
| 2023 | The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892. Full description at Econpapers || Download paper |
| 2023 | The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004070. Full description at Econpapers || Download paper |
| 2023 | Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper |
| 2024 | The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x. Full description at Econpapers || Download paper |
| 2024 | Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789. Full description at Econpapers || Download paper |
| 2023 | Managerial ownership and the effectiveness of internal control. (2023). Liu, Yanmei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007110. Full description at Econpapers || Download paper |
| 2023 | Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach. (2023). Sharma, Anil K ; Barua, Ronil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008875. Full description at Econpapers || Download paper |
| 2024 | A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155. Full description at Econpapers || Download paper |
| 2023 | Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289. Full description at Econpapers || Download paper |
| 2023 | Adoption and transferability of joint interventions to fight modern slavery in food supply chains. (2023). Gold, Stefan ; Trautrims, Alexander ; Chesney, Thomas ; Kunz, Nathan. In: International Journal of Production Economics. RePEc:eee:proeco:v:258:y:2023:i:c:s0925527323000415. Full description at Econpapers || Download paper |
| 2024 | Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57. Full description at Econpapers || Download paper |
| 2023 | Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200. Full description at Econpapers || Download paper |
| 2024 | Transparency in the equity market: Evidence from a natural experiment. (2024). Serrano, Alejandro ; Chiou, Wan-Jiun Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368. Full description at Econpapers || Download paper |
| 2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Out of the Box: Exploring Cardboard Returnability in Nanostore Supply Chains. (2023). Suntura-Escobar, Helen ; Mejia-Argueta, Christopher ; Gutierrez-Franco, Edgar ; Hidalgo-Carvajal, David. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7804-:d:1143380. Full description at Econpapers || Download paper |
| 2023 | Research on a Prediction Model and Influencing Factors of Cross-Regional Price Differences of Rebar Spot Based on Long Short-Term Memory Network. (2023). Wang, Wei ; Sun, Yiyuan ; Zong, Huimin ; Liu, Shuaiqi ; Wu, Sen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4951-:d:1093551. Full description at Econpapers || Download paper |
| 2024 | The Relationship between Corporate Environmental Performance and Suppliers Credit Lending. (2024). Ngwakwe, Collins C ; Siwela, Witness. In: Oblik i finansi. RePEc:iaf:journl:y:2024:i:1:p:66-83. Full description at Econpapers || Download paper |
| 2024 | An improved criterion for almost marginal conditional stochastic dominance. (2024). Yang, Guo-Jun ; Chang, Jow-Ran ; Liu, Wei-Han. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01235-3. Full description at Econpapers || Download paper |
| 2023 | Mapping the venture capital and private equity research: a bibliometric review and future research agenda. (2023). Pandey, Nitesh ; Lim, Weng Marc ; Kumar, Satish ; Cumming, Douglas. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:1:d:10.1007_s11187-022-00684-9. Full description at Econpapers || Download paper |
| 2023 | Consumers attitude footprint on sustainable development in developed and developing countries: a case study in the electronic industry. (2023). Shokouhyar, Sajjad ; Ghorbanloo, Sanaz. In: Operations Management Research. RePEc:spr:opmare:v:16:y:2023:i:3:d:10.1007_s12063-023-00357-0. Full description at Econpapers || Download paper |
| 2023 | Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492. Full description at Econpapers || Download paper |
| 2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
| 2023 | Carbon performance and corporate financial performance: The moderating role of consumer awareness of corporate social responsibility. (2023). Li, Dongdong ; Sun, Zhaoyong. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:1:p:663-670. Full description at Econpapers || Download paper |
Works by Charles Sutcliffe:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | Trade Transparency and the London Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 26 |
| 2000 | The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 6 |
| 2001 | The Effect of Futures Market Volume on Spot Market Volatility In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 16 |
| 1982 | Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 12 |
| 1978 | The First Round of the Keynesian Regional Income Multiplier. In: Scottish Journal of Political Economy. [Citation analysis] | article | 5 |
| 1983 | Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension. In: Scottish Journal of Political Economy. [Citation analysis] | article | 3 |
| 2006 | Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 0 |
| 2005 | Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria.(2005) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance In: British Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2005 | The cult of the equity for pension funds: should it get the boot? In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Socially responsible investment portfolios: Does the optimization process matter? In: The British Accounting Review. [Full Text][Citation analysis] | article | 27 |
| 2019 | Harmful diversification: Evidence from alternative investments In: The British Accounting Review. [Full Text][Citation analysis] | article | 14 |
| 2017 | Harmful Diversification: Evidence from Alternative Investments.(2017) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach In: The British Accounting Review. [Full Text][Citation analysis] | article | 3 |
| 2018 | Optimal vs naïve diversification in cryptocurrencies In: Economics Letters. [Full Text][Citation analysis] | article | 50 |
| 2021 | Horses for courses: Mean-variance for asset allocation and 1/N for stock selection In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
| 2010 | Valuing medieval annuities: Were corrodies underpriced? In: Explorations in Economic History. [Full Text][Citation analysis] | article | 2 |
| 2009 | Valuing Medieval Annuities: Were Corrodies Underpriced?.(2009) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2013 | Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios.(2013) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 2015 | Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011.(2015) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2019 | The role of customer awareness in promoting firm sustainability and sustainable supply chain management In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 32 |
| 2024 | Why are pension schemes frozen, and how does a freeze affect the Employers risk? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1997 | Inventory?based stock market transparency rules In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
| 2000 | Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 7 |
| 2001 | Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 5 |
| 2003 | Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options.(2003) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 1995 | The Performance of Covered Calls and Protective Puts. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 0 |
| 1993 | The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 7 |
| 1996 | The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk.(1996) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1994 | Loan Loss Provision by International Banks: Estimation, Determinants and Evidence. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 1 |
| 1996 | The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 0 |
| 1999 | The Application of Operations Research Techniques to Financial Markets. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 0 |
| 1999 | Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 3 |
| 2011 | Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price In: Post-Print. [Full Text][Citation analysis] | paper | 19 |
| 2009 | Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price.(2009) In: ICMA Centre Discussion Papers in Finance. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2012 | Over the moon or sick as a parrot? The effects of football results on a clubs share price.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2007 | Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate In: Economic Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate.(2005) In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Applying Operations Research Techniques to Financial Markets In: Interfaces. [Full Text][Citation analysis] | article | 12 |
| 1994 | Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence In: Management Science. [Full Text][Citation analysis] | article | 16 |
| 2000 | Market Maker Performance: The Search for Fair Weather Market Makers In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 3 |
| 1982 | Inflation and Prisoners Dilemmas In: Journal of Post Keynesian Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies In: Palgrave Macmillan Books. [Citation analysis] | book | 0 |
| 2016 | Finance and Occupational Pensions In: Palgrave Macmillan Books. [Citation analysis] | book | 1 |
| 2002 | Transparency and Fragmentation In: Palgrave Macmillan Books. [Citation analysis] | book | 1 |
| 2015 | Introduction In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Regression Analyses with Multiple Variables In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Market-Switching Stocks In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | GARCH Analysis of Switchers In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Conclusions In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Activities In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Interviews In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Literature Review In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Empirical Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Preliminary Data Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Volatility Estimation In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Basic Analysis of Relative Volatility In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Relative Risk Allowing for Size, Age or Liquidity In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2016 | Introduction to Pension Schemes In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2016 | Selected Pension Scheme Topics In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2016 | Investment by Pension Funds In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2016 | Corporate Finance and Pension Schemes In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2016 | Annuities In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | Executive Summary and Policy Implications In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | A New Regulatory Framework In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | Introduction and Overview In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | The Recognised Investment Exchanges In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | Fragmentation and Consolidation In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | Policy Responses to Fragmentation In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | Theory and Results on Transparency In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2002 | The Regulation of Transparency In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 2002 | Over the Counter (OTC) Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2005 | A False Perception? The relative riskiness of AIM and listed Stocks In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Should Defined Benefit Pension Schemes be Career Average or Final Salary? In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Back to the Future: A Long Term Solution to the Occupational Pensions Crisis In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 1986 | Designing Secondary School Catchment Areas Using Goal Programming In: Environment and Planning A. [Full Text][Citation analysis] | article | 4 |
| 1997 | Book Reviews In: Accounting and Business Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2021 | What determines the asset allocation of defined benefit pension funds? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures In: The European Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2017 | Asset–liability modelling and pension schemes: the application of robust optimization to USS In: The European Journal of Finance. [Full Text][Citation analysis] | article | 12 |
| 2023 | The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2000 | The performance of covered calls In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | Asset–liability models and the Chinese basic pension fund In: Economic and Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2004 | Black–Scholes versus artificial neural networks in pricing FTSE 100 options In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 1 |
| 2012 | PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 4 |
| 1998 | Options trading when the underlying market is not transparent In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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