Charles Sutcliffe : Citation Profile

University of Reading

12

H index

13

i10 index

379

Citations

RESEARCH PRODUCTION:

42

Articles

23

Papers

3

Books

28

Chapters

RESEARCH ACTIVITY:

   47 years (1978 - 2025). See details.
   Cites by year: 8
   Journals where Charles Sutcliffe has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 14 (3.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu64
   Updated: 2025-12-20    RAS profile: 2025-10-10    
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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:

Urquhart, Andrew (16)

Chelley-Steeley, Patricia (6)

Conlon, Thomas (6)

lucey, brian (5)

Demir, Ender (4)

Bakry, Walid (4)

Marchioni, Andrea (3)

Shahzad, Syed Jawad Hussain (3)

Cerqueira, Pedro (3)

Tomić, Bojan (3)

cotter, john (3)

Cites to:

Urquhart, Andrew (12)

Renneboog, Luc (11)

Lo, Andrew (10)

Tonks, Ian (8)

Uppal, Raman (8)

Roubaud, David (8)

Ponds, Eduard (8)

Ang, Andrew (8)

Brooks, Chris (7)

Christie, William (7)

Mitchell, Olivia (7)

Main data

Where Charles Sutcliffe has published?

Journals with more than one article published# docs
The European Journal of Finance4
Journal of Futures Markets3
The British Accounting Review3
Applied Economics2
Journal of Business Finance & Accounting2
Intelligent Systems in Accounting, Finance and Management2
Scottish Journal of Political Economy2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading13

Recent works citing Charles Sutcliffe (2025 and 2024)

YearTitle of citing document
2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2025Sector-Level Out-of-Sample Performance of the Naive and Sharpe Portfolios Using a Covid-Correction Breakpoint. (2025). Haley, Ryan M. In: Financial Economics Letters. RePEc:bba:j00007:v:4:y:2025:i:1:p:31-36:d:431.

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2024Sustainability‐related supply chain risks and supply chain performances: The moderating effects of dynamic supply chain management practices. (2024). Ngo, Vu Minh ; Hoang, Thinh Gia ; Quang, Huy Truong ; Thi, An Duong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:839-857.

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2024Under the spotlight: The peer standard in CSR and the role of public attention. (2024). Nishi, Hirofumi ; Peabody, Drew S. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:373-390.

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2024Assets and Liabilities Management: A Determinant of Financial Performance of Pension Funds Administrators (PFAs). (2024). Obalola, Musa Adebayo ; Olowokudejo, Folake Feyisayo ; Oyerinde, Moses Tunde. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:46-54.

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2024Family business origin and investment preference: An empirical study of imprinting theory. (2024). Liu, Guanchun ; Zhang, Suge ; Cheng, Chen. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923001300.

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2025Integration of prediction and optimization for smart stock portfolio selection. (2025). Sarkar, Puja ; Khanapuri, Vivekanand B ; Tiwari, Manoj Kumar. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:243-256.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2024Exploiting the sentiments: A simple approach for improving cross hedging effectiveness. (2024). Wang, Yudong ; Fu, Ziqian ; Pan, Zhiyuan ; Dong, Qingma. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003013.

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2025Modeling climate policy uncertainty into cryptocurrency volatilities. (2025). Cui, Tianxiang ; Wu, Xiangling ; Ding, Shusheng ; Goodell, John W ; Du, Anna Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001176.

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2025Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089.

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2024The 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.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Environmental performance and credit ratings: A transatlantic study. (2024). Lazar, Emese ; Wang, Shixuan ; Pan, Jingqi ; Hu, Haoshen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005672.

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2024Unravelling systemic risk commonality across cryptocurrency groups. (2024). Yarovaya, Larisa ; Mohapatra, Sabyasachi ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006639.

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2025Interconnected dynamics of sustainable cryptocurrencies: Insights from transfer entropy analysis. (2025). Lee, Woojin. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001783.

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2024A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155.

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2025All that glitters: A theory of multiple bubbles with implications for cryptocurrencies. (2025). Han, Jungsuk ; Wang, Yenan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000352.

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2024Examining customer pressure and green supply chain management in emerging market: An institutional logics perspective. (2024). Dai, Jing ; Lin, Shao ; Geng, Ruoqi. In: International Journal of Production Economics. RePEc:eee:proeco:v:278:y:2024:i:c:s0925527324002883.

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2025Sustainability diffusion in the Chinese semiconductor industry: A stakeholder salience perspective. (2025). Kumar, Ajay ; Tan, Kim Hua ; Tian, Shuang ; Wang, Miao ; Wu, Lin. In: International Journal of Production Economics. RePEc:eee:proeco:v:279:y:2025:i:c:s092552732400327x.

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2025Can sustainable supply chain sustain suppliers operational efficiency?. (2025). Yi, Cherry ; Zhang, Tiantian ; Ji, Jinyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:285:y:2025:i:c:s0925527325001252.

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2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Rezgui, Hichem ; Tavakkoli, Hamid Raza. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

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2024Transparency in the equity market: Evidence from a natural experiment. (2024). Chiou, Wan-Jiun Paul ; Serrano, Alejandro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368.

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2024Sports failures and stock returns between rationality and emotionality: Evidence from the UEFA Champions League. (2024). di Nanna, Gianluca ; Supino, Enrico ; Tenucci, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001521.

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2024Examining the Role of Organizational Culture on Citizenship Behavior: The Mediating Effects of Environmental Knowledge and Attitude Toward Energy Savings. (2024). Butac, Susan R ; Ramirez-Correa, Patricio ; Pasco, Michael ; Camacho, Luis J ; Salazar-Concha, Cristian ; Paula, Celine ; Litheko, Alpheaus. In: Administrative Sciences. RePEc:gam:jadmsc:v:14:y:2024:i:9:p:193-:d:1465469.

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2024The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments. (2024). Funari, Stefania ; Basso, Antonella ; Visentin, Guglielmo Alessandro ; Barro, Diana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2424-:d:1449736.

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2025Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage. (2025). Zhang, Yuetong ; Zhu, Min ; Cai, Chunchun ; Chen, Ruiqiu ; Song, Yuping. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1399-:d:1641902.

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2025Longevity Risk and Annuitisation Decisions in the Absence of Special-Rate Life Annuities. (2025). de Andrs-Snchez, Jorge ; Puchades, Laura Gonzlez-Vila. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:37-:d:1594839.

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2025Assessing Vertical Equity in Defined Benefit Pension Plans: An Application to Switzerland. (2025). Dekkers, Gijs ; Kirn, Tanja. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:5:p:89-:d:1651335.

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2024Choice between Sustainable versus Conventional Investments—Relative Efficiency Analysis from Global and Regional Stock Markets. (2024). Rehman, Mohd Ziaur ; Alhashim, Mohammed ; Nain, Md Zulquar ; Bhat, Javed Ahmad. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5340-:d:1420596.

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2025Sustainable Supply Chain Finance: A Multiple Case Study. (2025). Zhou, Wei ; Masi, Donato. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4862-:d:1664483.

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2025Sustainability diffusion in the Chinese semiconductor industry : A stakeholder salience perspective. (2025). Tan, Kim Hua ; Kumar, Ajay ; Wu, Lin ; Wang, Miao ; Tian, Shuang. In: Post-Print. RePEc:hal:journl:hal-04850422.

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2024The Relationship between Corporate Environmental Performance and Suppliers Credit Lending. (2024). Siwela, Witness ; Ngwakwe, Collins C. In: Oblik i finansi. RePEc:iaf:journl:y:2024:i:1:p:66-83.

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2024The Impact of Player Transfers on European Football Clubs Stock Prices: An Event Study Analysis. (2024). Garcia, Maria Teresa ; Batista, Tiago Miguel ; Medeiros, Maria Teresa. In: Working Papers REM. RePEc:ise:remwps:wp03612024.

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2024An improved criterion for almost marginal conditional stochastic dominance. (2024). Liu, Wei-Han ; Chang, Jow-Ran ; Yang, Guo-Jun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01235-3.

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2024The diversification benefits of cryptocurrency factor portfolios: Are they there?. (2024). Newton, David ; Xiao, Libo ; Wu, Haoran ; Platanakis, Emmanouil ; Han, Weihao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01260-w.

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2024More on the Origin of Financial Economics: Early Contributions to Joint Life Annuity Valuation. (2024). Poitras, Geoffrey. In: SocArXiv. RePEc:osf:socarx:ak6gu.

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2024More on the Origin of Financial Economics: Early Contributions to Joint Life Annuity Valuation. (2024). Poitras, Geoffrey. In: SocArXiv. RePEc:osf:socarx:ak6gu_v1.

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2024Risk management disclosures and banks financial performance: evidence from emerging markets. (2024). Khan, Rao Aamir ; Sohail, Muhammad Khalid ; Iqbal, Javid ; Irshad, Aymen. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00136-y.

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2024Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments. (2024). Iannone, Barbara ; Gattone, Stefano Antonio ; Duttilo, Pierdomenico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-023-00487-7.

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2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

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2025Short- and long-run cross-border European sustainability interdependences. (2025). Yfanti, S ; Karanasos, M ; Wu, J ; Vourvachis, P. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05765-w.

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2025Fee or tax? Optimal governance mode in sustainable supply chain with consideration of supplier’s effort under extended producer responsibility. (2025). Qian, Qinzhen ; Zhao, Xiukun ; Xu, Fangchao. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:3:d:10.1007_s10479-024-06437-z.

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2025Exploring time and frequency linkages of green bond with renewable energy and crypto market. (2025). Yadav, Miklesh Prasad ; Singh, Anurag Bhadur ; Tandon, Priyanka ; Shore, Adam ; Gaur, Pali. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:3:d:10.1007_s10479-022-05074-8.

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2024Unlocking green growth: an ARDL estimation of pollution prevention practices for economic and environmental sustainability. (2024). Malik, Muhammad Siddique ; Amir, Muhammad. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:8:d:10.1007_s10668-023-03449-w.

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2025Sustainability in B2C e-commerce: a literature review and future research opportunities in last-mile deliveries. (2025). Silva, Simone Vasconcelos ; Marcilio, Gesa Pereira ; Assis, Joao Jos ; Hasenclever, Lia. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:6:d:10.1007_s10668-024-04471-2.

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2025Importance of portfolio optimization in SRI and conventional pension funds. (2025). Alda, Mercedes. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00761-4.

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2024The impact of football games and sporting performance on intra-day fan token returns. (2024). Demir, Ender ; Ante, Lennart ; Schellinger, Benjamin. In: Journal of Business Economics. RePEc:spr:jbecon:v:94:y:2024:i:5:d:10.1007_s11573-023-01187-z.

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2024Implementation of machine learning in $$\ell _{\infty }$$ ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market. (2024). Behera, Jyotirmayee ; Kumar, Pankaj. In: Operational Research. RePEc:spr:operea:v:24:y:2024:i:4:d:10.1007_s12351-024-00867-0.

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2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures. (2024). lucey, brian ; Gabauer, David ; Chatziantoniou, Ioannis ; Long, Suwan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:13:p:1470-1489.

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2025Optimal Versus Naive Diversification in Commodity Futures Markets. (2025). Schuhmacher, Frank ; Auer, Benjamin R ; Heide, Max. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:3-22.

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2025Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy. (2025). Conlon, Thomas ; Cao, Min. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:977-1005.

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Works by Charles Sutcliffe:

YearTitleTypeCited
1996Trade Transparency and the London Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article23
2000The 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]		article6
2001The Effect of Futures Market Volume on Spot Market Volatility In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article16
1982Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article12
1978The First Round of the Keynesian Regional Income Multiplier. In: Scottish Journal of Political Economy.
[Citation analysis]		article5
1983Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension. In: Scottish Journal of Political Economy.
[Citation analysis]		article3
2006Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria In: Annals of Actuarial Science.
[Full Text][Citation analysis]		article0
2005Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria.(2005) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 0		paper
2004Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance In: British Actuarial Journal.
[Full Text][Citation analysis]		article0
2005The cult of the equity for pension funds: should it get the boot? In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article1
2018Socially responsible investment portfolios: Does the optimization process matter? In: The British Accounting Review.
[Full Text][Citation analysis]		article32
2019Harmful diversification: Evidence from alternative investments In: The British Accounting Review.
[Full Text][Citation analysis]		article15
2017Harmful Diversification: Evidence from Alternative Investments.(2017) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach In: The British Accounting Review.
[Full Text][Citation analysis]		article4
2018Optimal vs naïve diversification in cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article53
2021Horses for courses: Mean-variance for asset allocation and 1/N for stock selection In: European Journal of Operational Research.
[Full Text][Citation analysis]		article16
2010Valuing medieval annuities: Were corrodies underpriced? In: Explorations in Economic History.
[Full Text][Citation analysis]		article4
2009Valuing Medieval Annuities: Were Corrodies Underpriced?.(2009) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2013Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios.(2013) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 3		paper
2016Pension 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]		article8
2015Pension 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: 8		paper
2025Single-stage portfolio optimization with automated machine learning for M6 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2019The role of customer awareness in promoting firm sustainability and sustainable supply chain management In: International Journal of Production Economics.
[Full Text][Citation analysis]		article40
2024Why are pension schemes frozen, and how does a freeze affect the Employers risk? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
1997Inventory‐based stock market transparency rules In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		paper0
2000Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options. In: University of Southampton - Department of Accounting and Management Science.
[Citation analysis]		paper8
2001Scheduled 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]		paper5
2003Scheduled 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
1995The Performance of Covered Calls and Protective Puts. In: University of Southampton - Department of Accounting and Management Science.
[Citation analysis]		paper0
1993The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk. In: University of Southampton - Department of Accounting and Management Science.
[Citation analysis]		paper7
1996The 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
1994Loan Loss Provision by International Banks: Estimation, Determinants and Evidence. In: University of Southampton - Department of Accounting and Management Science.
[Citation analysis]		paper1
1996The 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]		paper1
1999The Application of Operations Research Techniques to Financial Markets. In: University of Southampton - Department of Accounting and Management Science.
[Citation analysis]		paper0
1999Is 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]		paper3
2011Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price In: Post-Print.
[Full Text][Citation analysis]		paper21
2009Over 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: 21		paper
2012Over 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: 21		article
2007Joined-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]		article0
2005Joined-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.
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2003Applying Operations Research Techniques to Financial Markets In: Interfaces.
[Full Text][Citation analysis]		article13
1994Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence In: Management Science.
[Full Text][Citation analysis]		article17
2000Market Maker Performance: The Search for Fair Weather Market Makers In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article3
1982Inflation and Prisoners Dilemmas In: Journal of Post Keynesian Economics.
[Full Text][Citation analysis]		article1
2015Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies In: Palgrave Macmillan Books.
[Citation analysis]		book0
2016Finance and Occupational Pensions In: Palgrave Macmillan Books.
[Citation analysis]		book1
2002Transparency and Fragmentation In: Palgrave Macmillan Books.
[Citation analysis]		book1
2015Introduction In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Regression Analyses with Multiple Variables In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Market-Switching Stocks In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015GARCH Analysis of Switchers In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Conclusions In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Activities In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Interviews In: Palgrave Macmillan Books.
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2015Literature Review In: Palgrave Macmillan Books.
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2015Empirical Analysis In: Palgrave Macmillan Books.
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2015Preliminary Data Analysis In: Palgrave Macmillan Books.
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2015Volatility Estimation In: Palgrave Macmillan Books.
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2015Basic Analysis of Relative Volatility In: Palgrave Macmillan Books.
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2015Relative Risk Allowing for Size, Age or Liquidity In: Palgrave Macmillan Books.
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2016Introduction to Pension Schemes In: Palgrave Macmillan Books.
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2016Selected Pension Scheme Topics In: Palgrave Macmillan Books.
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2016Investment by Pension Funds In: Palgrave Macmillan Books.
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2016Corporate Finance and Pension Schemes In: Palgrave Macmillan Books.
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2002Executive Summary and Policy Implications In: Palgrave Macmillan Books.
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2002A New Regulatory Framework In: Palgrave Macmillan Books.
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2002Introduction and Overview In: Palgrave Macmillan Books.
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2002The Recognised Investment Exchanges In: Palgrave Macmillan Books.
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2002Fragmentation and Consolidation In: Palgrave Macmillan Books.
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2002Policy Responses to Fragmentation In: Palgrave Macmillan Books.
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2002Theory and Results on Transparency In: Palgrave Macmillan Books.
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2002The Regulation of Transparency In: Palgrave Macmillan Books.
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2005A False Perception? The relative riskiness of AIM and listed Stocks In: ICMA Centre Discussion Papers in Finance.
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2007Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features In: ICMA Centre Discussion Papers in Finance.
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2007Should Defined Benefit Pension Schemes be Career Average or Final Salary? In: ICMA Centre Discussion Papers in Finance.
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2009Back to the Future: A Long Term Solution to the Occupational Pensions Crisis In: ICMA Centre Discussion Papers in Finance.
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2017Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? In: ICMA Centre Discussion Papers in Finance.
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2017Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes In: ICMA Centre Discussion Papers in Finance.
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2019The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models In: Applied Economics Letters.
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2012Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures In: The European Journal of Finance.
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2017Asset–liability modelling and pension schemes: the application of robust optimization to USS In: The European Journal of Finance.
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2023The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 In: The European Journal of Finance.
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2004Black–Scholes versus artificial neural networks in pricing FTSE 100 options In: Intelligent Systems in Accounting, Finance and Management.
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2012PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS In: Intelligent Systems in Accounting, Finance and Management.
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