.
Sutcliffe, Charles's
Scholarly Papers
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Aggregate Statistics
Total Downloads
2,718
Total
Citations
12
1.
Bennell, Julia A. University of Southampton - School of Management
Sutcliffe, Charles University of Reading - ICMA Centre
925
(10,454)
3
Black-Scholes, artificial neural networks, option pricing, FTSE 100 call options
2.
Chen, Fei University of Reading - ICMA Centre
Sutcliffe, Charles University of Reading - ICMA Centre
286
(50,889)
Composite hedging, cross hedging, Amex oil index, contract maturity, transactions costs
3.
Bell, Adrian R. University of Reading - ICMA Centre
Brooks, Chris University of Reading - ICMA Centre
Matthews, David University of Reading - ICMA Centre
Sutcliffe, Charles University of Reading - ICMA Centre
279
(52,329)
soccer results, football clubs, stock returns, efficient markets hypothesis
4.
Sutcliffe, Charles University of Reading - ICMA Centre
234
(63,495)
1
Pension fund, asset allocation, tax arbitrage, risk sharing, default insurance, embedded options
5.
Sutcliffe, Charles University of Reading - ICMA Centre
225
(66,225)
6
Pension funds, asset allocation, cult of the equity, time diversification, mean reversion, liability matching, equity risk premium
6.
Board, John London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Sutcliffe, Charles University of Reading - ICMA Centre
222
(67,133)
1
Pension scheme, portfolio theory, asset-liability modelling, contribution rate risk, solvency risk
7.
Sutcliffe, Charles University of Reading - ICMA Centre
182
(81,853)
Pension schemes, mergers, defined benefit
8.
Sutcliffe, Charles University of Reading - ICMA Centre
119
(118,697)
1
Career Average Revalued Earnings (CARE) Pension Schemes, Final Salary Pension Schemes, Defined Benefit Pension Schemes, Redistribution
9.
Bell, Adrian R. University of Reading - ICMA Centre
Sutcliffe, Charles University of Reading - ICMA Centre
97
(137,914)
corrodies, monasteries, annuities, pensions, medieval bishops
10.
Sutcliffe, Charles University of Reading - ICMA Centre
Chen, Fei University of Reading - ICMA Centre
81
(154,947)
Short Sterling, Neural Networks, Option Pricing, Option Hedging
11.
Sutcliffe, Charles University of Reading - ICMA Centre
68
(171,897)
Deferred Annuity, Defined Benefit, Defined Contribution, Single Premium Deferred Annuity, Insurers, Occupational Pension Scheme, Derisking, Two-Pension Fund Separation, Crisis
12.
Beattie, Vivien A. University of Glasgow - Department of Accounting and Finance
Casson, Peter University of Southampton - School of Management
Dale, Richard University of Southampton
McKenzie, George University of Southampton - School of Management
Sutcliffe, Charles University of Reading - ICMA Centre
Turner, Michael University of Southampton - School of Management
13.
Board, John London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Sutcliffe, Charles University of Reading - ICMA Centre
14.
Board, John London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Sutcliffe, Charles University of Reading - ICMA Centre
15.
Dale, Richard University of Southampton
Sutcliffe, Charles University of Reading - ICMA Centre
16.
Board, John London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Sutcliffe, Charles University of Reading - ICMA Centre
17.
Board, John London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Sutcliffe, Charles University of Reading - ICMA Centre