Emmanouil Platanakis

University of Bath - School of Management

Associate Professor of Finance (Asset & Risk Management)

Claverton Down

Bath, BA2 7AY

United Kingdom

  • University of Bath - School of Management

SCHOLARLY PAPERS

24

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22,236

SSRN CITATIONS
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Top 13,829

in Total Papers Citations

87

CROSSREF CITATIONS

10

Ideas:
“  My publications are mainly on Portfolio Theory & FinTech  ”

  • University of Bath - School of Management

Scholarly Papers (24)

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1.

Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach

The British Accounting Review, Forthcoming
Number of pages: 41 Posted: 07 Aug 2018 Last Revised: 23 Jun 2019
Emmanouil Platanakis and Andrew Urquhart
University of Bath - School of Management and ICMA Centre, Henley Business School
Downloads 2,376 (10,306)
Citation 13

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Bitcoin; Diversification; Out-of-Sample Performance; Portfolio Optimization

2.

Harmful Diversification: Evidence from Alternative Investments

The British Accounting Review, Forthcoming
Number of pages: 50 Posted: 04 Feb 2017 Last Revised: 15 Aug 2018
Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe
University of Bath - School of Management, Athens University of Economics and Business - Department of Accounting and Finance and University of Reading - ICMA Centre
Downloads 2,313 (10,790)
Citation 7

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Alternative assets, diversification, estimation errors, transactions costs, non-normality, regimes

3.

Portfolio Management with Cryptocurrencies: The Role of Estimation Risk

Economics Letters, Forthcoming
Number of pages: 12 Posted: 09 Dec 2018 Last Revised: 23 Jan 2019
Emmanouil Platanakis and Andrew Urquhart
University of Bath - School of Management and ICMA Centre, Henley Business School
Downloads 2,267 (11,142)
Citation 19

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Cryptocurrencies, Estimation Errors, Portfolio Optimization

4.

Optimal vs. Naïve Diversification in Cryptocurrencies

Economics Letters, Forthcoming
Number of pages: 11 Posted: 27 Jul 2018 Last Revised: 23 Jan 2019
Emmanouil Platanakis, Charles Sutcliffe and Andrew Urquhart
University of Bath - School of Management, University of Reading - ICMA Centre and ICMA Centre, Henley Business School
Downloads 2,246 (11,316)
Citation 7

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Cryptocurrencies, Optimal Diversification, Naive Diversification, Portfolio Optimization

5.

Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection

European Journal of Operational Research, Forthcoming
Number of pages: 45 Posted: 14 May 2019 Last Revised: 29 Jul 2021
Emmanouil Platanakis, Charles Sutcliffe and Xiaoxia Ye
University of Bath - School of Management, University of Reading - ICMA Centre and University of Exeter Business School - Department of Finance
Downloads 2,143 (12,191)
Citation 10

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Investment analysis, asset allocation, stock selection, mean-variance, naive diversification, portfolio theory

6.

Taxation, Pension Schemes and Stakeholder Wealth

Advances in Taxation, Forthcoming
Number of pages: 46 Posted: 21 Sep 2017 Last Revised: 14 Nov 2019
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 1,441 (22,632)
Citation 1

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Pension Schemes, Taxation, National Insurance Contributions, Universities Superannuation Scheme, Redistribution, Rule Changes

7.

The Role of Transaction Costs and Risk Aversion When Selecting Between One and Two Regimes for Portfolio Models

Applied Economics Letters, Forthcoming
Number of pages: 14 Posted: 20 Sep 2017 Last Revised: 15 May 2018
Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe
University of Bath - School of Management, Athens University of Economics and Business - Department of Accounting and Finance and University of Reading - ICMA Centre
Downloads 1,363 (24,535)
Citation 1

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Portfolio theory; regime shifting; transaction costs; risk aversion; constant relative risk aversion

8.

Hedge Fund Strategies, Performance & Diversification: A Portfolio Theory & Stochastic Discount Factor Approach

The British Accounting Review, Forthcoming
Number of pages: 59 Posted: 03 Jun 2019 Last Revised: 18 Jan 2022
David Newton, Emmanouil Platanakis, Dimitrios Stafylas, Charles Sutcliffe and Xiaoxia Ye
University of Bath - School of Management, University of Bath - School of Management, University of York - The York Management School, University of Reading - ICMA Centre and University of Exeter Business School - Department of Finance
Downloads 1,359 (24,693)
Citation 2

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Hedge funds, portfolio diversification, Black-Litterman, Bayes-Stein, stochastic discount factors; regimes

9.

A Seasonality Factor in Asset Allocation

Number of pages: 40 Posted: 05 Nov 2018 Last Revised: 20 Mar 2019
Frank McGroarty, Emmanouil Platanakis, Athanasios Sakkas and Andrew Urquhart
University of Southampton - Southampton Business School, University of Bath - School of Management, Athens University of Economics and Business - Department of Accounting and Finance and ICMA Centre, Henley Business School
Downloads 1,067 (34,994)

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asset allocation; turn-of-the-month; seasonality; timing; portfolio optimization

10.

Commodity Inflation Risk Premium and Stock Market Returns

2022 University of Rochester Conference in Econometrics, Paris December Finance Meeting 2022, 2023 Annual Meeting of the Swiss Society for Financial Market Research (SGF), FMA Annual Meeting 2022, FMA-Europe 2022, EFMA 2022, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 83 Posted: 21 Sep 2022 Last Revised: 03 Jul 2023
Ai Jun Hou, Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou
Stockholm University, University of Bath - School of Management, University of Exeter Business School - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 964 (40,407)
Citation 1

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Commodities, Term structure models, Predictability, Inflation risk premium, Cross-sectional asset pricing

11.

Cryptocurrency Portfolios Using Heuristics

In: Essays in Financial Analytics. Springer. Forthcoming
Number of pages: 16 Posted: 24 Aug 2019 Last Revised: 09 Feb 2023
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 682 (64,636)
Citation 1

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Cryptocurrencies; Heuristic Asset Allocation Strategies; Portfolio Management

12.

Asset-Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS

The European Journal of Finance, Forthcoming
Number of pages: 42 Posted: 09 Apr 2014 Last Revised: 05 Nov 2017
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 597 (76,461)
Citation 4

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Robust Optimization; Pension Scheme; Asset-Liability Model; Sharpe Ratio; Sharpe-Tint; Bayes-Stein; Black-Litterman

13.

Operational Research and Artificial Intelligence Methods in Banking

European Journal of Operational Research
Number of pages: 52 Posted: 20 Apr 2022 Last Revised: 20 Oct 2022
Michael Doumpos, C. Zopounidis, Dimitrios Gounopoulos, Emmanouil Platanakis and Wenke Zhang
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management, University of Bath - School of Management, University of Bath - School of Management and University of Bath - School of Management
Downloads 542 (86,442)

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Artificial Intelligence, Operational Research, Banking

14.

When Bayes-Stein Meets Machine Learning: A Generalized Approach for Portfolio Optimization

FMA Europe 2023, 2022 Chinese Finance Annual Meeting (CFAM), 2023 University of Bristol Workshop in Data Science & Machine Learning in Finance, EFMA 2023, the 2022 Cardiff University Fintech Conference
Number of pages: 70 Posted: 30 Sep 2022 Last Revised: 21 Jul 2023
Dimitrios Gounopoulos, Emmanouil Platanakis, Gerry Tsoukalas and Haoran Wu
University of Bath - School of Management, University of Bath - School of Management, University of Pennsylvania - The Wharton School and University of Bath - School of Management
Downloads 509 (93,260)

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Bayes-Stein, Portfolio Optimization, 1/N, Machine Learning

15.

On the (Almost) Stochastic Dominance of Cryptocurrency Factor Portfolios & Implications for Cryptocurrency Asset Pricing

European Financial Management, Forthcoming - SWFA 2021, EFMA 2021, World Finance Conference 2021, ENTFIN Annual Meeting 2022.
Number of pages: 100 Posted: 01 Jun 2021 Last Revised: 26 Apr 2023
Weihao Han, David Newton, Emmanouil Platanakis, Charles Sutcliffe and Xiaoxia Ye
University of Aberdeen - Business School, University of Bath - School of Management, University of Bath - School of Management, University of Reading - ICMA Centre and University of Exeter Business School - Department of Finance
Downloads 487 (98,362)
Citation 1

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Cryptocurrencies, Asset Pricing, Almost Stochastic Dominance, Mispricing

16.

The Diversification Benefits of Cryptocurrency Asset Categories and Estimation Risk: Pre and Post COVID-19

The European Journal of Finance, Forthcoming
Number of pages: 99 Posted: 03 Aug 2021 Last Revised: 18 Jan 2022
Xinyu Huang, Weihao Han, David Newton, Emmanouil Platanakis, Dimitrios Stafylas and Charles Sutcliffe
University of Bath - School of Management, University of Aberdeen - Business School, University of Bath - School of Management, University of Bath - School of Management, University of York - The York Management School and University of Reading - ICMA Centre
Downloads 416 (118,467)
Citation 2

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Cryptocurrencies; COVID-19; Bayes-Stein; Lasso; Elastic net; Shrunk Wishart stochastic volatility; Gaussian random projection; Black-Litterman; Higher moments

17.

Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011

Downloads 371 (134,936)
Citation 3

Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011

Number of pages: 43 Posted: 03 Jul 2015 Last Revised: 02 Oct 2015
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 210 (240,248)
Citation 1

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Defined benefit, Pension scheme, Redistribution, USS, Scheme design, Risk shifting, Risk management

Pension Scheme Redesign and Wealth Redistribution between the Members and Sponsor: The USS Rule Change in October 2011

Insurance: Mathematics and Economics, Forthcoming, Netspar Discussion Paper No. 10/2015-060
Number of pages: 44 Posted: 19 Mar 2016 Last Revised: 03 Nov 2016
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 161 (304,582)
Citation 2

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Defined benefit, Pension scheme, Redistribution, USS, Scheme design, Risk shifting, Risk management

18.

Socially Responsible Investment Portfolios: Does the Optimization Process Matter?

The British Accounting Review, Forthcoming
Number of pages: 54 Posted: 29 Sep 2015 Last Revised: 13 Jan 2018
Ioannis Oikonomou, Emmanouil Platanakis and Charles Sutcliffe
University of Reading - ICMA Centre, University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 303 (168,322)
Citation 8

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corporate social responsibility, CSR, CSP, SRI, sustainability, portfolio optimization

19.

The Diversification Benefits of Cryptocurrency Factor Portfolios: Are They There?

Number of pages: 55 Posted: 09 Jan 2023 Last Revised: 22 May 2023
Weihao Han, David Newton, Emmanouil Platanakis, Haoran Wu and Libo Xiao
University of Aberdeen - Business School, University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management and University of Aberdeen - Business School
Downloads 252 (202,372)

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Cryptocurrency Factors, Portfolio Optimisation, Diversification Benefits, Machine Learning

20.

Generalized Black-Litterman with Decision Fusion

EFMA 2023
Number of pages: 59 Posted: 30 Mar 2023 Last Revised: 17 Apr 2023
Xinyu Huang, Massimo Guidolin, David Newton, Emmanouil Platanakis and Xiaoxia Ye
University of Bath - School of Management, Bocconi University, Dept. of Finance, University of Bath - School of Management, University of Bath - School of Management and University of Exeter Business School - Department of Finance
Downloads 195 (258,814)

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Finance, Investment Analysis, Black-Litterman, Parameter Uncertainty, Decision Fusion

21.

Hedge Fund Performance, Classification With Machine Learning, and Managerial Implications

EFMA 2023
Number of pages: 43 Posted: 05 Jul 2023
Emmanouil Platanakis, Dimitrios Stafylas, Charles Sutcliffe and Wenke Zhang
University of Bath - School of Management, University of York - The York Management School, University of Reading - ICMA Centre and University of Bath - School of Management
Downloads 146 (335,662)

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Hedge funds, classification, machine learning, alternative investments

22.

Time is the Witness: Bank Failure Prediction via a Multi-Stage Model with Artificial Intelligence

Number of pages: 39 Posted: 10 Feb 2023
Dimitrios Gounopoulos, Emmanouil Platanakis, Haoran Wu and Wenke Zhang
University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management and University of Bath - School of Management
Downloads 134 (353,194)

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Financial Crisis, ML in Banking, Troubled Banks, Long-term Forecasting, Feature Selection, Default Risk, Risk Management

23.

Identifying a Destination's Optimal Tourist Market Mix: Does a Superior Portfolio Model Exist?

Tourism Management, Forthcoming
Number of pages: 47 Posted: 10 Feb 2023
Marcello Mariani, Emmanouil Platanakis, Dimitrios Stafylas and Charles Sutcliffe
Henley Business School, University of Bath - School of Management, University of York - The York Management School and University of Reading - ICMA Centre
Downloads 63 (572,560)

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portfolio theory, destination management, tourism portfolio models, tourist markets, diversification

24.

A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection

International Journal of Forecasting, August 2023
Posted: 12 Jan 2021 Last Revised: 09 Aug 2023
Arman Hassanniakalager, Paul L Baker and Emmanouil Platanakis
CMC Markets, University of Bath - School of Management and University of Bath - School of Management

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volatility forecasting, multiple hypothesis testing, false discovery rate, model selection, bootstrapping