Emmanouil Platanakis

University of Bath - School of Management

Assistant Professor (Research) of Finance

Claverton Down

Bath, BA2 7AY

United Kingdom

  • University of Bath - School of Management

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

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1.

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, University of Southampton and University of Reading - ICMA Centre
Downloads 757 (30,407)

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

2.

Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes

ICMA Centre, Discussion Paper Number: ICM-2017-08
Number of pages: 33 Posted: 21 Sep 2017 Last Revised: 24 Jan 2018
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 535 (48,063)

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

3.

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 531 (48,552)

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

4.

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, University of Southampton and University of Reading - ICMA Centre
Downloads 511 (50,994)

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

5.

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

Number of pages: 37 Posted: 07 Aug 2018 Last Revised: 28 Sep 2018
Emmanouil Platanakis and Andrew Urquhart
University of Bath - School of Management and ICMA Centre, Henley Business School
Downloads 346 (81,630)

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

6.

A Seasonality Factor in Asset Allocation

Number of pages: 35 Posted: 05 Nov 2018
Frank McGroarty, Emmanouil Platanakis, Athanasios Sakkas and Andrew Urquhart
University of Southampton - Southampton Business School, University of Bath - School of Management, University of Southampton and ICMA Centre, Henley Business School
Downloads 318 (90,139)

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Turn-of-the-Month, Seasonality, Asset Allocation, Portfolio Diversification

7.

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

Downloads 299 ( 96,180)

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 173 (164,845)

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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 126 (214,872)

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

8.

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 241 (120,593)

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

9.

Portfolio Management with Cryptocurrencies: The Role of Estimation Risk

Economics Letters, Forthcoming
Number of pages: 12 Posted: 09 Dec 2018
Emmanouil Platanakis and Andrew Urquhart
University of Bath - School of Management and ICMA Centre, Henley Business School
Downloads 173

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Cryptocurrencies, Estimation Errors, Portfolio Optimization

10.

Optimal vs. Naïve Diversification in Cryptocurrencies

Economics Letters, Forthcoming
Number of pages: 11 Posted: 27 Jul 2018
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 327

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Cryptocurrencies, Optimal Diversification, Naive Diversification, Portfolio Optimization