Emmanouil Platanakis

University of Bath - School of Management

Assistant Professor (Research) of Finance

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 13,907

SSRN RANKINGS

Top 13,907

in Total Papers Downloads

3,199

CITATIONS

0

Scholarly Papers (9)

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 608 (40,084)

Abstract:

Loading...

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

2.

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 526 (48,299)

Abstract:

Loading...

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

3.

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 511 (50,152)

Abstract:

Loading...

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

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 485 (53,508)

Abstract:

Loading...

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

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 171 (163,984)

Abstract:

Loading...

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 125 (212,952)

Abstract:

Loading...

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

6.

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 240 (119,653)

Abstract:

Loading...

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

7.

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 239 (119,653)

Abstract:

Loading...

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

8.

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 225 (127,086)

Abstract:

Loading...

Cryptocurrencies, Optimal Diversification, Naive Diversification, Portfolio Optimization

9.

A Seasonality Factor in Asset Allocation

Number of pages: 35 Posted: 05 Nov 2018
University of Southampton - Southampton Business School, University of Bath - School of Management, University of Southampton and ICMA Centre, Henley Business School
Downloads 69 (316,814)

Abstract:

Loading...

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