Emmanouil Platanakis

University of Bath - School of Management

Associate Professor of Finance (Asset & Risk Management)

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 2,293

SSRN RANKINGS

Top 2,293

in Total Papers Downloads

18,089

SSRN CITATIONS
Rank 17,195

SSRN RANKINGS

Top 17,195

in Total Papers Citations

54

CROSSREF CITATIONS

10

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

Scholarly Papers (16)

1.

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 2,184 (8,223)
Citation 7

Abstract:

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Cryptocurrencies, Optimal Diversification, Naive Diversification, 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, University of Nottingham and University of Reading - ICMA Centre
Downloads 2,158 (8,398)
Citation 7

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

3.

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 2,120 (8,627)
Citation 13

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

4.

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: 26 May 2020
Emmanouil Platanakis, Charles Sutcliffe and Xiaoxia Ye
University of Bath - School of Management, University of Reading - ICMA Centre and University of Liverpool Management School
Downloads 2,072 (8,961)
Citation 2

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

5.

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 1,992 (9,583)
Citation 13

Abstract:

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Cryptocurrencies, Estimation Errors, Portfolio Optimization

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 1,358 (17,619)
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, University of Nottingham and University of Reading - ICMA Centre
Downloads 1,302 (18,711)
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

Number of pages: 59 Posted: 03 Jun 2019 Last Revised: 12 Mar 2021
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 Liverpool Management School
Downloads 1,140 (22,854)

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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
University of Southampton - Southampton Business School, University of Bath - School of Management, University of Nottingham and ICMA Centre, Henley Business School
Downloads 935 (30,434)

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

10.

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 549 (61,943)
Citation 4

Abstract:

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

11.

Cryptocurrency Portfolios Using Heuristics

Number of pages: 16 Posted: 24 Aug 2019 Last Revised: 09 Sep 2019
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 547 (62,219)
Citation 1

Abstract:

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Cryptocurrencies; Heuristic Asset Allocation Strategies; Portfolio Management

12.

Dynamic Portfolio Management with Machine Learning

Number of pages: 81 Posted: 17 Mar 2021
Xinyu Huang, Massimo Guidolin, Emmanouil Platanakis and David Newton
University of Bath - School of Management, Bocconi University - Department of Finance, University of Bath - School of Management and University of Bath - School of Management
Downloads 484 (72,405)
Citation 1

Abstract:

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Investment analysis, portfolio management, machine learning, deep learning, parameter uncertainty

13.

A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection

Number of pages: 40 Posted: 12 Jan 2021 Last Revised: 23 Mar 2021
Arman Hassanniakalager, Paul L Baker and Emmanouil Platanakis
University of Bath - School of Management, University of Bath - School of Management and University of Bath - School of Management
Downloads 413 (87,400)

Abstract:

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

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 177 (207,706)
Citation 1

Abstract:

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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 128 (271,459)
Citation 2

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

15.

Cryptocurrency Factor Portfolios: Performance, Decomposition and Pricing Models

Number of pages: 104 Posted: 01 Jun 2021
Weihao Han, David Newton, Emmanouil Platanakis, Charles Sutcliffe and Xiaoxia Ye
University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management, University of Reading - ICMA Centre and University of Liverpool Management School
Downloads 271 (138,927)

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Cryptocurrencies, Asset Pricing, Almost Stochastic Dominance, Mispricing

16.

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 259 (145,496)
Citation 8

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