Author Page for Emmanouil Platanakis

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 University of Birmingham - Birmingham Business School

Downloads 2,493 (11,168)

Citation 13

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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 2,366 (12,150)

Citation 7

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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 University of Birmingham - Birmingham Business School

Downloads 2,321 (12,530)

Citation 23

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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 University of Birmingham - Birmingham Business School

Downloads 2,257 (13,135)

Citation 7

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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 2,197 (13,683)

Citation 10

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6.

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 1,570 (23,126)

Citation 2

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7.

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 1,487 (25,102)

Citation 1

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8.

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 1,402 (27,373)

Citation 1

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9.

Commodity Inflation Risk Premium: Evidence from the Cross-Section of Commodity Futures

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, CFE Berlin 2023, EFMA 2022, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022

Number of pages: 56 Posted: 21 Sep 2022 Last Revised: 30 May 2024

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 1,239 (32,812)

Citation 1

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10.

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 University of Birmingham - Birmingham Business School

Downloads 1,161 (36,002)

Abstract:

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 727 (68,725)

Citation 1

Abstract:

12.

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, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023

Number of pages: 70 Posted: 30 Sep 2022 Last Revised: 11 Jan 2024

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 College Dublin (UCD)

Downloads 699 (72,348)

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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 698 (72,484)

Abstract:

14.

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 644 (80,191)

Citation 4

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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: 01 Mar 2024

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 580 (91,511)

Citation 2

Abstract:

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 464 (120,292)

Citation 8

Abstract:

17.

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

Downloads 443 (127,020)

Citation 3

2

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 247 (236,655)

Citation 1

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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 196 (294,937)

Citation 2

Abstract:

18.

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

Review of Quantitative Finance and Accounting (RQFA), Forthcoming

Number of pages: 60 Posted: 09 Jan 2023 Last Revised: 04 Mar 2024

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 College Dublin (UCD) and University of Aberdeen - Business School

Downloads 403 (141,749)

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19.

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 343 (169,423)

Citation 8

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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 279 (210,630)

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21.

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

EFMA 2023

Number of pages: 92 Posted: 05 Jul 2023 Last Revised: 01 Mar 2024

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 274 (214,655)

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22.

Single-stage Portfolio Optimization with Automated Machine Learning for M6

International Journal of Forecasting, Forthcoming

Number of pages: 32 Posted: 21 May 2024

Xinyu Huang, David Newton, Emmanouil Platanakis and Charles Sutcliffe

University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management and University of Reading - ICMA Centre

Downloads 105 (489,956)

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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 100 (506,920)

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24.

Portfolio Management with Alternative Investments

The Palgrave Encyclopedia of Private Equity. Cumming, D. & Hammer, B. (eds.). Palgrave Macmillan.

Number of pages: 9 Posted: 08 Aug 2024

Emmanouil Platanakis, Dimitrios Stafylas and Charles Sutcliffe

University of Bath - School of Management, University of York - The York Management School and University of Reading - ICMA Centre

Downloads 58 (700,564)

Abstract:

25.

Time is the Witness: Bank Failure Prediction via a Multistage AI Model, and the Importance of Regulating Risk Taking Practices

FMA Europe 2023, EFMA 2023

Number of pages: 57 Posted: 13 Feb 2024

Dimitrios Gounopoulos, Emmanouil Platanakis, Haoran Wu and Wenke Zhang

University of Bath - School of Management, University of Bath - School of Management, University College Dublin (UCD) and University of Bath - School of Management

Downloads 47 (755,837)

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26.

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

Emmanouil Platanakis

University of Bath - School of Management

Associate Professor of Finance (Asset & Risk Management)

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Scholarly Papers (26)

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