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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

4

DOWNLOADS
Rank 36,419

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Top 36,419

in Total Papers Downloads

969

CITATIONS

0

Scholarly Papers (4)

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1.

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

European Journal of Finance, Forthcoming
Number of pages: 42 Posted: 09 Apr 2014 Last Revised: 18 Jan 2016
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 467 (47,534)

Abstract:

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

2.

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

Downloads 270 ( 94,010)

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 158 (157,581)

Abstract:

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 112 (207,968)

Abstract:

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

3.

Harmful Diversification: Evidence from Alternative Investments

Number of pages: 63 Posted: 04 Feb 2017 Last Revised: 19 Sep 2017
Emmanouil Platanakis, Athanasios Sakkas and Charles Sutcliffe
University of Bath - School of Management, University of Southampton - Southampton Business School and University of Reading - ICMA Centre
Downloads 0

Abstract:

portfolio theory, alternative assets, diversification, estimation errors, transactions costs, non-normality, regimes, credit crisis

4.

Socially Responsible Investment Portfolios: Does the Optimization Process Matter?

Number of pages: 53 Posted: 29 Sep 2015 Last Revised: 04 Nov 2016
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 0 (126,097)

Abstract:

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

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