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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

6

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1,911

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Scholarly Papers (6)

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1.

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 467 (50,556)

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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 (101,976)

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 (170,218)

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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 112 (224,181)

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

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 0 (93,381)

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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 0 (98,532)

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

5.

Harmful Diversification: Evidence from Alternative Investments

ICMA Centre, Discussion Paper Number: ICM-2017-09
Number of pages: 51 Posted: 04 Feb 2017 Last Revised: 25 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 0 (76,222)

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

6.

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 0 (125,099)

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