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

14

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12,894

SSRN CITATIONS
Rank 20,306

SSRN RANKINGS

Top 20,306

in Total Papers Citations

35

CROSSREF CITATIONS

10

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

  • University of Bath - School of Management

Scholarly Papers (14)

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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 Nottingham and University of Reading - ICMA Centre
Downloads 1,891 (8,981)
Citation 6

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

2.

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 1,588 (11,847)
Citation 9

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

3.

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 1,444 (13,821)
Citation 4

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Cryptocurrencies, Optimal Diversification, Naive Diversification, Portfolio Optimization

4.

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 1,172 (18,974)
Citation 7

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Cryptocurrencies, Estimation Errors, Portfolio Optimization

5.

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 1,162 (19,227)
Citation 1

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

6.

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 1,124 (20,205)

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

7.

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 1,065 (21,870)

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

8.

Hedge Fund Strategies, Performance & Diversification: A Portfolio Theory & Stochastic Discount Factor Approach

Number of pages: 50 Posted: 03 Jun 2019 Last Revised: 23 Mar 2020
David Newton, Emmanouil Platanakis, Dimitrios Stafylas, Charles Sutcliffe and Xiaoxia Ye
University of Bath - School of Management, University of Bath - School of Management, Aston University - Aston Business School, University of Reading - ICMA Centre and University of Liverpool Management School
Downloads 979 (24,771)

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Hedge funds, portfolio diversification, Black-Litterman, Bayes-Stein, stochastic discount factors

9.

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, University of Nottingham and ICMA Centre, Henley Business School
Downloads 773 (34,540)

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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 545 (54,814)
Citation 4

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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 427 (74,135)

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Cryptocurrencies; Heuristic Asset Allocation Strategies; Portfolio Management

12.

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

Downloads 303 (109,568)
Citation 3

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 176 (186,296)
Citation 1

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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 127 (244,336)
Citation 2

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

13.

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 255 (131,425)
Citation 7

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

14.

Dangerous Models: Three Rival Models for Determining the Optimal Mix of Tourists, with an Application to Greece

Number of pages: 27 Posted: 31 Dec 2019
Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 166 (195,929)

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Tourism, portfolio models, diversification, nationalities, Greece