Emmanouil Platanakis

Associate Professor of Finance (Asset & Risk Management), Dr

Accepting Doctoral Students

PhD projects

Portfolio Theory, FinTech, Machine Learning, Investments, Cryptocurrencies, Decision Making Under Uncertainty

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Personal profile

Research interests

Dr Emmanouil Platanakis joined the University of Bath School of Management in October 2017 as an Assistant Professor of Finance, and promoted to Associate Professor in February 2021. He holds a PhD in Finance from Henley Business School (ICMA Centre - University of Reading, UK) under the supervision of Professor Charles Martin Sydenham Sutcliffe as well as an MSc in Operational Research (School of Mathematics - University of Southampton, UK) and an MEng in Electrical and Computer Engineering (Aristotle University, Greece).

Dr Emmanouil Platanakis' research focuses on portfolio theory, investments, cryptocurrencies, Fintech, machine learning and decision-making under uncertainty, among others.

His research work has been published (or accepted for publication)  in a wide variety of leading peer-reviewed academic journals (ABS:3/4) such as the European Journal of Operational Research (1x - ABS:4, ABDC:A*), Insurance: Mathematics and Economics (1x - ABS:3 , ABDC:A*), European Journal of Finance (1x - ABS:3, ABDC:A), British Accounting Review (4x - ABS:3, ABDC:A*) and Economics Letters (2x - ABS:3, ABDC:A), among others. In addition, Emmanouil has several working/discussion papers which are currently under revision (or review) in ABS: 3/4 journals.

Emmanouil's research work has been presented at leading international conferences such as the Financial Management Association European Conference (FMA Europe), the European Financial Management Association (EFMA) Annual Conference, the Southwestern Finance Association Conference, the Paris Financial Management Conference, the International Conference of the French Finance Association (AFFI), the BAFA Annual Conference, the International Conference on Quantitative Finance (Forecasting Financial Markets - FFM), the World Finance Conference, the Global Finance Conference, the International Conference of the Financial Engineering and Banking Society (FEBS), the INFINITI Conference on International Finance, the Annual Conference of the Multinational Finance Society (MFS), and the Conference of the Portuguese Finance Network (PFN), among many others, as well as at several research seminars, professional organizations and practitioners' conferences and workshops such as the Netspar, the Amundi Asset Management, and the Quantitative Finance and Risk Analysis (QFRA) symposium.

Emmanouil has also acted as a reviewer for leading journals such as the European Journal of Operational Research, Annals of Operations Research, European Journal of Finance, British Accounting Review, Economics Letters, Journal of International Financial Markets, Institutions & Money, International Review of Financial Analysis, Finance Research Letters, International Review of Economics & Finance, Research in International Business & Finance, and many others, while his research work and doctoral studies have received funding from professional organizations and academic institutions such as the Netspar, the Amundi Asset Management and the ICMA Centre (University of Reading).

Willing to supervise doctoral students

I am interested in supervising PhD students - please contact me by email if you have a project proposal or ideas that fit my research interests described above.

I currently lead a team of 7 doctoral candidates who mainly conduct research on asset management and option pricing with machine learning.

 

Education/Academic qualification

PhD in Finance, Henley Business School (ICMA Centre - University of Reading), UK (2016)

MSc in Mathematics (Operational Research), University of Southampton, UK (2012)

MEng in Electrical and Computer Engineering, Aristotle University, Greece (2011)

Keywords

  • HG Finance
  • Portfolio Theory
  • FinTech
  • Machine Learning
  • Investments
  • Cryptocurrencies
  • Decision Making Under Uncertainty

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