Research output per year
Research output per year
- 23 results
Search results
-
2024
A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection
Hassanniakalager, A., Baker, P. & Platanakis, E., 1 Jul 2024, In: International Journal of Forecasting. 40, 3, p. 881-902 22 p.Research output: Contribution to journal › Article › peer-review
Open Access36 Downloads (Pure) -
Commodity Inflation Risk Premium: Evidence from the Cross-Section of Commodity Futures
Hou, A. J., Platanakis, E., Ye, X. & Zhou, G., 27 Mar 2024, (In preparation) p. 1-56, 56 p.Research output: Working paper / Preprint › Working paper
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On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
Han, W., Newton, D., Platanakis, E., Sutcliffe, C. & Ye, X., 30 Jun 2024, In: European Financial Management. 30, 3, p. 1125-1164 40 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Portfolio Management with Alternative Investments
Platanakis, E., Stafylas, D. & Sutcliffe, C., 1 Feb 2024, The Palgrave Encyclopedia of Private Equity. Cumming, D. & Hammer, B. (eds.). Cham, Switzerland: Palgrave Macmillan, p. 1-6 6 p. (The Palgrave Encyclopedia of Private Equity).Research output: Chapter or section in a book/report/conference proceeding › Chapter or section
Open AccessFile3 Downloads (Pure) -
Single-stage portfolio optimization with automated machine learning for M6
Huang, X., Newton, D., Platanakis, E. & Sutcliffe, C., 14 Sept 2024, (E-pub ahead of print) In: International Journal of Forecasting. 11 p.Research output: Contribution to journal › Article › peer-review
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The diversification benefits of cryptocurrency factor portfolios: Are they there?
Han, W., Newton, D., Platanakis, E., Wu, H. & Xiao, L., 31 Mar 2024, In: Review of Quantitative Finance and Accounting. 63, 2, p. 469-518 50 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (SciVal) -
2023
Generalized Black-Litterman Portfolio Optimization with Decision Fusion
Huang, X., Guidolin, M., Newton, D., Platanakis, E. & Ye, X., 8 Feb 2023, (In preparation) 50 p.Research output: Working paper / Preprint › Working paper
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Identifying a destination's optimal tourist market mix: Does a superior portfolio model exist?
Mariani, M., Platanakis, E., Stafylas, D. & Sutcliffe, C., 30 Jun 2023, In: Tourism Management. 96, 104722.Research output: Contribution to journal › Article › peer-review
Open Access6 Citations (SciVal) -
Operational Research and Artificial Intelligence Methods in Banking
Doumpos, M., Zopounidis, C., Gounopoulos, D., Platanakis, E. & Zhang, W., 1 Apr 2023, In: European Journal of Operational Research. 306, 1, p. 1-16 16 p.Research output: Contribution to journal › Review article › peer-review
Open Access48 Citations (SciVal)32 Downloads (Pure) -
The Diversification Benefits of Cryptocurrency Asset Categories and Estimation Risk: Pre and Post Covid-19
Huang, X., Han, W., Newton, D., Platanakis, E., Stafylas, D. & Sutcliffe, C., 31 Dec 2023, In: The European Journal of Finance. 29, 7, p. 800-825 99 p.Research output: Contribution to journal › Article › peer-review
Open Access15 Citations (SciVal) -
When Bayes-Stein Meets Machine Learning: A Generalized Approach for Portfolio Optimization
Gounopoulos, D., Platanakis, E., Tsoukalas, G. & Wu, H., 6 Feb 2023, (In preparation) p. 1-72, 72 p.Research output: Working paper / Preprint › Working paper
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2022
Cryptocurrency Portfolios Using Heuristics
Platanakis, E. & Sutcliffe, C., 7 Nov 2022, (Acceptance date) Essays in Financial Analytics. . Pascal, A., Karima, B., Pascal, G. & Zopounidis, C. (eds.). Springer, p. 1-16 (Lecture Notes in Operations Research).Research output: Chapter or section in a book/report/conference proceeding › Chapter or section
Open AccessFile111 Downloads (Pure) -
2021
Hedge fund strategies, performance & diversification: A portfolio theory & stochastic discount factor approach
Newton, D., Platanakis, E., Stafylas, D., Sutcliffe, C. & Ye, X., 30 Sept 2021, In: British Accounting Review. 53, 5, 22 p., 101000.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (SciVal)57 Downloads (Pure) -
Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection
Platanakis, E., Sutcliffe, C. & Ye, X., 1 Jan 2021, In: European Journal of Operational Research. 288, 1, p. 302-317 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile32 Citations (SciVal)148 Downloads (Pure) -
2020
Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach
Platanakis, E. & Urquhart, A., 31 Jul 2020, In: British Accounting Review. 52, 4, p. 1-42 42 p., 100837.Research output: Contribution to journal › Article › peer-review
Open AccessFile142 Citations (SciVal)279 Downloads (Pure) -
Taxation, Pension Schemes and Stakeholder Wealth
Platanakis, E. & Sutcliffe, C., 19 Oct 2020, In: Advances in Taxation. 27, p. 125-158 46 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile57 Downloads (Pure) -
2019
Harmful Diversification: Evidence from Alternative Investments
Platanakis, E., Sakkas, A. & Sutcliffe, C., 1 Jan 2019, In: British Accounting Review. 51, 1, p. 1-23 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile24 Citations (SciVal)134 Downloads (Pure) -
Portfolio management with cryptocurrencies: The role of estimation risk
Platanakis, E. & Urquhart, A., 1 Apr 2019, In: Economics Letters. 177, p. 76-80 5 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile89 Citations (SciVal)113 Downloads (Pure) -
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models
Platanakis, E., Sakkas, A. & Sutcliffe, C., 30 Mar 2019, In: Applied Economics Letters. 26, 6, p. 516-521 6 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (SciVal)66 Downloads (Pure) -
2018
Optimal vs Naïve Diversification in Cryptocurrencies
Platanakis, E., Sutcliffe, C. & Urquhart, A., 1 Oct 2018, In: Economics Letters. 171, p. 93-96 4 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile86 Citations (SciVal)125 Downloads (Pure) -
Socially Responsible Investment Portfolios: Does the Optimization Process Matter?
Oikonomou, I., Platanakis, E. & Sutcliffe, C., 1 Jun 2018, In: British Accounting Review. 50, 4, p. 379-401 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile61 Citations (SciVal)237 Downloads (Pure) -
2017
Asset–liability modelling and pension schemes: the application of robust optimization to USS
Platanakis, E. & Sutcliffe, C., 1 Oct 2017, In: The European Journal of Finance. 23, 4, p. 324-352 29 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile27 Citations (SciVal)183 Downloads (Pure) -
2016
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011
Platanakis, E. & Sutcliffe, C., 1 Jul 2016, In: Insurance, Mathematics and Economics. 69, July 2016, p. 14-28 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile14 Citations (SciVal)183 Downloads (Pure)