Access Statistics for Charles Sutcliffe

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A False Perception? The relative riskiness of AIM and listed Stocks 0 0 0 40 0 3 10 182
Back to the Future: A Long Term Solution to the Occupational Pensions Crisis 0 0 0 20 0 0 1 72
Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features 0 0 0 73 1 4 4 194
Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options 0 0 0 0 1 4 5 834
Harmful Diversification: Evidence from Alternative Investments 0 0 0 8 2 7 14 59
Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data 0 0 0 0 1 2 7 588
Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate 0 0 0 22 0 0 5 159
Loan Loss Provision by International Banks: Estimation, Determinants and Evidence 0 0 0 0 0 1 1 916
Market Regulation in a Dynamic Environment 0 0 0 54 0 1 1 171
Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria 0 0 0 49 1 5 6 149
Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price 0 0 0 0 0 5 8 100
Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price 0 0 0 9 0 17 25 102
Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011 0 0 0 19 0 4 9 45
Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes 0 0 0 18 2 3 5 41
Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options 0 0 0 0 0 3 4 306
Should Defined Benefit Pension Schemes be Career Average or Final Salary? 0 0 0 114 1 2 7 335
Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? 0 0 0 9 0 6 7 23
The Application of Operations Research Techniques to Financial Markets 0 0 0 0 1 4 5 3,029
The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk 0 0 0 0 0 4 10 2,479
The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options 0 0 0 0 0 3 4 749
The Performance of Covered Calls and Protective Puts 0 0 0 0 1 4 7 1,448
Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios 0 0 0 23 0 27 69 106
Valuing Medieval Annuities: Were Corrodies Underpriced? 0 0 0 11 0 2 4 72
Total Working Papers 0 0 0 469 11 111 218 12,159


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applying Operations Research Techniques to Financial Markets 0 0 4 24 0 9 24 94
Asset–liability modelling and pension schemes: the application of robust optimization to USS 0 0 0 2 2 7 11 27
Asset–liability models and the Chinese basic pension fund 0 0 0 4 0 0 4 16
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures 0 0 0 9 2 3 4 106
Black–Scholes versus artificial neural networks in pricing FTSE 100 options 0 0 0 10 1 5 7 43
Book Reviews 0 0 0 0 0 2 5 19
Designing Secondary School Catchment Areas Using Goal Programming 0 0 0 23 0 4 5 86
Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence 0 0 1 16 0 5 17 67
Harmful diversification: Evidence from alternative investments 0 1 4 26 2 12 27 146
Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach 1 2 2 10 6 14 19 44
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection 0 0 1 9 7 13 23 57
Inflation and Prisoner's Dilemmas 0 0 0 1 0 2 5 20
Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension 0 0 0 0 1 2 2 177
Inventory‐based stock market transparency rules 0 0 0 0 1 5 8 8
Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate 0 0 0 9 1 4 6 45
Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure 0 0 0 0 0 7 13 650
Market Maker Performance: The Search for Fair Weather Market Makers 0 0 0 33 0 1 2 130
Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria 0 0 0 2 0 1 6 18
Optimal vs naïve diversification in cryptocurrencies 0 1 4 19 3 10 20 96
Options trading when the underlying market is not transparent 0 0 0 0 0 2 3 6
Over the moon or sick as a parrot? The effects of football results on a club's share price 0 0 0 38 1 6 10 200
PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS 0 0 2 9 2 6 15 86
Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance 0 0 0 0 0 3 7 13
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 0 0 0 2 1 5 11 43
Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options 0 0 0 1 1 6 9 19
Single-stage portfolio optimization with automated machine learning for M6 1 2 2 2 3 13 21 21
Socially responsible investment portfolios: Does the optimization process matter? 0 0 0 25 1 5 8 97
The Effect of Futures Market Volume on Spot Market Volatility 0 0 0 11 2 4 6 29
The First Round of the Keynesian Regional Income Multiplier 0 0 0 0 1 1 4 243
The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange 0 0 0 1 0 1 4 8
The cult of the equity for pension funds: should it get the boot? 0 0 0 34 0 3 8 125
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 1 2 4 9 1 6 22 36
The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk 0 0 1 13 0 1 4 64
The performance of covered calls 2 3 12 447 5 10 37 1,530
The role of customer awareness in promoting firm sustainability and sustainable supply chain management 0 2 3 16 3 10 25 143
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models 0 0 0 2 1 5 6 13
Trade Transparency and the London Stock Exchange 0 0 0 37 0 5 7 133
Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios 0 0 0 7 1 5 10 55
Valuing medieval annuities: Were corrodies underpriced? 0 0 0 14 1 2 11 126
What determines the asset allocation of defined benefit pension funds? 0 1 1 6 0 7 15 28
Why are pension schemes frozen, and how does a freeze affect the Employer's risk? 0 1 2 2 0 11 19 21
Total Journal Articles 5 15 43 873 50 223 470 4,888
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Finance and Occupational Pensions 0 0 0 1 2 4 4 21
Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies 0 0 0 0 0 1 2 18
Transparency and Fragmentation 0 0 0 0 0 4 11 19
Total Books 0 0 0 1 2 9 17 58


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Regulatory Framework 0 0 0 0 0 3 4 4
Activities 0 0 0 0 0 2 4 7
Annuities 0 0 0 0 0 3 8 13
Basic Analysis of Relative Volatility 0 0 0 0 0 7 9 9
Conclusions 0 0 0 0 0 0 1 1
Corporate Finance and Pension Schemes 0 0 0 0 0 2 2 3
Cryptocurrency Portfolios Using Heuristics 0 0 0 0 2 7 12 16
Empirical Analysis 0 0 0 0 0 5 6 6
Executive Summary and Policy Implications 0 0 0 0 0 2 3 3
Fragmentation and Consolidation 0 0 0 0 0 3 4 9
GARCH Analysis of Switchers 0 0 0 0 0 2 5 7
Interviews 0 0 0 0 0 1 1 4
Introduction 0 0 0 0 1 6 8 12
Introduction and Overview 0 0 0 0 0 2 3 4
Introduction to Pension Schemes 0 0 0 0 0 0 2 7
Investment by Pension Funds 0 0 0 0 0 0 1 1
Literature Review 0 0 0 0 0 2 5 9
Market-Switching Stocks 0 0 0 0 0 2 4 6
Over the Counter (OTC) Markets 0 0 0 0 0 5 6 12
Policy Responses to Fragmentation 0 0 0 0 0 1 1 1
Preliminary Data Analysis 0 0 0 0 0 1 2 6
Regression Analyses with Multiple Variables 0 0 0 1 0 2 5 9
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 1 1 5
Selected Pension Scheme Topics 0 0 0 0 1 3 3 3
The Recognised Investment Exchanges 0 0 0 0 0 1 2 3
The Regulation of Transparency 0 0 0 0 1 2 2 2
Theory and Results on Transparency 0 0 0 0 0 2 2 4
Volatility Estimation 0 0 0 0 0 4 10 14
Total Chapters 0 0 0 1 5 71 116 180


Statistics updated 2026-04-09