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 2 3 4 175
Back to the Future: A Long Term Solution to the Occupational Pensions Crisis 0 0 0 20 1 1 2 72
Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features 0 0 0 73 0 0 1 190
Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options 0 0 0 0 0 0 0 829
Harmful Diversification: Evidence from Alternative Investments 0 0 0 8 1 1 3 46
Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data 0 0 0 0 0 1 1 582
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 0 154
Loan Loss Provision by International Banks: Estimation, Determinants and Evidence 0 0 0 0 0 0 2 915
Market Regulation in a Dynamic Environment 0 0 0 54 0 0 0 170
Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria 0 0 0 49 0 0 3 143
Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price 0 0 0 0 1 2 9 95
Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price 0 0 2 9 1 2 4 79
Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011 0 0 0 19 0 1 1 37
Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes 0 0 0 18 0 0 0 36
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 0 1 302
Should Defined Benefit Pension Schemes be Career Average or Final Salary? 0 0 0 114 0 0 0 328
Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? 0 0 0 9 1 1 2 17
The Application of Operations Research Techniques to Financial Markets 0 0 0 0 0 0 2 3,024
The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk 0 0 0 0 0 1 5 2,472
The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options 0 0 0 0 0 0 0 745
The Performance of Covered Calls and Protective Puts 0 0 0 0 0 1 1 1,442
Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios 0 0 0 23 1 1 2 38
Valuing Medieval Annuities: Were Corrodies Underpriced? 0 0 0 11 1 1 1 69
Total Working Papers 0 0 2 469 9 16 44 11,960


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 3 5 24 1 9 13 82
Asset–liability modelling and pension schemes: the application of robust optimization to USS 0 0 0 2 1 1 2 18
Asset–liability models and the Chinese basic pension fund 0 0 1 4 0 0 4 14
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures 0 0 0 9 0 1 2 103
Black–Scholes versus artificial neural networks in pricing FTSE 100 options 0 0 1 10 0 0 2 36
Book Reviews 0 0 0 0 2 2 3 17
Designing Secondary School Catchment Areas Using Goal Programming 0 0 0 23 0 0 0 81
Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence 0 0 1 16 1 2 4 54
Harmful diversification: Evidence from alternative investments 0 2 4 25 2 5 15 129
Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach 0 0 0 8 1 1 6 28
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection 0 0 0 8 3 4 8 41
Inflation and Prisoner's Dilemmas 0 0 0 1 1 2 4 17
Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension 0 0 0 0 0 0 0 175
Inventory‐based stock market transparency rules 0 0 0 0 0 0 0 0
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 1 2 40
Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure 0 0 0 0 1 2 5 641
Market Maker Performance: The Search for Fair Weather Market Makers 0 0 0 33 0 0 1 128
Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria 0 0 1 2 1 1 2 13
Optimal vs naïve diversification in cryptocurrencies 1 1 3 17 2 3 8 82
Options trading when the underlying market is not transparent 0 0 0 0 1 1 3 4
Over the moon or sick as a parrot? The effects of football results on a club's share price 0 0 2 38 1 2 6 192
PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS 0 0 1 7 1 2 6 73
Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance 0 0 0 0 0 0 2 7
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 0 0 0 2 1 1 4 36
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 1 2 11
Single-stage portfolio optimization with automated machine learning for M6 0 0 0 0 2 2 2 2
Socially responsible investment portfolios: Does the optimization process matter? 0 0 2 25 0 1 6 90
The Effect of Futures Market Volume on Spot Market Volatility 0 0 1 11 0 0 3 24
The First Round of the Keynesian Regional Income Multiplier 0 0 0 0 0 0 2 239
The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange 0 0 0 1 1 1 1 5
The cult of the equity for pension funds: should it get the boot? 0 0 0 34 4 5 5 122
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 0 0 3 7 1 1 11 21
The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk 0 0 2 13 1 1 7 63
The performance of covered calls 1 4 11 444 3 7 19 1,506
The role of customer awareness in promoting firm sustainability and sustainable supply chain management 0 1 1 14 2 5 20 128
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models 0 0 0 2 0 0 1 7
Trade Transparency and the London Stock Exchange 0 0 0 37 2 2 3 128
Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios 0 0 0 7 1 3 4 48
Valuing medieval annuities: Were corrodies underpriced? 0 0 0 14 2 3 7 119
What determines the asset allocation of defined benefit pension funds? 0 0 0 5 3 4 6 18
Why are pension schemes frozen, and how does a freeze affect the Employer's risk? 0 0 0 0 0 4 6 7
Total Journal Articles 2 11 39 853 44 80 207 4,549
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 0 0 2 17
Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies 0 0 0 0 0 0 1 16
Transparency and Fragmentation 0 0 0 0 2 3 4 12
Total Books 0 0 0 1 2 3 7 45


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 0 0 0
Activities 0 0 0 0 0 0 0 3
Annuities 0 0 0 0 0 0 6 9
Basic Analysis of Relative Volatility 0 0 0 0 0 0 0 0
Conclusions 0 0 0 0 1 1 1 1
Corporate Finance and Pension Schemes 0 0 0 0 0 0 0 1
Cryptocurrency Portfolios Using Heuristics 0 0 0 0 1 1 3 5
Empirical Analysis 0 0 0 0 0 0 1 1
Executive Summary and Policy Implications 0 0 0 0 0 0 0 0
Fragmentation and Consolidation 0 0 0 0 0 0 2 6
GARCH Analysis of Switchers 0 0 0 0 1 1 2 4
Interviews 0 0 0 0 0 0 0 3
Introduction 0 0 0 0 0 0 0 4
Introduction and Overview 0 0 0 0 0 0 0 1
Introduction to Pension Schemes 0 0 0 0 1 1 1 6
Investment by Pension Funds 0 0 0 0 1 1 1 1
Literature Review 0 0 0 0 1 2 2 6
Market-Switching Stocks 0 0 0 0 0 0 2 3
Over the Counter (OTC) Markets 0 0 0 0 0 0 0 6
Policy Responses to Fragmentation 0 0 0 0 0 0 0 0
Preliminary Data Analysis 0 0 0 0 0 0 2 4
Regression Analyses with Multiple Variables 0 0 0 1 1 2 4 6
Relative Risk Allowing for Size, Age or Liquidity 0 0 0 0 0 0 1 4
Selected Pension Scheme Topics 0 0 0 0 0 0 0 0
The Recognised Investment Exchanges 0 0 0 0 0 0 1 1
The Regulation of Transparency 0 0 0 0 0 0 0 0
Theory and Results on Transparency 0 0 0 0 0 0 1 2
Volatility Estimation 0 0 0 0 2 2 3 6
Total Chapters 0 0 0 1 9 11 33 83


Statistics updated 2025-11-08