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 6 8 179
Back to the Future: A Long Term Solution to the Occupational Pensions Crisis 0 0 0 20 0 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 1 1 1 830
Harmful Diversification: Evidence from Alternative Investments 0 0 0 8 2 7 9 52
Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data 0 0 0 0 2 4 5 586
Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate 0 0 0 22 3 5 5 159
Loan Loss Provision by International Banks: Estimation, Determinants and Evidence 0 0 0 0 0 0 1 915
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 1 1 3 144
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 1 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 7 10 85
Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011 0 0 0 19 2 4 5 41
Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes 0 0 0 18 1 2 2 38
Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options 0 0 0 0 1 1 1 303
Should Defined Benefit Pension Schemes be Career Average or Final Salary? 0 0 0 114 4 5 5 333
Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? 0 0 0 9 0 1 2 17
The Application of Operations Research Techniques to Financial Markets 0 0 0 0 1 1 3 3,025
The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk 0 0 0 0 2 3 6 2,475
The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options 0 0 0 0 1 1 1 746
The Performance of Covered Calls and Protective Puts 0 0 0 0 0 2 3 1,444
Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios 0 0 0 23 38 42 43 79
Valuing Medieval Annuities: Were Corrodies Underpriced? 0 0 0 11 1 2 2 70
Total Working Papers 0 0 2 469 63 97 127 12,048


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 5 24 1 4 16 85
Asset–liability modelling and pension schemes: the application of robust optimization to USS 0 0 0 2 2 3 4 20
Asset–liability models and the Chinese basic pension fund 0 0 0 4 0 2 4 16
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures 0 0 0 9 0 0 1 103
Black–Scholes versus artificial neural networks in pricing FTSE 100 options 0 0 1 10 0 2 4 38
Book Reviews 0 0 0 0 0 2 3 17
Designing Secondary School Catchment Areas Using Goal Programming 0 0 0 23 0 1 1 82
Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence 0 0 1 16 8 9 12 62
Harmful diversification: Evidence from alternative investments 0 0 4 25 1 7 18 134
Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach 0 0 0 8 2 3 7 30
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection 1 1 1 9 2 6 11 44
Inflation and Prisoner's Dilemmas 0 0 0 1 0 2 5 18
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 2 3 3 3
Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate 0 0 0 9 0 2 2 41
Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure 0 0 0 0 0 3 7 643
Market Maker Performance: The Search for Fair Weather Market Makers 0 0 0 33 0 1 2 129
Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria 0 0 1 2 3 5 6 17
Optimal vs naïve diversification in cryptocurrencies 0 2 3 18 3 6 11 86
Options trading when the underlying market is not transparent 0 0 0 0 0 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 3 8 194
PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS 0 2 2 9 3 8 11 80
Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance 0 0 0 0 1 3 5 10
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 0 0 0 2 0 3 6 38
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 3 3 13
Single-stage portfolio optimization with automated machine learning for M6 0 0 0 0 4 8 8 8
Socially responsible investment portfolios: Does the optimization process matter? 0 0 1 25 2 2 7 92
The Effect of Futures Market Volume on Spot Market Volatility 0 0 0 11 1 1 3 25
The First Round of the Keynesian Regional Income Multiplier 0 0 0 0 2 3 5 242
The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange 0 0 0 1 2 3 3 7
The cult of the equity for pension funds: should it get the boot? 0 0 0 34 0 4 5 122
The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 0 0 3 7 6 10 19 30
The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk 0 0 1 13 0 1 5 63
The performance of covered calls 0 1 11 444 11 17 31 1,520
The role of customer awareness in promoting firm sustainability and sustainable supply chain management 0 0 1 14 2 7 22 133
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models 0 0 0 2 1 1 2 8
Trade Transparency and the London Stock Exchange 0 0 0 37 0 2 3 128
Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios 0 0 0 7 1 3 5 50
Valuing medieval annuities: Were corrodies underpriced? 0 0 0 14 4 7 12 124
What determines the asset allocation of defined benefit pension funds? 0 0 0 5 1 6 9 21
Why are pension schemes frozen, and how does a freeze affect the Employer's risk? 1 1 1 1 2 3 9 10
Total Journal Articles 2 7 38 858 69 160 301 4,665
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 1 2 17
Transparency and Fragmentation 0 0 0 0 0 5 7 15
Total Books 0 0 0 1 0 6 11 49


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 1 1 1
Activities 0 0 0 0 1 2 2 5
Annuities 0 0 0 0 0 1 7 10
Basic Analysis of Relative Volatility 0 0 0 0 2 2 2 2
Conclusions 0 0 0 0 0 1 1 1
Corporate Finance and Pension Schemes 0 0 0 0 0 0 0 1
Cryptocurrency Portfolios Using Heuristics 0 0 0 0 4 5 6 9
Empirical Analysis 0 0 0 0 0 0 1 1
Executive Summary and Policy Implications 0 0 0 0 1 1 1 1
Fragmentation and Consolidation 0 0 0 0 0 0 1 6
GARCH Analysis of Switchers 0 0 0 0 1 2 3 5
Interviews 0 0 0 0 0 0 0 3
Introduction 0 0 0 0 2 2 2 6
Introduction and Overview 0 0 0 0 1 1 1 2
Introduction to Pension Schemes 0 0 0 0 0 2 2 7
Investment by Pension Funds 0 0 0 0 0 1 1 1
Literature Review 0 0 0 0 1 2 3 7
Market-Switching Stocks 0 0 0 0 1 1 3 4
Over the Counter (OTC) Markets 0 0 0 0 1 1 1 7
Policy Responses to Fragmentation 0 0 0 0 0 0 0 0
Preliminary Data Analysis 0 0 0 0 1 1 3 5
Regression Analyses with Multiple Variables 0 0 0 1 0 2 5 7
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 1 2 2
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 3 6 7 10
Total Chapters 0 0 0 1 19 35 57 109


Statistics updated 2026-01-09