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 1 40 0 0 1 166
Back to the Future: A Long Term Solution to the Occupational Pensions Crisis 0 0 0 18 0 1 2 64
Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features 0 0 1 72 0 1 4 186
Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options 0 0 0 0 1 3 9 805
Harmful Diversification: Evidence from Alternative Investments 0 0 0 8 0 0 8 31
Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data 0 0 0 0 1 1 3 578
Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate 0 1 1 22 1 2 4 152
Loan Loss Provision by International Banks: Estimation, Determinants and Evidence 0 0 0 0 0 1 6 906
Market Regulation in a Dynamic Environment 1 2 2 53 1 2 4 167
Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria 0 0 0 49 0 0 4 137
Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price 0 0 0 0 2 2 4 79
Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price 0 0 0 4 0 1 10 51
Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011 0 0 1 19 0 0 3 27
Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes 0 0 1 18 1 2 6 31
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 1 297
Should Defined Benefit Pension Schemes be Career Average or Final Salary? 0 0 0 113 0 0 2 319
Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? 0 0 0 8 0 0 2 10
The Application of Operations Research Techniques to Financial Markets 0 0 0 0 1 1 3 3,015
The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk 0 0 0 0 2 3 11 2,412
The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options 0 0 0 0 0 1 3 737
The Performance of Covered Calls and Protective Puts 0 0 0 0 0 2 5 1,437
Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios 0 0 0 23 1 1 4 31
Valuing Medieval Annuities: Were Corrodies Underpriced? 0 0 0 11 0 2 7 59
Total Working Papers 1 3 7 458 12 27 106 11,697


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 1 1 4 2 3 9 21
Asset–liability modelling and pension schemes: the application of robust optimization to USS 0 0 0 1 0 0 0 7
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures 0 0 1 9 0 1 3 96
Black–Scholes versus artificial neural networks in pricing FTSE 100 options 0 0 0 0 0 3 3 3
Book Reviews 0 0 0 0 0 0 1 11
Designing Secondary School Catchment Areas Using Goal Programming 0 0 1 22 0 0 4 80
Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence 0 0 4 11 1 2 8 35
Harmful diversification: Evidence from alternative investments 0 0 4 6 0 1 20 41
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection 0 1 1 1 2 7 8 8
Inflation and Prisoner's Dilemmas 0 0 0 1 0 0 1 12
Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension 0 0 0 0 0 0 0 174
Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate 0 2 2 9 0 2 3 36
Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure 0 0 0 0 0 2 10 630
Market Maker Performance: The Search for Fair Weather Market Makers 0 0 0 31 0 0 2 118
Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria 0 0 0 1 0 1 1 7
Optimal vs naïve diversification in cryptocurrencies 0 0 2 3 1 4 18 32
Options trading when the underlying market is not transparent 0 0 0 0 0 0 0 1
Over the moon or sick as a parrot? The effects of football results on a club's share price 0 0 2 19 4 9 31 125
PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS 1 2 2 2 1 4 6 43
Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance 0 0 0 0 0 0 0 5
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 0 0 1 2 0 0 5 25
Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options 0 0 0 1 0 0 1 7
Socially responsible investment portfolios: Does the optimization process matter? 0 2 5 6 2 7 14 24
The Effect of Futures Market Volume on Spot Market Volatility 0 1 1 1 0 1 2 3
The First Round of the Keynesian Regional Income Multiplier 0 0 0 0 0 0 1 237
The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange 0 0 1 1 0 0 3 3
The cult of the equity for pension funds: should it get the boot? 0 0 0 34 0 0 2 116
The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk 0 0 0 8 0 1 5 41
The performance of covered calls 0 1 10 397 1 3 19 1,400
The role of customer awareness in promoting firm sustainability and sustainable supply chain management 0 1 2 2 0 3 10 10
The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models 0 0 0 2 0 0 2 5
Trade Transparency and the London Stock Exchange 0 0 0 36 0 2 5 119
Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios 0 0 0 6 0 0 5 40
Valuing medieval annuities: Were corrodies underpriced? 0 0 0 14 0 0 2 104
Total Journal Articles 1 11 40 630 14 56 204 3,619


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 0 0 0 3 5
Total Books 0 0 0 0 0 0 3 5


Statistics updated 2021-01-03