Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures

Fei Chen , Charles Sutcliffe
European Journal of Finance 18 ( 6) 575 -595

18
2012
Asset–liability modelling and pension schemes: the application of robust optimization to USS

Emmanouil Platanakis , Charles Sutcliffe
European Journal of Finance 23 ( 4) 324 -352

24
2017
Executive Summary and Policy Implications

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 1 -4

2002
The Recognised Investment Exchanges

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 33 -50

2002
Policy Responses to Fragmentation

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 141 -178

2002
Fragmentation and Consolidation

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 51 -100

3
2002
The Regulation of Transparency

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 207 -239

2002
Theory and Results on Transparency

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 179 -206

2002
Over the Counter (OTC) Markets

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 240 -253

2002
A New Regulatory Framework

John Board , Charles Sutcliffe , Stephen Wells , John Board
Transparency and Fragmentation 254 -261

4
2002
32
2013
What determines the out-of-home placement of children in the USA?

Kish Bhatti-Sinclair , Charles Sutcliffe
Children and Youth Services Review 34 ( 9) 1749 -1755

52
2012
Optimal vs naïve diversification in cryptocurrencies

Emmanouil Platanakis , Charles Sutcliffe , Andrew Urquhart
Economics Letters 171 93 -96

49
2018
Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011

Emmanouil Platanakis , Charles Sutcliffe
Insurance Mathematics & Economics 69 14 -28

8
2016
Truncated income multipliers and local income generation over time

M. Thea Sinclair , Charles Sutcliffe
Applied Economics 21 ( 12) 1621 -1630

6
1989
Basic Analysis of Relative Volatility

John Board , Alfonso Dufour , Yusuf Hartavi , Charles Sutcliffe
Risk and Trading on London’s Alternative Investment Market 54 -57

2015
Activities

John Board , Alfonso Dufour , Yusuf Hartavi , Charles Sutcliffe
Risk and Trading on London’s Alternative Investment Market 3 -4

2015
Relative Risk Allowing for Size, Age or Liquidity

John Board , Alfonso Dufour , Yusuf Hartavi , Charles Sutcliffe
Risk and Trading on London’s Alternative Investment Market 58 -63

2015
GARCH Analysis of Switchers

John Board , Alfonso Dufour , Yusuf Hartavi , Charles Sutcliffe
Risk and Trading on London’s Alternative Investment Market 83 -86

2015