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Options Trading when the Underlying Market is Not Transparent
Board, John; Sutcliffe, Charles - In: The journal of futures markets 18 (1998) 2, pp. 225
Persistent link: https://www.econbiz.de/10007359315
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Forty Years of Normative Portfolio Theory: Issues, Controversies and Misconceptions
Frankfurter, George M.; Phillips, Herbert E.; … - In: Accounting and business research : a research quarterly … 28 (1997) 1, pp. 87
Persistent link: https://www.econbiz.de/10006202203
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PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS
Chen, Fei; Sutcliffe, Charles - In: International journal of intelligent systems in … 19 (2012) 2, pp. 128-150
Persistent link: https://www.econbiz.de/10009979586
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Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures
Chen, Fei; Sutcliffe, Charles - In: The European journal of finance 18 (2012) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10009980920
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Pricing and hedging short sterling options using neural networks
Chen, Fei; Sutcliffe, Charles - In: Intelligent systems in accounting finance and … 19 (2012) 2, pp. 128-149
Persistent link: https://www.econbiz.de/10010005093
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Applying Operations Research Techniques to Financial Markets - Many OR techniques have proved useful in financial markets.
Board, John; Sutcliffe, Charles; Ziemba, William T. - In: Interfaces : the INFORMS journal on the practice of … 33 (2003) 2, pp. 12-24
Persistent link: https://www.econbiz.de/10006256393
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Is the Forward Rate for the Greek Drachma Unbiased ? A VECM Analysis with Both Overlapping and Non-Overlapping Data
Zacharatos, Nikolaos; Sutcliffe, Charles - In: Journal of financial management and analysis : … 15 (2002) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10007164631
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Problems Encountered when Using High Frequency Financial Market Data : Suggested Solutions
Gwilym, Owain ap; Sutcliffe, Charles - In: Journal of financial management and analysis : … 14 (2001) 1, pp. 38-51
Persistent link: https://www.econbiz.de/10007169203
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The Relative Volatility of the Markets in Equities and Index Futures
Board, John; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 22 (1995) 2, pp. 201-224
Persistent link: https://www.econbiz.de/10007009028
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Quantitative Non-Financial Information and Income Measures: The Case of Long Term Contracts
Rees, William; Sutcliffe, Charles - In: Journal of business finance & accounting : JBFA 21 (1994) 3, pp. 331-348
Persistent link: https://www.econbiz.de/10007014195