Similar Search Results

The industry response to macroeconomic shocks in the UK, Germany and France and the convergence debate

Cuthbertson, Keith; Hayes, Simon; Hyde, Stuart - In: The economic and social review 29 (1998) 4, pp. 383-401

Persistent link: https://www.econbiz.de/10001538424

Diversification Returns, Rebalancing Returns and Volatility Pumping

Cuthbertson, Keith - 2016

There is now a substantial literature on the effects of rebalancing on portfolio performance. It is widely argued in the theoretical literature that rebalanced strategies are inherently likely to generate greater terminal wealth than unrebalanced strategies, although empirical studies do not...

Persistent link: https://www.econbiz.de/10013007304

Winners and losers : German equity mutual funds

Cuthbertson, Keith; Nitzsche, Dirk - In: The European journal of finance 19 (2013) 9/10, pp. 951-963

Persistent link: https://www.econbiz.de/10010245646

False discoveries in UK mutual fund performance

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: European financial management : the journal of the … 18 (2012) 3, pp. 444-463

Persistent link: https://www.econbiz.de/10009672263

Can UK pension fund managers time the market?

Clare, Andrew D.; Cuthbertson, Keith; Nitzsche, Dirk; … - 2008

Persistent link: https://www.econbiz.de/10003741002

Performance and performance persistence of UK closed-end equity funds

Bredin, Donal; Cuthbertson, Keith; Nitzsche, Dirk; … - In: International review of financial analysis 34 (2014), pp. 189-199

Persistent link: https://www.econbiz.de/10010529040

Market and style timing : German equity and bond funds

Cuthbertson, Keith; Hayley, Simon; Nitzsche, Dirk - In: European financial management : the journal of the … 22 (2016) 4, pp. 667-696

Persistent link: https://www.econbiz.de/10011713079

A review of behavioural and management effects in mutual fund performance

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: International review of financial analysis 44 (2016), pp. 162-176

Persistent link: https://www.econbiz.de/10011623986

What does rebalancing really achieve?

Cuthbertson, Keith; Hayley, Simon; Motson, Nick; … - In: International journal of finance & economics : IJFE 21 (2016) 3, pp. 224-240

Persistent link: https://www.econbiz.de/10011560500

Mutual fund performance persistence : factor models and portfolio size

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: International review of financial analysis 81 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013411047