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Financial engineering : derivatives and risk management

Cuthbertson, Keith; Nitzsche, Dirk - 2001

Persistent link: https://www.econbiz.de/10001532072

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

Capital allocation

Cuthbertson, Keith; Nitzsche, Dirk - In: The professional risk managers' guide to finance theory …, (pp. 103-128). 2008

Persistent link: https://www.econbiz.de/10003677820

Can UK pension fund managers time the market?

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

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

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

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

Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry

Cuthbertson, Keith - 2010

We investigate the performance of the German equity mutual fund industry over 20 years (monthly data 1990-2009) using the false discovery rate (FDR) to examine both model selection and performance measurement. When using the Fama-French three factor (3F) model (with no market timing) we find at...

Persistent link: https://www.econbiz.de/10013138161

How skilful are US fixed-income fund managers?

Clare, Andrew D.; Cuthbertson, Keith; Nitzsche, Dirk; … - In: International review of financial analysis 74 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012803822

UK mutual funds : performance persistence and portfolio size

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: The journal of asset management : a major new, … 24 (2023) 4, pp. 284-298

Persistent link: https://www.econbiz.de/10014325365