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Financial engineering : derivatives and risk management

Cuthbertson, Keith; Nitzsche, Dirk - 2001

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

An independent error feedback model of UK company sector asset demands

Barr, David G.; Cuthbertson, Keith - 1989

Persistent link: https://www.econbiz.de/10000783448

The determination of liquid asset holdings of the UK personal sector

Cuthbertson, Keith - In: The Manchester School of Economic and Social Studies 58 (1990) 4, pp. 348-360

Persistent link: https://www.econbiz.de/10001122422

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

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