Keith Cuthbertson

Affiliation not provided to SSRN
SCHOLARLY PAPERS

17

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19

CROSSREF CITATIONS

58

Scholarly Papers (17)

1.

Mutual Fund Performance

Number of pages: 86 Posted: 19 Jan 2007
Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan
City University London - The Business School, affiliation not provided to SSRN and University College Cork
Downloads 7,204 (1,313)
Citation 24

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Mutual fund performance, persistence, smart money

2.

Mutual Fund Performance: Skill or Luck?

Journal of Empirical Finance, 2008, Vol. 15, Issue 4, pp. 613-634.
Number of pages: 48 Posted: 15 Feb 2005 Last Revised: 27 May 2013
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 2,441 (8,162)
Citation 16

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Mutual fund performance, bootstrapping, fama-french model

3.

Diversification Returns, Rebalancing Returns and Volatility Pumping

Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 08 Feb 2016
Keith Cuthbertson, Simon Hayley, Nick Motson and Dirk Nitzsche
affiliation not provided to SSRN, City University London - Bayes Business School (formerly Cass), City University London - Bayes Business School and City University London - The Business School
Downloads 1,204 (24,615)
Citation 2

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Diversification, rebalancing, volatility pumping

Monetary Policy and Behavioral Finance

Cass Business School Research Paper
Number of pages: 42 Posted: 10 Oct 2006
Stuart Hyde, Keith Cuthbertson and Dirk Nitzsche
Alliance Manchester Business School - University of Manchester, affiliation not provided to SSRN and City University London - The Business School
Downloads 861 (39,110)

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Monetary policy, behavioral finance, financial markets

Monetary Policy and Behavioral Finance

Journal of Economic Surveys, Vol. 21, No. 5, pp. 935-969, December 2007
Number of pages: 35 Posted: 17 Oct 2007
Stuart Hyde, Keith Cuthbertson and Dirk Nitzsche
Alliance Manchester Business School - University of Manchester, affiliation not provided to SSRN and City University London - The Business School
Downloads 27 (667,009)

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5.

The Market Timing Ability of UK Equity Mutual Funds

Number of pages: 26 Posted: 19 Jan 2007
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 747 (47,984)
Citation 1

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Mutual funds performance, market timing

6.

False Discoveries: Winners and Losers in Mutual Fund Performance

Number of pages: 36 Posted: 15 Feb 2008
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 600 (63,779)
Citation 2

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Mutual fund performance, false discovery rate

7.

Resurrecting the C-Capm: Empirical Evidence from France and Germany

Number of pages: 15 Posted: 16 May 2003
Stuart Hyde and Keith Cuthbertson
Alliance Manchester Business School - University of Manchester and affiliation not provided to SSRN
Downloads 473 (85,564)
Citation 1

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Habit Persistence, Volatility Bounds, Risk Aversion, Sharpe Ratio

8.

An Empirical Investigation into the Performance of UK Pension Fund Managers

Number of pages: 21 Posted: 12 Jan 2009
Andrew Clare, Keith Cuthbertson and Dirk Nitzsche
City, University of London - Bayes Business School, affiliation not provided to SSRN and City University London - The Business School
Downloads 423 (97,562)

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9.

A Review of Behavioural and Management Effects in Mutual Fund Performance

Forthcoming, International Review of Financial Analysis
Number of pages: 43 Posted: 29 Jan 2016
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 351 (120,552)
Citation 1

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Mutual fund performance, fund characteristics, manager characteristics, manager behavior biases

10.

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

Number of pages: 42 Posted: 17 Sep 2010
Keith Cuthbertson and Dirk Nitzsche
affiliation not provided to SSRN and City University London - The Business School
Downloads 283 (151,291)
Citation 1

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Mutual fund performance, false discovery rate

11.

Investment Funds: What Next?

Quantitative and Qualitative Analysis in the Social Sciences, Vol. 2, Issue 2, pp. 45-62.
Number of pages: 18 Posted: 25 May 2013
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 84 (403,303)

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Mutual fund performance, hedge funds, persistence

12.

Mutual Fund Performance Persistence: Factor Models and Portfolio Size

International Review of Financial Analysis, Vol. 81, 2022
Number of pages: 38 Posted: 07 Jun 2022
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 36 (593,386)

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Mutual fund performance persistence, factor models, portfolio size.

13.

Mutual Fund Performance: Measurement and Evidence

Financial Markets, Institutions & Instruments, Vol. 19, Issue 2, pp. 95-187, May 2010
Number of pages: 93 Posted: 19 Apr 2010
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 8 (808,426)
Citation 1

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14.

False Discoveries in UK Mutual Fund Performance

European Financial Management, Vol. 18, Issue 3, pp. 444-463, 2012
Number of pages: 20 Posted: 19 May 2012
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 4 (874,666)
Citation 1

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Mutual fund performance, false discovery rate

15.

The Market Timing Ability of UK Mutual Funds

Journal of Business Finance & Accounting, Vol. 37, Issue 1-2, pp. 270-289, January/March 2010
Number of pages: 20 Posted: 02 Feb 2010
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 3 (861,806)

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16.

How Skilful are US Fixed-Income Fund Managers?

International Review of Financial Analysis, Vol. 74, No. 101673, 2021
Posted: 18 Nov 2021
Andrew Clare, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
City, University of London - Bayes Business School, affiliation not provided to SSRN, City University London - The Business School and University College Cork

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Mutual Fund Bond Performance; False Discovery Rates

17.

Market and Style Timing: German Equity and Bond Funds

European Financial Management, Vol. 22, Issue 4, pp. 667-696, 2016
Number of pages: 30 Posted: 02 Sep 2016
Keith Cuthbertson, Simon Hayley and Dirk Nitzsche
affiliation not provided to SSRN, City University London - Bayes Business School (formerly Cass) and City University London - The Business School
Downloads 0 (905,910)

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mutual funds performance, market timing