Keith Cuthbertson

Affiliation not provided to SSRN
SCHOLARLY PAPERS

14

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Top 21,226

in Total Papers Citations

31

CROSSREF CITATIONS

32

Scholarly Papers (14)

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 7,498 (1,753)
Citation 24

Abstract:

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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 2,621 (10,155)
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, Bayes Business School (formerly Cass), City, University of London, City University London - Bayes Business School and City University London - The Business School
Downloads 1,349 (28,459)
Citation 2

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Diversification, rebalancing, volatility pumping

4.

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 897 (51,016)
Citation 1

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Monetary policy, behavioral finance, financial markets

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 774 (62,348)
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 630 (81,157)
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 490 (110,996)
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 459 (119,954)
Citation 1

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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 399 (141,195)
Citation 4

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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 304 (189,633)
Citation 1

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Mutual fund performance, false discovery rate

11.

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 160 (348,089)
Citation 2

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Mutual fund performance persistence, factor models, portfolio size.

12.

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 113 (456,922)

Abstract:

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Mutual fund performance, hedge funds, persistence

13.

UK Mutual Funds: Performance Persistence and Portfolio Size

Forthcoming, Journal of Asset Management
Number of pages: 33 Posted: 25 Jan 2023
Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan
affiliation not provided to SSRN, City University London - The Business School and University College Cork
Downloads 82 (564,997)

Abstract:

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Mutual fund performance persistence, factor models, portfolio size

14.

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