Nick Motson

City University London - Bayes Business School

Associate Professor

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 7,321

SSRN RANKINGS

Top 7,321

in Total Papers Downloads

8,758

SSRN CITATIONS
Rank 43,544

SSRN RANKINGS

Top 43,544

in Total Papers Citations

5

CROSSREF CITATIONS

11

Scholarly Papers (12)

1.

The Gross Truth About Hedge Fund Performance and Risk: The Impact of Incentive Fees

Number of pages: 20 Posted: 19 Nov 2007
Chris Brooks, Andrew Clare and Nick Motson
University of Bristol - School of Economics, Finance and Management, City, University of London - Bayes Business School and City University London - Bayes Business School
Downloads 1,661 (15,204)
Citation 3

Abstract:

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hedge fund, returns, alpha, beta, fees, performance

2.

An Evaluation of Alternative Equity Indices - Part 1: Heuristic and Optimised Weighting Schemes

Number of pages: 41 Posted: 01 Apr 2013
Andrew Clare, Nick Motson and Steve Thomas
City, University of London - Bayes Business School, City University London - Bayes Business School and City University London - The Business School
Downloads 1,643 (15,460)
Citation 5

Abstract:

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Alternative equity indices, risk-adjusted performance, Monte Carlo simulation

3.

Diversification Returns, Rebalancing Returns and Volatility Pumping

Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 08 Feb 2016
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 (24,645)
Citation 2

Abstract:

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Diversification, rebalancing, volatility pumping

4.

Are Investors Better Off with Small Hedge Funds in Times of Crisis?

Number of pages: 27 Posted: 14 Jul 2015
Andrew Clare, Dirk Nitzsche and Nick Motson
City, University of London - Bayes Business School, City University London - The Business School and City University London - Bayes Business School
Downloads 985 (32,851)
Citation 1

Abstract:

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Hedge fund performance, Size, Age

5.

Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?

Number of pages: 55 Posted: 17 Nov 2014
City, University of London - Bayes Business School, City University London - Bayes Business School, City University London - The Business School and City University London - The Business School
Downloads 982 (33,001)
Citation 2

Abstract:

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6.

An Evaluation of Alternative Equity Indices - Part 2: Fundamental Weighting Schemes

Number of pages: 27 Posted: 01 Apr 2013 Last Revised: 02 Apr 2013
Steve Thomas, Andrew Clare and Nick Motson
City University London - The Business School, City, University of London - Bayes Business School and City University London - Bayes Business School
Downloads 900 (37,320)

Abstract:

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Fundamentally-weighted equity indices, risk-adjusted performance, Monte Carlo simulation

7.

Was 2016 the Year of the Monkey?

Number of pages: 18 Posted: 22 Feb 2017
Andrew Clare, Nick Motson and Steve Thomas
City, University of London - Bayes Business School, City University London - Bayes Business School and City University London - The Business School
Downloads 539 (73,097)

Abstract:

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Market capitalisation-weighted indices, Alternative equity indices, Smart Beta

8.

How Many Alternative Eggs Should You Put in Your Investment Basket?

Number of pages: 19 Posted: 15 Jul 2008 Last Revised: 27 Aug 2008
Andrew Clare and Nick Motson
City, University of London - Bayes Business School and City University London - Bayes Business School
Downloads 496 (80,992)
Citation 2

Abstract:

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Alternative asset classes, portfolio diversification, diversifiable risk

9.

The Case for Integrating ESG into Fixed Income Portfolios

Number of pages: 35 Posted: 18 Jul 2022
Andrew Clare, Aneel Keswani and Nick Motson
City, University of London - Bayes Business School, Faculty of Finance, Cass Business School, City University, London and City University London - Bayes Business School
Downloads 226 (191,991)

Abstract:

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ESG, fixed income portfolios

10.

Do UK Retail Investors Buy at the Top and Sell at the Bottom?

Number of pages: 22 Posted: 05 Feb 2016
Andrew Clare and Nick Motson
City, University of London - Bayes Business School and City University London - Bayes Business School
Downloads 106 (348,833)
Citation 2

Abstract:

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investor timing, mutual fund performance, fund cash flows

11.

Locking in the Profits or Putting It All on Black? An Empirical Investigation into the Risk-Taking Behaviour of Hedge Fund Managers

Number of pages: 41 Posted: 18 Feb 2009
Andrew Clare and Nick Motson
City, University of London - Bayes Business School and City University London - Bayes Business School
Downloads 16 (734,677)
Citation 4

Abstract:

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hedge fund, risk, fees, high-water mark, portfolio choice

12.

Locking in the Profits or Putting it All on Black? An Investigation into the Risk-Taking Behaviour of Hedge Fund Managers

Journal of Alternative Investments, Vol. 12, No. 2, 2009
Posted: 27 Nov 2008 Last Revised: 08 Oct 2009
Andrew Clare and Nick Motson
City, University of London - Bayes Business School and City University London - Bayes Business School

Abstract:

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hedge fund, risk, return, fees, performance, high-water mark, agency conflicts, benchmarking, portfolio choice