Nick Motson

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 5,622

in Total Papers Downloads

7,374

CITATIONS
Rank 28,753

SSRN RANKINGS

Top 28,753

in Total Papers Citations

8

Scholarly Papers (11)

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 Reading - ICMA Centre, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 1,535 (10,832)
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 London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 1,335 (13,559)

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
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 931 (23,351)

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 London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 907 (24,271)

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 London - Sir John Cass Business School, City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 883 (25,274)

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 - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 778 (30,152)

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 London - Sir John Cass Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 482 (56,602)

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 London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 464 (59,371)

Abstract:

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Alternative asset classes, portfolio diversification, diversifiable risk

9.

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 London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 56 (360,756)
Citation 1

Abstract:

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investor timing, mutual fund performance, fund cash flows

10.

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 London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 3 (612,011)
Citation 4

Abstract:

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

11.

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 London - Sir John Cass Business School and City University London - Sir John Cass Business School

Abstract:

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