Nick Motson

City University London - Bayes Business School

Associate Professor

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

  • City University London - Bayes Business School

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 9,845

SSRN RANKINGS

Top 9,845

in Total Papers Downloads

10,008

TOTAL CITATIONS

22

Scholarly Papers (11)

Actions:
Email selected abstracts
1.

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 2,097 (16,265)
Citation 5

Abstract:

Loading...

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

2.

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 of London - Bayes Business School and City University London - Bayes Business School
Downloads 1,782 (21,051)
Citation 3

Abstract:

Loading...

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

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 1,397 (30,395)
Citation 2

Abstract:

Loading...

Diversification, rebalancing, volatility pumping

4.

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 1,123 (41,874)
Citation 1

Abstract:

Loading...

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

5.

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 1,117 (42,228)
Citation 1

Abstract:

Loading...

Hedge fund performance, Size, Age

6.

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

Number of pages: 55 Posted: 17 Nov 2014
Andrew Clare, Nick Motson, Richard Payne and Steve Thomas
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 1,066 (45,058)
Citation 2

Abstract:

Loading...

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 600 (97,044)

Abstract:

Loading...

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 535 (112,148)
Citation 2

Abstract:

Loading...

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 of London - Bayes Business School and City University London - Bayes Business School
Downloads 170 (375,759)
Citation 2

Abstract:

Loading...

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 of London - Bayes Business School and City University London - Bayes Business School
Downloads 121 (496,072)
Citation 4

Abstract:

Loading...

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 of London - Bayes Business School and City University London - Bayes Business School

Abstract:

Loading...

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