City Research Online

Items where City Author is "Nitzsche, D."

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Number of items: 14.

Article

Cuthbertson, K. ORCID: 0000-0003-2004-2630, Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N. (2023). UK mutual funds: performance persistence and portfolio size. Journal of Asset Management, 24(4), pp. 284-298. doi: 10.1057/s41260-023-00310-7

Cuthbertson, K., Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N. (2022). Mutual fund performance persistence: Factor models and portfolio size. International Review of Financial Analysis, 81, article number 102133. doi: 10.1016/j.irfa.2022.102133

Clare, A. ORCID: 0000-0002-4180-6778, Cuthbertson, K. ORCID: 0000-0003-2004-2630, Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N. (2021). How skilful are US fixed-income fund managers?. International Review of Financial Analysis, 74, article number 101673. doi: 10.1016/j.irfa.2021.101673

Afonin, A., Bredin, D., Cuthbertson, K. ORCID: 0000-0003-2004-2630 , Muckley, C. B. & Nitzsche, D. (2018). Carbon portfolio management. International Journal of Finance and Economics, 23(4), pp. 349-361. doi: 10.1002/ijfe.1620

Bathia, D., Bredin, D. & Nitzsche, D. (2016). International Sentiment Spillovers in Equity Returns. International Journal of Finance and Economics, 21(4), pp. 332-359. doi: 10.1002/ijfe.1549

Cuthbertson, K., Hayley, S., Motson, N. & Nitzsche, D. (2016). What Does Rebalancing Really Achieve?. International Journal of Finance & Economics, 21(3), pp. 224-240. doi: 10.1002/ijfe.1545

Cuthbertson, K., Nitzsche, D. & O'Sullivan, N. (2016). A review of behavioural and management effects in mutual fund performance. International Review of Financial Analysis, 44, pp. 162-176. doi: 10.1016/j.irfa.2016.01.016

Bredin, D., Cuthbertson, K., Nitzsche, D. & Thomas, D. C. (2014). Performance and performance persistence of UK closed-end equity funds. International Review of Financial Analysis, 34, pp. 189-199. doi: 10.1016/j.irfa.2014.05.011

Clare, A., Nitzsche, D. & Sherman, M. (2013). Mutual fund performance and management location. Journal of Asset Management, 14(6), pp. 336-353. doi: 10.1057/jam.2013.23

Cuthbertson, K. & Nitzsche, D. (2013). Winners and losers: German equity mutual funds. European Journal of Finance, 19(10), pp. 951-963. doi: 10.1080/1351847x.2012.684098

Cuthbertson, K. & Nitzsche, D. (2013). Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry. Journal of Empirical Finance, 21(1), pp. 86-101. doi: 10.1016/j.jempfin.2012.12.002

Cuthbertson, K., Nitzsche, D. & O'Sullivan, N. (2010). Mutual fund performance: Measurement and evidence. Financial Markets, Institutions and Instruments, 19(2), pp. 95-187. doi: 10.1111/j.1468-0416.2010.00156.x

Working Paper

Cuthbertson, K., Nitzsche, D. & O'Sullivan, N. (2008). False Discoveries: Winners and Losers in Mutual Fund Performance. London: SSRN.

Cuthbertson, K., O'Sullivan, N. & Nitzsche, D. (2007). The Market Timing Ability of UK Equity Mutual Funds. SSRN.

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