D. Nitzsche

Finance · 2001–2007

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 36 citations into it
• Economics and Econometrics — 29 citations into it
• Accounting — 18 citations into it

Whom D. Nitzsche trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Russ Wermers
2. Eugene F. Fama
3. Dimitris Nicolas Politis
4. Nicholas Barberis
5. L. Barras
6. Wei Jiang

Papers from D. Nitzsche's perspective

Ordered by how strongly the researchers D. Nitzsche trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (Journal of Financial and Quantitative Analysis)
2. Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses
3. The Persistence of Mutual Fund Performance
4. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
5. Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence
6. Mutual Fund Flows and Performance in Rational Markets (Journal of Political Economy)
7. Common risk factors in the returns on stocks and bonds
8. The stationary bootstrap
9. Evaluating Mutual Fund Performance
10. A direct approach to false discovery rates

Their papers

• UK Stock Returns and the Impact of Domestic Monetary Policy Shocks (2007) — 111 citations
• Mutual Fund Performance: Skill or Luck? (2005) — 217 citations
• Financial Engineering: Derivatives and Risk Management (2001) — 58 citations