Dr Dirk Nitzsche
Senior Lecturer in Finance; Associate Dean for International Relations; Module Leader – Derivatives and Risk Management
Dr Dirk Nitzsche is a senior lecturer in finance at Bayes Business School (formerly Cass). He’s also Module Leader for the ‘Derivatives and Risk Management’ course of our online MSc in Global Finance.
Dr Nitzsche has written numerous articles in refereed journals and has co-authored several finance textbooks.
His research interests are in empirical area of asset pricing and asset management, in particular the performance of mutual funds and hedge funds.
His recent research addresses questions about the performance of mutual funds, especially whether performance can be explained by luck or skill and calculations of the False Discovery Rate.
Areas of expertise
- Asset pricing
- Financial markets
- Fund management
- Pension funds
Cuthbertson, K., Nitzsche, D. and O'Sullivan, N. (2019). Derivatives Theory and Practice. John Wiley & Sons. ISBN 978-1-119-59559-5.
Afonin, A., Bredin, D., Cuthbertson, K., Muckley, C. and 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. and 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.
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