Dr Dirk Nitzsche

Senior Lecturer in Finance; Course Director of the MSc in Quantitative Finance; Associate Dean for Internationalisation; Module Leader – Derivatives and Risk Management

Dirk joined Cass Business School as Senior Lecturer in Finance in October 2004.

After completing his Ph.D. at the University of Newcastle, he worked in the Department of Economics at the University of Newcastle between 1994 and 1997, before joining City University Business School in London in 1997, and Imperial College Business School in London in 1998.

Dirk has written numerous articles in refereed journals, and recently co-authored 3 textbooks in finance: Investment: Spot and Derivative Markets (2001), Financial Engineering: Derivatives and Risk Management (2001), and Quantitative Financial Economics (2nd edition) (2004). In 2008, the second edition of his Investment textbook was published.

His research interests include asset-pricing and efficiency of financial markets. Most recently, he has been analysing the performance of unit trusts and hedge funds.

Research topics

  • Persistence in Mutual Fund Performance in the US and other countries
  • Analysing the performance of the investment trust industry in the UK

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