Keith Cuthbertson has been Professor of Finance at the Cass Business School, City University, London, since October 2004 and previously he was at Tanaka Business School, Imperial College, London. He also holds visiting positions at the universities of Bordeaux IV, and Mexico (UNAM).
He was the Bundesbank visiting professor at the Freie University Berlin, has worked in H.M. Treasury, the National Institute of Economic Research (London) and as a consultant on financial markets at the Bank of England, the State Bank Vietnam (SBV) and City institutions. He was a visiting scholar at the Board of Governors of the Federal Reserve (Washington), is joint managing editor of the International Journal of Money and Finance and a committee member of the ESRC Money Macro and Finance Group.
His current research interests include, mutual fund, hedge fund and closed end fund performance, and behavioural finance applied to asset returns and forecastability. He has published over 60 articles in international journals including Oxford Bulletin of Economics and Statistics, Economic Journal, Journal of Macroeconomics, European Economic Review, Journal of Industrial Economics, Journal of Economic Dynamics and Control, Review of Economics and Finance, Applied Economics, Regional Studies, Public Finance, Journal of Economic Studies, Bulletin of Economic Research, Scottish Journal of Political Economy, Journal of Applied Econometrics, Southern Economic Journal, Oxford Economic Papers, Manchester School, Economic Review, Business Studies, Bulletin of Economic Research, Journal of Policy Modelling, Oxford Economic Papers, Economic and Financial Computing, Review of Economics and Statistics, Journal of Money, Credit and Banking, Risk, Economic Review, Ekonomia, The Economic and Social Review, Journal of Policy Reform, Journal of Forecasting.
He has written executive education material on risk management, asset pricing and fund performance for the Institiute of Actuaries and PRMIA (Professional Risk Manangers’ International Association). He has authored 7 books in the applied finance area and recently completed (with Dr. Dirk Nitzsche),Investments: Spot and Derivative Markets and Financial Engineering: Derivatives and Risk Manangement (J. Wiley 2001) and a second edition ofQuantitative Financial Economics: Stocks, Bonds and Foreign Exchange (J. Wiley).
Please follow this link to the CASS Business School website for more information about Professor Cuthbertson.