Nick Motson

Dr Nick Motson holds a BSc from City University Business School, an MSc from London Business School and a PhD from Cass Business School. Following a 13 year career as a proprietary trader of interest rate derivatives in the City of London for various banks including First National Bank of Chicago, Industrial Bank of Japan and Wachovia Bank, Nick returned to Cass in 2005 to pursue his doctoral studies. Upon completion of his PhD he joined the faculty of finance full-time in 2008.

Nick's research interests include asset management, portfolio construction, hedge funds, alternative assets and structured products. In 2009 he was awarded the Sciens Capital Award for Best Academic Article, in The Journal of Alternative Investments for his paper Locking in the Profits or Putting It All on Black? An Empirical Investigation into the Risk-Taking Behaviour of Hedge Fund Managers.

Nick teaches extensively at masters level on alternative investments, derivatives and structured products and in recognition of the quality of his teaching he was nominated for the Economist Intelligence Unit Business Professor of the Year Award in 2012.

As well as teaching and researching at Cass, Nick actively consults for numerous banks and hedge funds and has provided research or training clients including ABN Amro, Aon Hewitt, Barclays Wealth, BNP Paribas, Financial Express, Invesco, NewEdge, Old Mutual, Rosbank. and Societe Generale

Qualifications

• PhD, Cass Business School, unknown
• MSc, London Business School, unknown
• BSc, Cass Business School, unknown
• Memberships of Professional Organisations

CAIA, Mar 2012 – present

Expertise

Primary Topics

• Commodities
• DerivativesFinance
• Fund Management
• Hedge Funds
• Investment Management
• Portfolio Choice

Research

• Working on the following:
• "Factors Affecting the Flow of Funds in UK Equity Funds and it's impact on Returns"
• "Misconceptions about Rebalancing Benefits"
• “Manager Education and the performance of UK Equity Funds

Research Topics

• Asset Management
• Hedge Funds
• Mutual Funds
• Derivatives
• Commodities

Journal Articles (7)

• cuthbertson, K., Hayley, S., motson, N. and Nitzsche, D. (2016). What Does Rebalancing Really Achieve? International Journal of Finance & Economics, 21(3), pp. 224–240. doi:10.1002/ijfe.1545.
• Clare, A., Motson, N.E., Payne, R. and Thomas, S. (2014). Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees? SSRN .
• Clare, A., Motson, N., Sapuric, S. and Todorovic, N. (2014). What impact does a change of fund manager have on mutual fund performance? International Review of Financial Analysis, 35, pp. 167–177. doi:10.1016/j.irfa.2014.08.005.
• Clare, A., Motson, N.E. and Thomas, S. (2013). An Evaluation of Alternative Equity Indices - Part 1: Heuristic and Optimised Weighting Schemes. SSRN .
• Thomas, S., Clare, A. and Motson, N.E. (2013). An Evaluation of Alternative Equity Indices - Part 2: Fundamental Weighting Schemes. SSRN .
• Clare, A. and Motson, N. (2009). Locking in the profits or putting it all on black? an empirical investigation into the risk-taking behavior of hedge fund managers. Journal of Alternative Investments, 12(2), pp. 7–25. doi:10.3905/JAI.2009.12.2.007.
• Brooks, C., Clare, A. and Motson, N. (2008). The gross truth about hedge fund performance and risk the impact of incentive fees. Journal of Financial Transformation, 24, pp. 31–40.

Course Directorship

• 2011 - present, MSc Finance and Investment, Director & Admissions Tutor