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Hedge fund return-based style estimation : a review of comparison hedge fund indices

Schneeweis, Thomas; Kazemi, Hossein; Szado, Edward - In: The journal of alternative investments 15 (2012/13) 2, pp. 24-53

Persistent link: https://www.econbiz.de/10009659195

Hedge fund database "deconstruction" : are hedge fund databases half full or half empty?

Schneeweis, Thomas; Kazemi, Hossein; Szado, Edward - In: The journal of alternative investments 14 (2011/12) 2, pp. 65-88

Persistent link: https://www.econbiz.de/10009383417

Option Informed Stock Picking

Szado, Edward - 2019

A wide range of research has suggested that informed trading in options markets may effectively signal subsequent changes in equity prices. In this paper, we analyze the performance of long/short strategies based on a number of signals from options markets.In addition, we create an easily...

Persistent link: https://www.econbiz.de/10012870106

Option informed stock picking

Szado, Edward; Kazemi, Hossein; Schneeweis, Thomas - In: The journal of alternative investments 21 (2018) 1, pp. 48-66

Persistent link: https://www.econbiz.de/10011912944

Angels and demons : demystifying investible hedge fund indices

Schneeweis, Thomas; Karavas, Vassilis N.; Grasic, Igor - In: Hedge funds : crossing the institutional frontiers, (pp. 137-150). 2006

Persistent link: https://www.econbiz.de/10003454361