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Day-of-the-week effects in financial futures : an analysis of GNMA, T-bond, T-note, and T-bill contracts

Tashjian, Elizabeth - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 23-44

Persistent link: https://www.econbiz.de/10001102371

Hedge funds : where investors get it wrong (and right)

Schneeweis, Thomas - In: The journal of alternative investments 17 (2014/15) 3, pp. 115-122

Persistent link: https://www.econbiz.de/10010477138

Madoff : a returns-based analysis

Schneeweis, Thomas; Szado, Edward - In: The journal of alternative investments 12 (2009/10) 4, pp. 7-19

Persistent link: https://www.econbiz.de/10003974188

Momentum in asset returns : are commodity returns a special case?

Schneeweis, Thomas; Kazemi, Hossein; Spurgin, Richard - In: The journal of alternative investments 10 (2007/08) 4, pp. 23-36

Persistent link: https://www.econbiz.de/10003720762

Survivor bias in commodity trading advisor performance

Schneeweis, Thomas - In: The journal of futures markets 16 (1996) 7, pp. 757-772

Persistent link: https://www.econbiz.de/10001205864

Informational content in historical CTA performance

McCarthy, David J. - In: The journal of futures markets 17 (1997) 3, pp. 317-339

Persistent link: https://www.econbiz.de/10001221314

The effect of alternative return measures in financial futures research

Yau, Jot - In: Advances in futures and options research : a research annual 4 (1990), pp. 281-295

Persistent link: https://www.econbiz.de/10001101724

Madoff : A Returns Based Analysis

Schneeweis, Thomas - 2019

A fundamental question in regard to the Madoff scandal is whether there was any reasonable means by which the typical investor and/or their consultants could have determined that the various investment vehicles by which investors accessed Madoff were in fact not offering what they claimed. In...

Persistent link: https://www.econbiz.de/10012905434