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Performance characteristics of hedge fund replication programs
Gupta, Bhaswar; Szado, Edward; Spurgin, William - In: The journal of alternative investments 11 (2008/09) 2, pp. 61-68
Persistent link: https://www.econbiz.de/10003778588
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Abnormal return patterns and hedge fund failures
Gupta, Bhaswar; Kazemi, Hossein - In: Journal of risk management in financial institutions 2 (2008/09) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10003790621
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CTA/Managed Futures Strategy Benchmarks : Performance and Review
Schneeweis, Thomas - 2007
In this paper we provide: 1) a brief synopsis of the benefits of managed futures investment; 2) a short review of manager based CTA benchmark construction; and 3) an empirical analysis on the relative performance of various CTA benchmarks (non-investible manager based indices, investible manager...
Persistent link: https://www.econbiz.de/10012776870
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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
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A note on international trade and market structure
Schneeweis, Thomas - In: Journal of international business studies : JIBS ; an … 16 (1985) 2, pp. 139-152
Persistent link: https://www.econbiz.de/10001027974
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Financial futures : fundamentals, strategies, and applications
Schwarz, Edward W.; Hill, Joanne M.; Schneeweis, Thomas - 1986
Persistent link: https://www.econbiz.de/10000709170
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The new science of asset allocation : risk management in a multi-asset world
Schneeweis, Thomas; Crowder, Garry B.; Kazemi, Hossein - 2010
Persistent link: https://www.econbiz.de/10003904091
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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
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Loosening your collar : alternative implementations of QQQ collars
Szado, Edward; Schneeweis, Thomas - In: The journal of trading 5 (2010) 2, pp. 35-56
Persistent link: https://www.econbiz.de/10003972567
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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