Thomas R. Schneeweis
Affiliations: | Business | University of Massachusetts, Amherst, Amherst, MA |
Area:
FinanceGoogle:
"Thomas Schneeweis"Children
Sign in to add trainee| Sam Y. Chung | grad student | 2000 | U Mass Amherst |
| Edward Szado | grad student | 2012 | U Mass Amherst |
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Publications
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| Szado E, Kazemi H, Schneeweis T. (2018) Option Informed Stock Picking The Journal of Alternative Investments. 21: 48-66 |
| Schneeweis T. (2014) Hedge Funds: Where Investors Get It Wrong (and Right) The Journal of Alternative Investments. 17: 115-122 |
| Schneeweis T, Spurgin R, Szado E. (2013) Managed futures research: A composite CTA performance review Journal of Alternative Investments. 15: 32-61 |
| Schneeweis T, Kazemi H, Szado E. (2012) Hedge fund return-based style estimation: A review of comparison hedge fund indices Journal of Alternative Investments. 15: 24-53 |
| Schneeweis TR, Kazemi H, Szado E. (2011) Hedge fund database "deconstruction": Are hedge fund databases half full or half empty? Journal of Alternative Investments. 14: 65-88 |
| Szado E, Schneeweis T. (2010) Loosening Your Collar: Alternative Implementations of QQQ Collars Journal of Trading. 5: 35-56 |
| Crowder GB, Kazemi H, Schneeweis T. (2010) Asset Class and Strategy Investment Tracking Based Approaches The Journal of Alternative Investments. 13: 81-101 |
| Schneeweis T, Szado E. (2010) Madoff: A returns-based analysis Journal of Alternative Investments. 12: 7-19 |
| Schneeweis T, Kazemi HB, Spurgin RB. (2008) Momentum in Asset Returns: Are Commodity Returns a Special Case? The Journal of Alternative Investments. 10: 23-36 |
| Schneeweis T, Spurgin RB, Gupta B. (2006) Timely Execution: Evidence From Physicals Futures Markets Journal of Trading. 1: 73-81 |