Thomas Schneeweis

University of Massachusetts Amherst - Isenberg School of Management

Amherst, MA 01003-4910

United States

  • University of Massachusetts Amherst - Isenberg School of Management

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SCHOLARLY PAPERS

14

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5

CROSSREF CITATIONS

16

Scholarly Papers (14)

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1.

Corporate Reputation and Investment Performance: The UK and Us Experience

Number of pages: 22 Posted: 26 Jul 1999
Sam Y. Chung, Thomas Schneeweis and Kristina Eneroth
Long Island University, Brooklyn Campus, School of Business, Public Administration and Information Sciences, University of Massachusetts Amherst - Isenberg School of Management and University of Lund
Downloads 1,351 (16,944)
Citation 17

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2.

An Update of 'Loosening Your Collar: Alternative Implementations of QQQ Collars': Credit Crisis and Out-of-Sample Performance

Number of pages: 50 Posted: 18 Nov 2009 Last Revised: 09 Mar 2011
Edward Szado and Thomas Schneeweis
Providence College and University of Massachusetts Amherst - Isenberg School of Management
Downloads 878 (31,893)
Citation 2

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Risk, management, QQQ, Collar, Active, Options, Strategy, Credit, Crisis

3.

Hedge Funds: Stale Prices Revisited

Number of pages: 26 Posted: 26 Apr 2004
Hossein B. Kazemi and Thomas Schneeweis
University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts Amherst - Isenberg School of Management
Downloads 665 (46,586)
Citation 5

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Hedge Funds, Stale Prices, Data Smoothing

4.

Managed Futures: A Composite CTA Performance Review

Number of pages: 49 Posted: 24 Jan 2013
Thomas Schneeweis, Richard Spurgin and Edward Szado
University of Massachusetts Amherst - Isenberg School of Management, Clark University - Graduate School of Management and Providence College
Downloads 508 (65,804)
Citation 2

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Hedge Funds, database, biases, TASS, CISDM, HFR, CTA, Managed Futures

5.

Closed-Form Solutions of Convexity and M-Square

Number of pages: 7 Posted: 23 May 2009
Sanjay K. Nawalkha, Nelson Lacey and Thomas Schneeweis
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst and University of Massachusetts Amherst - Isenberg School of Management
Downloads 160 (218,984)

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bond convexity, M-square, interest rates, immunization, interest rate risk

6.

The Benefits of Private Equity

Journal of Investment Consulting, Vol. 9, No. 1, pp. 27-35, Fall 2008
Number of pages: 9 Posted: 12 Oct 2010
Thomas Schneeweis, Raj Gupta and Edward Szado
University of Massachusetts Amherst - Isenberg School of Management, American College of Healthcare Trustees and Providence College
Downloads 87 (340,820)
Citation 1

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Private Equity

7.

Diversification Benefits of Managed Futures

Journal of Investment Consulting, Vol. 8, No. 1, pp. 53-62, Summer 2006
Number of pages: 10 Posted: 12 Oct 2010
Thomas Schneeweis and Raj Gupta
University of Massachusetts Amherst - Isenberg School of Management and American College of Healthcare Trustees
Downloads 83 (350,550)
Citation 2

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Managed Futures, Commodity Futures Trading Commission, CFTC, Commodity Trading Advisor, CTA, Commodity Pool Operator, CPO

8.

Issues in Hedge Fund Analysis: What a Difference a Day, Week, Month Makes

Number of pages: 49 Posted: 24 Jan 2013
Thomas Schneeweis, Hossein B. Kazemi and Edward Szado
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College
Downloads 68 (392,269)

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Hedge Fund, Bias, Biases, Database, Daily, Weekly, Monthly Returns, Performance

9.

Option Informed Stock Picking

http://jai.pm-research.com/content/21/1/48
Posted: 06 Jun 2019
Edward Szado, Hossein B. Kazemi and Thomas Schneeweis
Providence College, University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts Amherst - Isenberg School of Management

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Implied Volatility, Stock Picking, Skew, Option Volume

10.

Madoff: A Returns Based Analysis

Institute for Global Asset and Risk Management, January 6, 2009, https://doi.org/10.3905/jai.2010.2010.1.001
Posted: 22 May 2019
Thomas Schneeweis and Edward Szado
University of Massachusetts Amherst - Isenberg School of Management and Providence College

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Madoff, collars, options, Split Strike Conversion, Ponzi Scheme, fraud, Operational Risk, Hedge Funds

11.

Hedge Fund Database 'Deconstruction': Are Hedge Fund Databases Half Full or Half Empty?

https://doi.org/10.3905/jai.2011.14.2.065
Posted: 22 May 2019
Thomas Schneeweis, Hossein B. Kazemi and Edward Szado
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College

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Hedge Fund Database, Biases, HFR, CISDM, TASS, Backfill, Survivorship, Duplication, Performance

12.

Hedge Fund Return-Based Style Estimation: A Review on Comparison Hedge Fund Indices

https://doi.org/10.3905/jai.2012.15.2.024
Posted: 22 May 2019
Thomas Schneeweis, Hossein B. Kazemi and Edward Szado
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College

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Hedge Funds, Database, Bias, TASS, CISDM, HFR

13.

CTA/Managed Futures Strategy Benchmarks: Performance and Review

Handbook of Commodity Investing, Forthcoming
Posted: 25 May 2007
Thomas Schneeweis, Raj Gupta and Jason Remillard
University of Massachusetts Amherst - Isenberg School of Management, American College of Healthcare Trustees and affiliation not provided to SSRN

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Managed Futures, Performance Benchmarks, CTAs, Passive Indexing

14.

Corporate Performance and Firm Perception: The British Experience

EUROPEAN FINANCIAL MANAGEMENT, Vol. 2 No. 2, 1996
Posted: 01 Jul 1998
Sudhir Nanda, Thomas Schneeweis and Kristina Eneroth
T. Rowe Price Associates, University of Massachusetts Amherst - Isenberg School of Management and University of Lund

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