Edward Szado

Providence College

Associate Professor, Finance

United States

SCHOLARLY PAPERS

15

DOWNLOADS
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8,883

CITATIONS
Rank 18,577

SSRN RANKINGS

Top 18,577

in Total Papers Citations

17

Scholarly Papers (15)

1.

VIX Futures and Options - A Case Study of Portfolio Diversification during the 2008 Financial Crisis

Number of pages: 41 Posted: 18 May 2009 Last Revised: 10 Sep 2009
Edward Szado
Providence College
Downloads 1,968 (7,216)
Citation 4

Abstract:

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VIX, Volatility, Diversification, Futures, Options, SPX, S&P 500, Financial Crisis, Credit Crisis, Protection, Puts, Calls

2.

Collaring the Cube: Protection Options for a QQQ ETF Portfolio

Number of pages: 34 Posted: 21 Jul 2008 Last Revised: 10 Apr 2011
Edward Szado and Hossein B. Kazemi
Providence College and University of Massachusetts at Amherst - Isenberg School of Management
Downloads 1,642 (9,747)

Abstract:

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collar, options, qqq, qqqq, etf, strategy, portfolio, protection, insurance, trading, option, exchange, traded, fund, funds

3.

The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index

Journal of Alternative Investments, Spring 2007
Number of pages: 30 Posted: 01 Mar 2007
Nikunj Kapadia and Edward Szado
University of Massachusetts Amherst - Department of Finance and Providence College
Downloads 1,016 (20,601)
Citation 4

Abstract:

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options buy-write strategy covered call russell

4.

Hedge Fund Legal Structure and its Impact on Performance

Number of pages: 21 Posted: 21 May 2008
Raj Gupta and Edward Szado
University of Massachusetts Amherst - Department of Finance and Providence College
Downloads 933 (23,325)

Abstract:

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Hedge, fund, structure, 3c1, 3c7, llp, llc, legal, corporate, governance

5.

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 669 (37,167)

Abstract:

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

6.

15 Years of the Russell 2000 Buy-Write

Number of pages: 34 Posted: 17 Sep 2011
Nikunj Kapadia and Edward Szado
University of Massachusetts Amherst - Department of Finance and Providence College
Downloads 589 (43,931)

Abstract:

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Russell, Buy, Write, Covered Call Options, Trading Strategy, Risk Management, Capital Protection

7.

Redefining Hedge Fund Alpha and Risk Exposures after the Financial Crisis

Number of pages: 26 Posted: 12 Nov 2009 Last Revised: 29 Nov 2009
Raj Gupta, Hossein B. Kazemi and Edward Szado
University of Massachusetts Amherst - Department of Finance, University of Massachusetts at Amherst - Isenberg School of Management and Providence College
Downloads 483 (56,516)

Abstract:

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hedge fund performance, alpha financial credit crisis

8.

Managed Futures: A Composite CTA Performance Review

Number of pages: 49 Posted: 24 Jan 2013
University of Massachusetts Amherst - Isenberg School of Management, Clark University - Graduate School of Management and Providence College
Downloads 475 (57,756)
Citation 1

Abstract:

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

9.

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

Number of pages: 50 Posted: 24 Jan 2013
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College
Downloads 342 (85,308)
Citation 2

Abstract:

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

10.

Performance Characteristics of Hedge Fund Replication Programs

Number of pages: 15 Posted: 17 Dec 2009
Raj Gupta, Edward Szado and William Spurgin
University of Massachusetts Amherst - Department of Finance, Providence College and University of Massachusetts Amherst
Downloads 302 (97,894)
Citation 2

Abstract:

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Hedge Fund Replication, Clones, Performance, Factor, Distribution, Alpha

11.

Madoff: A Returns Based Analysis

Institute for Global Asset and Risk Management, January 6, 2009
Number of pages: 25 Posted: 24 Jan 2013
Thomas Schneeweis and Edward Szado
University of Massachusetts Amherst - Isenberg School of Management and Providence College
Downloads 154 (187,055)

Abstract:

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

12.

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

Number of pages: 42 Posted: 24 Jan 2013
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College
Downloads 116 (233,815)
Citation 4

Abstract:

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

13.

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, University of Massachusetts Amherst - Department of Finance and Providence College
Downloads 68 (327,213)

Abstract:

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Private Equity

14.

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

Number of pages: 49 Posted: 24 Jan 2013
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College
Downloads 66 (332,453)

Abstract:

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

15.

Environmental, Social, and Governance Practices and Perceived Tail Risk

Number of pages: 39 Posted: 13 Aug 2018 Last Revised: 01 Nov 2018
Michael Shafer and Edward Szado
Providence College and Providence College
Downloads 60 (348,829)

Abstract:

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ESG, CSR, Tail Risk, Crash Risk