Edward Szado

Providence College

Associate Professor, Finance

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 10,594

SSRN RANKINGS

Top 10,594

in Total Papers Downloads

5,747

SSRN CITATIONS
Rank 20,949

SSRN RANKINGS

Top 20,949

in Total Papers Citations

38

CROSSREF CITATIONS

11

Scholarly Papers (20)

1.

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 1,068 (25,891)
Citation 1

Abstract:

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options buy-write strategy covered call russell

2.

Hedge Fund Legal Structure and its Impact on Performance

Number of pages: 21 Posted: 21 May 2008
Raj Gupta and Edward Szado
American College of Healthcare Trustees and Providence College
Downloads 966 (29,883)

Abstract:

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

3.

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 935 (31,396)
Citation 2

Abstract:

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

4.

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 774 (40,713)
Citation 1

Abstract:

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

5.

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 518 (68,396)
Citation 2

Abstract:

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

6.

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
American College of Healthcare Trustees, University of Massachusetts at Amherst - Isenberg School of Management and Providence College
Downloads 493 (72,661)

Abstract:

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hedge fund performance, alpha financial credit crisis

7.

Selling VIX Futures and Options for Portfolio Return Enhancement

Number of pages: 55 Posted: 06 Jun 2019
Edward Szado
Providence College
Downloads 273 (141,286)

Abstract:

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VIX, Short Volatility, Diversification, Crash Risk, Contango

8.

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 228 (168,754)
Citation 1

Abstract:

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ESG, CSR, Tail Risk, Crash Risk

9.

The Portfolio Diversification Potential of Long VIX Futures and Options Strategies

Number of pages: 53 Posted: 06 Jun 2019
Edward Szado
Providence College
Downloads 224 (171,646)

Abstract:

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VIX, Implie Volatility, VXTH, Futures, Options, Crash Risk, Crisis

10.

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 97 (335,595)
Citation 1

Abstract:

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Private Equity

11.

Performance Analysis of Options-Based Equity Mutual Funds, Closed-End Funds, and Exchange-Traded Funds

Number of pages: 28 Posted: 06 Jun 2019
Keith Black and Edward Szado
Chartered Alternative Investment Analyst Association (CAIA) and Providence College
Downloads 78 (383,419)
Citation 2

Abstract:

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Options, Mutual Funds, Closed End Funds, ETF, Exchange Traded Funds, Buy-Write, Covered Call, Put Writing

12.

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 69 (410,454)

Abstract:

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

13.

Setting the Benchmark: Spotlight on Private Equity

Number of pages: 21 Posted: 17 Nov 2020
PCRI, Harvard Business School, affiliation not provided to SSRN, affiliation not provided to SSRN and Providence College
Downloads 24 (613,991)
Citation 1

Abstract:

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Alternative Assets, Private Equity, Benchmarking, PME, Valuation

14.

Option Informed Stock Picking

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

Abstract:

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Implied Volatility, Stock Picking, Skew, Option Volume

15.

Performance Characteristics of Hedge Fund Replication Programs

Posted: 22 May 2019
Raj Gupta, Edward Szado and William Spurgin
American College of Healthcare Trustees, Providence College and University of Massachusetts Amherst

Abstract:

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

16.

Collaring the Cube: Protection Options for a QQQ ETF Portfolio

Posted: 22 May 2019
Edward Szado and Hossein B. Kazemi
Providence College and University of Massachusetts at Amherst - Isenberg School of Management

Abstract:

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

Abstract:

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

18.

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

Abstract:

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

19.

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

Posted: 22 May 2019
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College

Abstract:

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

20.

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

Posted: 22 May 2019
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts at Amherst - Isenberg School of Management and Providence College

Abstract:

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