Edward Szado

Providence College

Associate Professor, Finance

United States

SCHOLARLY PAPERS

19

DOWNLOADS
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Top 10,102

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4,567

CITATIONS
Rank 18,040

SSRN RANKINGS

Top 18,040

in Total Papers Citations

38

Scholarly Papers (19)

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 1,024 (20,722)

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
University of Massachusetts Amherst - Department of Finance and Providence College
Downloads 935 (23,705)

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 691 (36,134)
Citation 1

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 603 (43,346)

Abstract:

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

5.

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 (57,538)

Abstract:

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hedge fund performance, alpha financial credit crisis

6.

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 479 (58,148)
Citation 1

Abstract:

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

7.

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 76 (312,851)

Abstract:

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ESG, CSR, Tail Risk, Crash Risk

8.

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 69 (330,192)
Citation 1

Abstract:

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Private Equity

9.

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 (338,158)

Abstract:

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

10.

Option Informed Stock Picking

Number of pages: 23 Posted: 06 Jun 2019
Providence College, University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts Amherst - Isenberg School of Management
Downloads 54 (373,366)

Abstract:

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Implied Volatility, Stock Picking, Skew, Option Volume

11.

Selling VIX Futures and Options for Portfolio Return Enhancement

Number of pages: 55 Posted: 06 Jun 2019
Edward Szado
Providence College
Downloads 45 (403,647)

Abstract:

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VIX, Short Volatility, Diversification, Crash Risk, Contango

12.

The Portfolio Diversification Potential of Long VIX Futures and Options Strategies

Number of pages: 53 Posted: 06 Jun 2019
Edward Szado
Providence College
Downloads 30 (465,037)

Abstract:

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

13.

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 12 (566,781)

Abstract:

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

14.

Performance Characteristics of Hedge Fund Replication Programs

Posted: 22 May 2019
Raj Gupta, Edward Szado and William Spurgin
University of Massachusetts Amherst - Department of Finance, Providence College and University of Massachusetts Amherst

Abstract:

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

15.

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

17.

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

18.

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

19.

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