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Survivor bias in commodity trading advisor performance
Schneeweis, Thomas - In: The journal of futures markets 16 (1996) 7, pp. 757-772
Persistent link: https://www.econbiz.de/10001205864
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Informational content in historical CTA performance
McCarthy, David J. - In: The journal of futures markets 17 (1997) 3, pp. 317-339
Persistent link: https://www.econbiz.de/10001221314
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Eurex derivative products in alternative investments : the case of hedge funds
Schneeweis, Thomas; Kazemi, Hossein; Karavas, Vassilis - In: Economic & financial modelling : a journal of the … 11 (2004) 1, pp. 3-40
Persistent link: https://www.econbiz.de/10002098590
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Managed Futures : A Composite CTA Performance Review
Schneeweis, Thomas - 2013
The data and time dependency of empirical financial research is a common concern to both academics and practitioners. Changes in regulatory, trading and investor environments may result in dramatic changes in the underlying viability of any investment vehicle and/or trading process. This is...
Persistent link: https://www.econbiz.de/10013088083
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Madoff : a returns-based analysis
Schneeweis, Thomas; Szado, Edward - In: The journal of alternative investments 12 (2009/10) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10003974188
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Asset class and strategy investment tracking based approaches
Crowder, Garry B.; Kazemi, Hossein; Schneeweis, Thomas - In: The journal of alternative investments 13 (2010/11) 3, pp. 81-101
Persistent link: https://www.econbiz.de/10008839719