Edward Szado

Associate Professor

Contact Information:

eszado@providence.edu

401.865.1218

Ryan Center for Business Studies 357

Education:

Ph.D. - University of Massachusetts Amherst

Brief Biography

Edward Szado, Ph.D., CFA®, is a Assistant Professor at Providence College, the Director of Research of the Institute for Global Asset and Risk Management (INGARM). He was previously a founding Editor of the Alternative Investment Analyst Review (AIAR), an Assistant Editor of the Journal of Alternative Investments (JAI) and an options trader at ZAHR trading. His experience also includes product development in the areas of volatility based investments and structured investment products. He is a Chartered Financial Analyst and has consulted for the Options Industry Council, the Chicago Board Options Exchange, the Chartered Alternative Investment Analyst Association and the Commodity Futures Trading Commission.

Area(s) of Expertise:

Derivatives, Options, Risk Management

Selected Publications:

Szado, E. Schneeweis, T. Spurgin, R. (2013) Managed Futures Return-Based Style Estimation Models: A Review of Comparison Managed Futures Indices. Journal of Alternative Investments.(15), 32-61.

Szado, E. Kapadia, N. (2012) 15 Years of the Russell 2000 Buy-Write. Journal Of Investing.(21), 59-80.

Szado, E. Black, K. Chambers, D. Kazemi, H. (2012) CAIA Level II: Advanced Core Topics in Alternative investments Chapters 23, 24, 25, and 26. Hoboken, NJ: Wiley

Szado, E. Schneeweis, T. Kazemi, H. (2012) Hedge Fund Return-Based Style Estimation Models: A Review of Comparison Hedge Fund Indices. Journal of Alternative Investments.(15), 24-53.

Szado, E. Swamy, G. Zeltser, I. Kazemi, H. (2012) Setting the Benchmark: Spotlight on Private Equity . Alternative Investment Analyst Review.(1), 1-18.

Szado, E. (2011) Defining Speculation: The First Step toward a Rational Dialogue. Journal of Alternative Investments.(14), 75-82.

Szado, E. Schneeweis, T. Kazemi, H. (2011) Hedge Fund database "Deconstruction". Journal of Alternative Investments.(14), 65-88.

Szado, E. Schneeweis, T. (2010) Loosening Your Collar - Alternative Implementations of QQQ Collars. Journal of Trading.(5), 35-56.

Szado, E. Schneeweis, T. (2010) Madoff: A Footprint in the Returns. Journal of Alternative Investments.(12), 7-19.

Szado, E. (2009) VIX Futures and Options - A Case Study of Portfolio Diversification During the 2008 Financial Crisis. Journal of Alternative Investments.(12), 68-85.

Szado, E. Kazemi, H. (2009) Collaring the Cube: Protection Options for a QQQ ETF Portfolio. Journal of Alternative Investments.(11), 24-42.

Szado, E. Schneeweis, T. Gupta, R. (2008) Benefits of Private Equity . Journal of Alternative Investments.(9), 27-35.

Szado, E. Gupta, R. (2008) Hedge Fund Legal Structures and Their Impact on Performance. ISI Publications

Szado, E. Gupta, R. (2008) Hedge Fund Legal Structures and Their Impact on Performance. Alternative Investment Quarterly.(27), 23-37.

Szado, E. Gupta, R. Spurgin, W. (2008) Performance Characteristics of Hedge Fund Replication Programs. Journal of Alternative Investments.(11), 61-68.

Szado, E. Schneeweis, T. Gupta, R. (2008) Benefits of Commodities. Investments & Wealth Monitor.(March/April), 14-24.

Szado, E. Kapadiaj, N. (2007) The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index. Journal of Alternative Investments.(9), 39-56.

Selected Presentations:

Szado, E. Gits, J. CAIA Chicago Presentation. CBOE, CAIA, PRMIA and Chicago QWAFAFEW, CBOE Chicago, IL - "Using Sentiment Analysis and the Volatility Risk Premium to Enhance Portfolio Returns" April, 2017

Szado, E. Moran, M. Baldwin, K. Swan CIO Summit. Swan Global Investments, Kimpton Hotel, Chicago IL - "Options as an Asset Class or Equity Alternative" April, 2017

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