Madoff: A Returns-Based Analysis

Thomas Schneeweis; Edward Szado

doi:10.3905/JAI.2010.12.4.007

Madoff: A Returns-Based Analysis

Thomas Schneeweis and Edward Szado

The Journal of Alternative Investments Spring 2010, 12 (4) 7-19; DOI: https://doi.org/10.3905/JAI.2010.12.4.007

Thomas Schneeweis

is a professor of finance at the School of Management, University of Massachusetts in Amherst, MA.

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For correspondence: schneeweis@som.umass.edu

Edward Szado

is a doctoral candidate at the Isenberg School of Management, University of Massachusetts in Amherst, MA.

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For correspondence: eszado@som.umass.edu

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The Journal of Alternative Investments

Vol. 12, Issue 4

Spring 2010

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Madoff: A Returns-Based Analysis