Managed Futures Research: A Composite CTA Performance Review

Thomas Schneeweis; Richard Spurgin; Edward Szado

doi:10.3905/jai.2012.15.3.032

Article

Managed Futures Research: A Composite CTA Performance Review

Thomas Schneeweis, Richard Spurgin and Edward Szado

The Journal of Alternative Investments Winter 2013, 15 (3) 32-61; DOI: https://doi.org/10.3905/jai.2012.15.3.032

Thomas Schneeweis

is the Michael and Cheryl Philipp Professor of Finance in the Isenberg School of Management at the University of Massachusetts in Amherst, MA.

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For correspondence: tschneeweis@scapitalmgmt.com

Richard Spurgin

is an associate professor of finance at Clark University in Worcester, MA.

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For correspondence: rspurgin@alternativeanalytics.com

Edward Szado

is a director of research at INGARM in Amherst, MA.

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For correspondence: ed@cisdm.org

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Managed Futures Research: A Composite CTA Performance Review

Thomas Schneeweis, Richard Spurgin, Edward Szado

The Journal of Alternative Investments Dec 2012, 15 (3) 32-61; DOI: 10.3905/jai.2012.15.3.032

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Managed Futures Research: A Composite CTA Performance Review

Thomas Schneeweis, Richard Spurgin, Edward Szado

The Journal of Alternative Investments Dec 2012, 15 (3) 32-61; DOI: 10.3905/jai.2012.15.3.032

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