Research Papers
Edward Szado, PhD, CFA
Options-Based Publications
“Option-Informed Stock Picking,” with Hossein Kazemi and Thomas Schneeweis, Journal of Alternative Investments, Forthcoming 2017
“Performance Analysis of Options-Based Equity Mutual Funds, Closed-End Funds, and Exchange-Traded Funds,” with Keith Black, Journal of Wealth Management, Summer 2016, Vol. 19, No. 1, pp. 51-69
“15 Years of the Russell 2000 Buy-Write,” with Nikunj Kapadia, Journal of Investing, Winter 2012, Vol. 21, No. 4: pp. 59–80
”Defining Speculation: The First Step toward a Rational Dialogue,” Journal of Alternative Investments, Summer 2011, Vol. 14, No. 1, pp. 75-82
“Loosening Your Collar – Alternative Implementations of QQQ Collars,” with Thomas Schneeweis, Journal of Trading, Spring 2010, Vol. 5, No. 2, pp. 35-56
“Madoff: A Footprint in the Returns,” with Thomas Schneeweis, Journal of Alternative Investments, Spring 2010, Vol. 12, No. 4, pp. 7-19
“VIX Futures and Options – A Case Study of Portfolio Diversification During the 2008 Financial Crisis,” Journal of Alternative Investments, Fall 2009, Vol. 12, No. 2, pp. 68-85
“Collaring the Cube: Protection Options for a QQQ ETF Portfolio,” with Hossein Kazemi, Journal of Alternative Investments, Spring 2009, Vol. 11, No. 4, pp. 24-42
“The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index,” with Nikunj Kapadia, Journal of Alternative Investments, Spring 2007, Vol. 9, No. 4, pp. 39-56
“Are buy-writes the right strategy?,” with Keith Black, Futures Magazine, August 2016
“Collaring Your Portfolio,” Active Trader Magazine, December 2009