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Richard B Spurgin · Study
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Author
Richard B Spurgin
8 works
· latest 2005
· 1 institutions
cluster: provisional
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8
Citations
534
Works here
8
96
97
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Most cited in this library
Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics
1998 · 189 citations
Survivor bias in commodity trading advisor performance
1996 · 96 citations
How to Game Your Sharpe Ratio
2001 · 89 citations
The Benefits of Index Option-Based Strategies for Institutional Portfolios
2001 · 37 citations
A Benchmark for Commodity Trading Advisor Performance
1999 · 36 citations
Works
8 shown
Switching Investments Can Be a Bad Idea When Parrondo's Paradox Applies
Journal of Behavioral Finance
·
2005
·
2 authors
27
citations
How to Game Your Sharpe Ratio
The Journal of Alternative Investments
·
2001
·
1 author
89
citations
The Benefits of Index Option-Based Strategies for Institutional Portfolios
The Journal of Alternative Investments
·
2001
·
2 authors
37
citations
A Benchmark for Commodity Trading Advisor Performance
The Journal of Alternative Investments
·
1999
·
1 author
36
citations
Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics
The Journal of Alternative Investments
·
1998
·
2 authors
189
citations
Comparisons of Commodity and Managed Futures Benchmark Indexes
The Journal of Derivatives
·
1997
·
2 authors
34
citations
Informational content in historical CTA performance
Journal of Futures Markets
·
1997
·
3 authors
26
citations
Survivor bias in commodity trading advisor performance
Journal of Futures Markets
·
1996
·
3 authors
96
citations