| Multifactor analysis of hedge fund, managed futures, and mutual fund return and risk characteristics T Schneeweis, RB Spurgin The Journal of Alternative Investments 1 (2), 1-24, 1998 | 181 | 1998 |
| How to game your Sharpe ratio RB Spurgin The Journal of Alternative Investments 4 (3), 38-46, 2001 | 109 | 2001 |
| Survivor bias in commodity trading advisor performance T Schneeweis, R Spurgin, D McCarthy The Journal of Futures Markets (1986-1998) 16 (7), 757, 1996 | 76 | 1996 |
| Comparisons of commodity and managed futures benchmark indexes T Schneeweis, RB Spurgin The Journal of Derivatives 4 (4), 33-50, 1997 | 60 | 1997 |
| Quantitative analysis of hedge fund and managed futures return and risk characteristics T Schneeweis, R Spurgin Evaluating and implementing hedge fund strategies, 1999 | 51 | 1999 |
| Quantitative analysis of hedge fund and managed futures return and risk characteristics T Schneeweis, R Spurgin Evaluating and implementing hedge fund strategies, 1999 | 51 | 1999 |
| The benefits of index option-based strategies for institutional portfolios T Schneeweis, RB Spurgin The Journal of Alternative Investments 3 (4), 44-52, 2001 | 45 | 2001 |
| Informational content in historical CTA performance T Schneeweis, R Spurgin, D McCarthy Journal of Futures Markets 17 (3), 317-339, 1997 | 39 | 1997 |
| Commodity futures index and methods and systems of trading in futures contracts that minimize turnover and transactions costs R Spurgin, T Schneeweis, H Kazemi, G Martin US Patent App. 11/385,624, 2006 | 38 | 2006 |
| A benchmark for commodity trading advisor performance R Spurgin Journal of Alternative Investments 2 (1), 11-21, 1999 | 37 | 1999 |
| Multi-factor models in managed futures, hedge fund and mutual fund return estimation T Schneeweis, R Spurgin Journal of Alternative Investments 1, 1-24, 1998 | 33 | 1998 |
| Managed futures and hedge fund investment for downside equity risk management T Schneeweis, R Spurgin, M Potter Derivatives Quarterly 3, 62-72, 1996 | 33 | 1996 |
| Switching investments can be a bad idea when Parrondo's paradox applies R Spurgin, M Tamarkin The Journal of Behavioral Finance 6 (1), 15-18, 2005 | 32 | 2005 |
| Dealing with myths of managed futures T Schneeweis The Journal of Alternative Investments 1 (1), 9-17, 1998 | 27* | 1998 |
| Hedge Funds: Portfolio risk diversifiers, return enhancers or both T Schneeweis, R Spurgin CISDM/Isenberg School of Management, University of Massachusetts, 2000 | 26 | 2000 |
| A review of hedge fund performance benchmarks D McCarthy, RB Spurgin The Journal of Alternative Investments 1 (1), 18-28, 1998 | 25 | 1998 |
| A method of estimating changes in correlation between assets and its application to hedge fund investment R Spurgin, G Martin, T Schneeweis Journal of Asset Management 1, 217-230, 2001 | 22 | 2001 |
| Alpha, alpha… Who's got the alpha? T Schneeweis, RB Spurgin The Journal of Alternative Investments 2 (3), 83-87, 1999 | 22 | 1999 |
| Managed futures, hedge fund and mutual fund return estimation: A multi-factor approach T Schneeweis, R Spurgin Amherst, MA, USA: Canter for International Securities and Derivatives …, 1997 | 22 | 1997 |
| Momentum in asset returns: are commodity returns a special case? T Schneeweis, H Kazemi, R Spurgin The Journal of Alternative Investments 10 (4), 23, 2008 | 19 | 2008 |
