Personal profile
Education
Finance, BCOM, McMaster University
Finance, M.B.A., Tulane University
Finance, Ph.D., Essays on Option-Based Risk Management, University of Massachusetts Amherst
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Endowment Risk Management and Return Enhancement with Listed Index and ETF Options
Szado, E. A., Feb 1 2024, In: Journal of Investing. 33, 2, p. 136-167 32 p.Research output: Contribution to journal › Article › peer-review
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35-Year Performance Analysis of Cboe S&P 500 Option-Selling Indices
Black, K. & Szado, E., Sep 1 2022, In: Journal of Beta Investment Strategies. 13, 3, p. 48-65 18 p.Research output: Contribution to journal › Article › peer-review
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Environmental, social, and governance practices and perceived tail risk
Shafer, M. & Szado, E., Dec 1 2020, In: Accounting and Finance. 60, 4, p. 4195-4224 30 p.Research output: Contribution to journal › Article › peer-review
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Environmental, Social, and Governance Practices and Perceived Tail Risk
Shafer, M. & Szado, E., 2020, In: Accounting and Finance. 60, 4, p. 4195-4224Research output: Contribution to journal › Article
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Option informed stock picking
Szado, E., Kazemi, H. & Schneeweis, T., Jun 1 2018, In: Journal of Alternative Investments. 21, 1, p. 48-66 19 p.Research output: Contribution to journal › Article › peer-review
Grants
- 4 Finished
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Risk Management with VIX Options and Futures
Szado, E. A. (Other)
Chicago Board Options Exchange
12/1/17 → 05/31/18
Project: Research
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INGARM - Performance Analysis of CBOE S&P 500
Szado, E. A. (Other)
Chicago Board Options Exchange
12/1/15 → 05/31/16
Project: Research
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INGARM Research on Volatility Trading
Szado, E. A. (Other)
Chicago Board Options Exchange
01/1/08 → 12/31/09
Project: Research
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