Faculty Biography

Richard Baird Spurgin

Associate Professor of Finance
Graduate School of Management
Clark University
Worcester, MA 01610-1477

Phone: 508-793-7596
Email: rspurgin@clarku.edu
Curriculum Vitae for Dr. Spurgin

PhD, University of Massachusetts

Teaching Courses

Investment Strategies
Fixed Income Securities 

Key Publications/Presentations

"Benefits of Managed Futures," in Handbook of Managed Futures, Irwin Publishing (1997)
"Managed Futures and Hedge Fund Investment for Downside Equity Risk Management," reprinted in Handbook of Managed Futures, Irwin Publishing (1997); Derivatives Quarterly (1996)
"A Review of Hedge Fund Benchmark Indices," Journal of Alternative Investments (1998)
"A Comparison of Return Patterns in Traditional and Alternative Investments," Alternative Investment Strategies (1998)
"Efficient Estimation of Intraday Volatility: A Method-of-Moments Approach Incorporating the Trading Range," Financial Markets Tick by Tick (1998)
"Comparison of Commodity and Managed Futures Benchmark Indices," Journal of Derivatives (1997)
"Information Content in Historical CTA Returns," Journal of Futures Markets (1997)
"Survivor Bias in CTA Performance," Journal of Futures Markets (1996)
"Investment through CTAs: An Alternative Managed Futures Investment," Journal of Derivatives (1996)