We calculate universal finite-size scaling functions for systems with an n-
component order parameter and algebraically decaying interactions. Just as
previously found for short-range interactions, this leads to a singular eps
ilon expansion, where epsilon is the distance to the upper critical dimensi
on. Subsequently, we check the results by numerical simulations of spin mod
els in the same universality class. Our systems offer the essential advanta
ge that epsilon can be varied continuously, allowing an accurate examinatio
n of the region where epsilon is small. The numerical calculations turn out
to be in striking disagreement with the predicted singularity. [S1063-651X
(99)00612-1].