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Hsieh, David A.


 SSRN Author Rank: 1,314 by Downloads
 Professor of Finance and Economics
 

Duke University - Fuqua School of Business


 Department of Finance
 Box 90120
 Durham, NC 27708-0120
 United States
 919-660-7779 (Phone)
 919-660-7961 (Fax)
 email address
 

Duke University - Department of Economics


 Durham, NC 27708-0204
 United States
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Hsieh, David A.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,421
Total
Citations
232
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Fung, William
London Business School
Hsieh, David A.
Duke University - Fuqua School of Business
Ramadorai, Tarun
University of Oxford - Said Business School
Naik, Narayan Y.
London Business School - Institute of Finance and Accounting
Posted:
16 Aug 05
Last Revised:
11 Jul 11
4,905
(566)
117

2.   Incl. Electronic Paper
Fung, William
London Business School
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
20 Aug 01
Last Revised:
01 Dec 01
3,139
(1,258)
35

3.   Incl. Electronic Paper
Hsieh, David A.
Duke University - Fuqua School of Business
Fung, William
London Business School
Posted:
12 Aug 01
Last Revised:
26 Jul 02
2,430
(2,018)
6

4.  
Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
Hsieh, David A.
Duke University - Fuqua School of Business
Tauchen, George
Duke University - Economics Group
Posted:
27 Nov 97
440
(30,166)
41

5.  
Edelman, Daniel
Alternative Investment Solutions
Fung, William
London Business School
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
15 Oct 12
405
(33,564)
 

6.  
The Profitability of Currency Speculation | Show Abstract | Download |
NBER Working Paper No. w1197
Working Paper Series
Bilson, John F.O.
Illinois Institute of Technology
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
23 Aug 00
58
(187,102)
3

7.  
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
25 May 06
26
(255,185)
18

8.  
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
10 Oct 07
11
(307,307)
 

9.  
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
26 May 09
7
(319,872)
14

10.  
Perspectives: Measurement Biases in Hedge Fund Performance Data: An Update | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 3, 2009
Accepted Paper Series
Fung, William
London Business School
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
05 Jun 09
 

11.  
Will Hedge Funds Regress Towards Index-Like Products? | Show Abstract |
Journal of Investment Management, Vol. 5, No. 2, Second Quarter 2007
Accepted Paper Series
Fung, William
affiliation not provided to SSRN
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
30 May 07
 

12.  
Extracting Portable Alphas From Equity Long-Short Hedge Funds | Show Abstract |
Journal of Investment Management, Vol. 2, No. 4, Fourth Quarter 2004
Accepted Paper Series
Fung, William
London Business School
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
10 Dec 04
 

13.  
Hedge Fund Benchmarks: A Risk-Based Approach | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 5, pp. 65-80, September/October 2004
Accepted Paper Series
Fung, William
London Business School
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
05 Nov 04
 

14.  
Asset-Based Style Factors for Hedge Funds | Show Abstract |
Financial Analysts Journal, Vol. 58, No. 5, September/October 2002
Accepted Paper Series
Hsieh, David A.
Duke University - Fuqua School of Business
Fung, William
London Business School
Posted:
20 Mar 03
 

15.  
Hedge-Fund Benchmarks: Information Content and Biases | Show Abstract |
Financial Analysts Journal, Vol. 58, No. 1
Accepted Paper Series
Hsieh, David A.
Duke University - Fuqua School of Business
Fung, William
London Business School
Posted:
02 Mar 02
 

16.  
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers | Show Abstract |
The Review of Financial Studies, Vol. 14, No. 2, Summer 2001
Accepted Paper Series
Hsieh, David A.
Duke University - Fuqua School of Business
Fung, William
London Business School
Posted:
11 Nov 01
 

17.  
Performance Characteristics of Hedge Funds and Cta Funds: Natural Vs. Spurious Biases | Show Abstract |
J of Financial and Quantitative Analysis, September 2000
Accepted Paper Series
Hsieh, David A.
Duke University - Fuqua School of Business
Fung, William
London Business School
Posted:
24 Jan 01
 

18.  
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds | Show Abstract |
REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 2
Accepted Paper Series
Arms, William Fung
Duke University
Hsieh, David A.
Duke University - Fuqua School of Business
Posted:
23 Apr 97
 


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