William Fung

PI Asset Management, LLC

Chairman

79 Wellington Street West

Suite 3500

Toronto, Ontario M5K 1K7

Canada

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 2,042

SSRN RANKINGS

Top 2,042

in Total Papers Downloads

15,706

CITATIONS
Rank 11,328

SSRN RANKINGS

Top 11,328

in Total Papers Citations

47

Scholarly Papers (13)

1.
Downloads 5,744 ( 1,160)
Citation 103

Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008
Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011
PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting
Downloads 5,690 (1,153)
Citation 60

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hedge funds, funds-of-funds, performance, alpha, survival, flows, capacity constraints

Hedge Funds: Performance, Risk and Capital Formation

CEPR Discussion Paper No. 5565
Number of pages: 33 Posted: 27 Jun 2006
PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting
Downloads 54 (376,229)
Citation 199
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Hedge funds, performance, alpha, factor models, flow, funds-of-hedge funds

Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases

Number of pages: 24 Posted: 20 Aug 2001
William Fung and David A. Hsieh
PI Asset Management, LLC and Duke University - Fuqua School of Business
Downloads 3,421 (2,791)
Citation 35

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Hedge funds, benchmarks, performance, styles

Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases

Financial Analyst Journal, Forthcoming
Posted: 27 Oct 2001
William Fung and David A. Hsieh
PI Asset Management, LLC and Duke University - Fuqua School of Business

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Hedge funds, benchmarks, performance, styles

3.

Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 15 Aug 2008 Last Revised: 15 Jan 2011
Georgia State University, PI Asset Management, LLC, Securities and Exchange Commission (SEC) and London Business School - Institute of Finance and Accounting
Downloads 2,772 (4,102)
Citation 11

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Hedge Funds, Convertible Bonds, Convertible Arbitrage, Supply, Risk Factors

Asset-Based Hedge-Fund Styles and Portfolio Diversification

Duke University Fuqua School of Business Working Paper
Number of pages: 37 Posted: 12 Aug 2001
William Fung and David A. Hsieh
PI Asset Management, LLC and Duke University - Fuqua School of Business
Downloads 2,738 (4,090)
Citation 7

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Hedge Fund, Style, Risk, Portfolio Diversification

Asset-Based Hedge-Fund Styles and Portfolio Diversification

Financial Analyst Journal, Forthcoming
Posted: 16 Jul 2002
David A. Hsieh and William Fung
Duke University - Fuqua School of Business and PI Asset Management, LLC

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Hedge Fund, Style, Risk, Portfolio Diversification

5.

Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms

Number of pages: 61 Posted: 15 Oct 2012 Last Revised: 30 Mar 2015
Daniel Edelman, William Fung and David A. Hsieh
Independent, PI Asset Management, LLC and Duke University - Fuqua School of Business
Downloads 645 (39,242)
Citation 9

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hedge funds, asset management

6.

Hedge Fund Franchises

Management Science, Forthcoming
Number of pages: 54 Posted: 24 Dec 2014 Last Revised: 11 Dec 2018
PI Asset Management, LLC, Duke University - Fuqua School of Business, London Business School - Institute of Finance and Accounting and Singapore Management University - Lee Kong Chian School of Business
Downloads 386 (74,863)
Citation 2

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hedge funds, first funds, follow-on funds, spillover, agency problems

7.

Perspectives: Measurement Biases in Hedge Fund Performance Data: An Update

Financial Analysts Journal, Vol. 65, No. 3, 2009
Posted: 05 Jun 2009
William Fung and David A. Hsieh
PI Asset Management, LLC and Duke University - Fuqua School of Business

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Performance Measurement and Evaluation, Performance Measurement, Portfolio Management, Hedge Fund Strategies, Alternative Investments, Hedge Fund Strategies

8.

Extracting Portable Alphas from Equity Long-Short Hedge Funds

Journal of Investment Management, Vol. 2, No. 4, Fourth Quarter 2004
Posted: 10 Dec 2004
William Fung and David A. Hsieh
PI Asset Management, LLC and Duke University - Fuqua School of Business

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Hedge funds

9.

Hedge Fund Benchmarks: A Risk-Based Approach

Financial Analysts Journal, Vol. 60, No. 5, pp. 65-80, September/October 2004
Posted: 05 Nov 2004
William Fung and David A. Hsieh
PI Asset Management, LLC and Duke University - Fuqua School of Business

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Portfolio Management: Hedge Fund Strategies, Alternative Investments: Hedge Fund Strategies, Risk Measurement and Management: Alternative Investments

10.

Asset-Based Style Factors for Hedge Funds

Financial Analysts Journal, Vol. 58, No. 5, September/October 2002
Posted: 20 Mar 2003
David A. Hsieh and William Fung
Duke University - Fuqua School of Business and PI Asset Management, LLC

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Alternative Investments, hedge funds

11.

Hedge-Fund Benchmarks: Information Content and Biases

Financial Analysts Journal, Vol. 58, No. 1
Posted: 02 Mar 2002
David A. Hsieh and William Fung
Duke University - Fuqua School of Business and PI Asset Management, LLC

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12.

The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers

The Review of Financial Studies, Vol. 14, No. 2, Summer 2001
Posted: 11 Nov 2001
David A. Hsieh and William Fung
Duke University - Fuqua School of Business and PI Asset Management, LLC

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Hedge fund, risk management, style factors, trend following, options

13.

Performance Characteristics of Hedge Funds and Cta Funds: Natural Vs. Spurious Biases

J of Financial and Quantitative Analysis, September 2000
Posted: 24 Jan 2001
David A. Hsieh and William Fung
Duke University - Fuqua School of Business and PI Asset Management, LLC

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