David Hsieh

14 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1814-2907

Fuqua Business School, Duke University, Durham, North Carolina 27708

Publications

• Hedge Fund Franchises — Management Science 2021
• Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms — Journal of Financial Economics 2013
• Hedge Funds: Performance, Risk, and Capital Formation — The Journal of Finance 2008
• The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers — The Review of Financial Studies 2001
• Performance Characteristics of Hedge Fundsand Commodity Funds: Natural vs. SpuriousBiases — Journal of Financial and Quantitative Analysis 2000
• Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds — The Review of Financial Studies 1997
• Implications of Nonlinear Dynamics for Financial Risk Management — Journal of Financial and Quantitative Analysis 1993
• A New Approach to International Arbitrage Pricing — The Journal of Finance 1993
• Chaos and Nonlinear Dynamics: Application to Financial Markets — The Journal of Finance 1991
• Margin Regulation and Stock Market Volatility — The Journal of Finance 1990
• Monte Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression — The Annals of Statistics 1987
• Estimation of Response Probabilities from Augmented Retrospective Observations — Journal of the American Statistical Association 1985
• An exploratory investigation of the firm size effect — Journal of Financial Economics 1985
• Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange — The Journal of Finance 1982