Concepedia

David A. Hsieh

DA

Statistics

Publications

63

Citations

13.2K

H-Index

45

Active since

1982

Affiliations

Duke University(Current)

National Bureau of Economic Research

London Business School

University of Chicago

David A. Hsieh is an author at Duke University specializing in financial economics, business, and finance.

ORCID

Publications per year

1982–2020

63

Publications

63

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

William Fung, David A. Hsieh · Review of Financial Studies · 1997 · 1.3K citations

, , +14

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

William Fung, David A. Hsieh · Review of Financial Studies · 2001 · 1.3K citations

, , +17

Hedge Fund Benchmarks: A Risk-Based Approach

William Fung, David A. Hsieh · Financial Analysts Journal · 2004 · 1.1K citations

, , +15

Chaos and Nonlinear Dynamics: Application to Financial Markets

David A. Hsieh · The Journal of Finance · 1991 · 970 citations · Full text

, , +11

Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases

William Fung, David A. Hsieh · Journal of Financial and Quantitative Analysis · 2000 · 844 citations

, , +14

1–5 of 63