David Hsieh

Q: What Schools Are Affiliated With David Hsieh

David Hsieh is affiliated with the following schools: Yale University, Stanford University, University of Chicago, Massachusetts Institute of Technology, Duke University

David Hsieh's AcademicInfluence.com Rankings

David Hsieh

Economics

#2151

World Rank

#2457

Historical Rank

#828

USA Rank

economics Degrees

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Economics

Why Is David Hsieh Influential?

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According to Wikipedia, David Arthur Hsieh is a professor of finance at the Duke University Fuqua School of Business. He has done extensive research on hedge funds and alternative beta, which includes dynamics of asset prices and their implications for financial risk management and risk and return in hedge funds and commodity funds.

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David Hsieh's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997) (1360)
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001) (1282)
Chaos and Nonlinear Dynamics: Application to Financial Markets (1991) (1059)
Hedge Fund Benchmarks: A Risk-Based Approach (2004) (1019)
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000) (826)
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (2000) (826)
Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989) (732)
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence (1991) (589)
Hedge Funds: Performance, Risk, and Capital Formation (2006) (553)
An exploratory investigation of the firm size effect (1985) (547)
Modeling Heteroscedasticity in Daily Foreign-Exchange Rates (1989) (501)
The statistical properties of daily foreign exchange rates: 1974–1983 (1988) (489)
A primer on hedge funds (1999) (381)
Estimation of Stochastic Volatility Models with Diagnostics (1995) (353)
The determination of the real exchange rate: The productivity approach (1982) (271)
Asset-Based Style Factors for Hedge Funds (2002) (256)
Nonlinear Dynamics, Chaos, And Instability (1994) (241)
Implications of Nonlinear Dynamics for Financial Risk Management (1993) (223)
Survivorship Bias and Investment Style in the Returns of CTAs (1997) (214)
Margin Regulation and Stock Market Volatility (1990) (212)
On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83 (1988) (211)
Hedge-Fund Benchmarks: Information Content and Biases (2002) (199)
A New Approach to International Arbitrage Pricing (1993) (193)
Measuring the market impact of hedge funds (2000) (163)
Estimation of Response Probabilities From Augmented Retrospective Observations (1985) (159)
Tests of Rational Expectations and No Risk Premium in Forward Exchange Markets (1982) (159)
Risk in Fixed-Income Hedge Fund Styles (2002) (156)
The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds (2011) (143)
Measurement Biases in Hedge Fund Performance Data: An Update (2009) (137)
Is mean-variance analysis applicable to hedge funds? (1999) (131)
Hedge funds: an industry in its adolescence (2006) (129)
Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases (2001) (101)
Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases (2001) (101)
Monte Carlo evidence on adaptive maximum likelihood estimation of a regression (1987) (91)
Extracting Portable Alphas From Equity Long-Short Hedge Funds (2004) (90)
Extracting Portable Alphas From Equity Long-Short Hedge Funds (2004) (90)
A heteroscedasticity-consistent covariance matrix estimator for time series regressions (1983) (71)
Choice of Inventory Accounting Methods: Comparative Analyses of Alternative Hypotheses (1985) (62)
Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms (2013) (58)
Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange (1982) (50)
Do Hedge Funds Disrupt Emerging Markets? (2000) (50)
Nonlinear Dynamics in Financial Markets: Evidence and Implications (1995) (45)
Will Hedge Funds Regress Towards Index-Like Products? (2007) (40)
Will Hedge Funds Regress Towards Index-Like Products? (2007) (40)
Performance Attribution and Style Analysis : From Mutual Funds to Hedge Funds by (1998) (36)
Asset-Based Hedge-Fund Styles and Portfolio Diversification (2001) (32)
Asset-Based Hedge-Fund Styles and Portfolio Diversification (2001) (32)
The Profitability of Currency Speculation (1983) (31)
The Risk in Hedge Fund Strategies : Alternative Alphas and Alternative Betas (2003) (30)
Hedge fund replication strategies: implications for investors and regulators (2007) (30)
A nonlinear stochastic rational expectations model of exchange rates (1992) (29)
The Information Content of Performance Track Records : Investment Style and Survivorship Bias in the Historical Returns of Commodity Trading Advisors by (1999) (29)
Using non-linear methods to search for risk premia in currency futures (1993) (29)
Funds of hedge funds: performance, risk and capital formation 2005 to 2010 (2012) (25)
SELECT FINANCIAL ANALYSTS JOURNAL AUTHOR SUMMARIES Hedge Fund Benchmarks: A Risk-Based Approach (2004) (8)
Growing the Asset Management Franchise: Evidence from Hedge Fund Firms (2016) (8)
Implications of Observed Properties of Daily Exchange Rate Movements (2008) (7)
Hedge Fund Franchises (2017) (6)
International Risk Sharing and the Choice of Exchange-Rate Regime (1984) (6)
Funds of hedge funds: performance, risk and capital formation 2005 to 2010 (2012) (5)
Nonlinear Dynamics, Chaos, and Instability - Unix version (1992) (4)
Estimating the Dynamics of Volatility (1993) (3)
Hedge Fund Performance and Risk (2004) (3)
Journal of Empirical Finance (forthcoming) Theory and Evidence from Long/short Equity Hedge Funds (2011) (3)
Global Yield Curve Event Risks (1996) (3)
Assessing the Market and Credit Risks of Long-Term Interest Rate and Foreign Currency Products (1993) (3)
Assessing Market Risks and Credit Risks of Long Term Interest Rate and Foreign Currency Products (1992) (2)
Event Risk and Risk Management of Global Yield Curve Exposure by (1995) (2)
Portfolio Implications of Empirical Rejections of the Expectations Hypothesis (1986) (2)
Chapter 16 - Hedge Funds (2013) (0)
Informed Technology Adoption Decisions Based on Innovation-related Factors (2019) (0)
Gold in the Optimal Portfolio (1987) (0)
What Can Central Bankers Learn from Hedge Fund Replication Strategies (2009) (0)
Nonlinear Dynamics, Chaos, and Instability. By WILLIAM A. BROCK, (2016) (0)
Estimating Proportional Hazards in Default and Prepayment of Personal Loans with Unobserved Borrower Heterogeneity (2022) (0)

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Other Resources About David Hsieh

en.wikipedia.org

What Schools Are Affiliated With David Hsieh?

David Hsieh is affiliated with the following schools: