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Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
Fung, William; Hsieh, David A. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 291-308
Persistent link: https://www.econbiz.de/10006697724
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Is mean-variance analysis applicable to hedge funds?
Fung, William; Hsieh, David A. - In: Economics letters 62 (1999) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10006786542
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ALTERNATIVE INVESTMENTS - Asset-Based Style Factors for Hedge Funds - Asset-based style factors provide explicit descriptions of hedge fund strategies, such as trend following, and can be measured by using market prices.
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 16-27
Persistent link: https://www.econbiz.de/10006262186
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ALTERNATIVE INVESTMENTS - Hedge-Fund Benchmarks: Information Content and Biases - Funds of hedge funds provide more information and fewer biases than do aggregates of individual funds for constructing hedge-fund benchmarks.
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 58 (2002) 1, pp. 22-34
Persistent link: https://www.econbiz.de/10006268947
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PORTFOLIO MANAGEMENT - Hedge Fund Benchmarks: A Risk-Based Approach
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 60 (2004) 5, pp. 65-80
Persistent link: https://www.econbiz.de/10006242542
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Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms
Edelman, Daniel; Fung, William; Hsieh, David A. - In: Journal of financial economics 109 (2013) 3, pp. 734-758
Persistent link: https://www.econbiz.de/10010142464
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PERSPECTIVES - Measurement Biases in Hedge Fund Performance Data: An Update
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 65 (2009) 3, pp. 36-39
Persistent link: https://www.econbiz.de/10008262542
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Survivorship Bias and Investment Style in the Returns of CTAs
Fung, William; Hsieh, David A. - In: The journal of portfolio management : a publication of … 24 (1997) 1, pp. 30-41
Persistent link: https://www.econbiz.de/10007365895
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Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
Fung, William; Hsieh, David A. - In: The review of financial studies 10 (1997) 2, pp. 275-302
Persistent link: https://www.econbiz.de/10007373117