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A primer on hedge funds
Fung, William; Hsieh, David A. - In: Journal of empirical finance 6 (1999) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10001426369
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Is mean-variance analysis applicable to hedge funds?
Fung, William - In: Economics letters 62 (1999) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10001256029
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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. 291-307
Persistent link: https://www.econbiz.de/10001522458
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Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A. - 1988
Persistent link: https://www.econbiz.de/10000766355
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A nonlinear stochastic rational expectations model of exchange rates
Hsieh, David A. - In: Journal of international money and finance 11 (1992) 3, pp. 235-250
Persistent link: https://www.econbiz.de/10001127460
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Chaos and nonlinear dynamics : application to financial markets
Hsieh, David A. - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1839-1877
Persistent link: https://www.econbiz.de/10001115512
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Using non-linear methods to search for risk premia in currency futures
Hsieh, David A. - In: Journal of international economics 35 (1993) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10001147254
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Implications of observed properties of daily exchange rate movements
Hsieh, David A. - In: Journal of international financial markets, … 1 (1991) 1, pp. 61-71
Persistent link: https://www.econbiz.de/10001098574
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International risk sharing and the choice of exchange rate regime
Hsieh, David A. - 1982
Persistent link: https://www.econbiz.de/10002960974
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Test of rational expectations and no risk premium in forward exchange markets
Hsieh, David A. - 1982
Persistent link: https://www.econbiz.de/10002961009