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Measurement biases in hedge fund performance data : an update
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 65 (2009) 3, pp. 36-38
Persistent link: https://www.econbiz.de/10003863865
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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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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...
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 fu...
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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Nonlinear Dynamics in Financial Markets: Evidence and Implications
Hsieh, David A. - In: Financial analysts' journal : FAJ 51 (1995) 4, pp. 55-62
Persistent link: https://www.econbiz.de/10006329617
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Assessing the Market and Credit Risks of Long-Term Interest Rate and Foreign Currency Products
Hsieh, David A. - In: Financial analysts' journal : FAJ 49 (1993) 4, pp. 75-79
Persistent link: https://www.econbiz.de/10006353866