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Chapter 16. Hedge Funds
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Hsieh, David A.
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ECONIS (ZBW)
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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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2
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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3
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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4
What can central bankers learn from hedge fund replication strategies?
Hsieh, David A.
- In:
Globalization and systemic risk
,
(pp. 331-347)
.
2008
Persistent link: https://www.econbiz.de/10003817458
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5
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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6
Test of rational expectations and no risk premium in forward exchange markets
Hsieh, David A.
-
1982
Persistent link: https://www.econbiz.de/10002961009
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7
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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8
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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9
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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10
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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