Monthly Archives: October 2005

David Hsie: research on hedge funds

Published [1] “Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds,” with William Fung, Review of Financial Studies, 10 (1997), 275-302. PDF file. [2] “Survivorship Bias and Investment Style in the Returns of CTAs,” with William Fung, Journal … Continue reading

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