William Fung, David A. Hsieh
Abstract
William Fung, David A. Hsieh, Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 3 (Sep., 2000), pp. 291-307
OpenAlex reports 845 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
William Fung, David A. Hsieh, Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 3 (Sep., 2000), pp. 291-307
Key concepts: Spurious relationship, Hedge fund, Global assets under management, Passive management, Alternative beta, Business, Fund of funds, Commodity pool