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David Hsieh

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David Arthur Hsieh
Born (1953-08-01) August 1, 1953 (age 71)
Alma materYale University, Massachusetts Institute of Technology
OccupationProfessor of Finance
Academic career
Doctoral
advisor
Stanley Fischer[1]

David Arthur Hsieh (born August 1, 1953, in Hong Kong) is a professor of finance at the Duke University Fuqua School of Business. He has done extensive research on hedge funds and alternative beta, which includes dynamics of asset prices and their implications for financial risk management and risk and return in hedge funds and commodity funds.

Early life

On August 1, 1953, Hsieh was born in Hong Kong. At 14, Hsieh immigrated from Hong Kong to the White Plains, New York, U.S. In 1972, Hsieh graduated from Phillips Academy, a university-prep school in Andover, Massachusetts cum laude.[2]

Education

In 1976 Hsieh graduated with a B.S. in Economics and Mathematics from Yale University with Summa Cum Laude.[2] Hsieh then spent a year working at the Federal Reserve Bank of New York before going to Massachusetts Institute of Technology for graduate school. In 1981, Hsieh earned a Ph.D in Economics from Massachusetts Institute of Technology.[2]

Career

In 1981, Hsieh's teaching career began as an associate professor at the University of Chicago Graduate School of Business.[2]

Hsieh is a professor at the Fuqua School of Business in Duke University in Durham, North Carolina.[3][2]

Hsieh has multiple research papers on Hedge funds I professional journals.[4] Hsieh has been an editor of professional journals such as Management Science, Economics Letters, Journal of Empirical Finance, and Journal of Business and Economic Statistics.[2] He is a guest speaker at approximately 80 different occasions. Hsieh has authored or co-authored over 50 different papers or books.

Awards

In 2002 Hsieh was awarded the Bank of America Faculty Award.[2][5]

Hsieh has received the CFA, Graham and Dodd Award of Excellence for the paper "Hedge Fund Benchmarks: A Risk-Based Approach", co-authored with William Fung and published in the Financial Analysts Journal in 2004; the Fischer Black Memorial Foundation and the 1999 Robert J. Schwartz Memorial Prize for the best paper on hedge funds.; the Smith Breeden First Prize for the best paper in the Journal of Finance for the article "Margin Regulation and Stock Market Volatility" joint with Merton H. Miller; and the Yale Science and Engineering Association High Scholarship Award, a college award for the highest class standing after 7 semesters.

References

  1. ^ Hsieh, David Arthur (1981). Expectations and efficiencies in international markets (Ph.D.). MIT. Retrieved 27 May 2017.
  2. ^ a b c d e f g "David A. Hsieh's Vitae fuqua.duke.edu". Retrieved May 13, 2017.
  3. ^ "Faculty profile of Dr. David Hsieh fuqua.duke.edu". Retrieved May 13, 2017.
  4. ^ "Hedge Fund Research Summary- David A. Hsieh fuqua.duke.edu". Retrieved May 13, 2017.
  5. ^ "Executive Biography of David A. Hsieh fuqua.duke.edu". Retrieved May 13, 2017.

Interviews

  • Plan Sponsor Magazine, Jul-Aug 1998, Q&A: Hedging for Diversification, by Gregory J. Millman.
  • Business Leader, January 2006, "Hedge Funds: Investing's Best Kept Secret," by Brad Wyckoff.
  • Barron's, March 27, 2006. "Anyone Here Seen Alpha?" by Jack Willoughby.