David Hsieh is Professor of Finance and Economics at the Fuqua School of Business, Duke University. He teaches Money and Capital Markets and International Corporate Finance. He has served as Area Coordinator in Economics.
Professor Hsieh obtained his B.S. in Economics and Mathematics from Yale University and a Ph.D. in Economics from the Massachusetts Institute of Technology and taught at the Graduate School of Business, University of Chicago from 1981 to 1989. He joined the Fuqua Faculty in 1989.
Professor's Hsieh's current research focusses on the behavior and performance evaluation of hedge funds. This research has been featured in both the top academic journals, Review of Financial Studies and the top practitioner journals, Journal of Portfolio Management. Last year, he was invited to give presentations on the hedge fund research at many unversities, including Stanford, Chicago, and Northwestern.
Professor Hsieh is also a pioneer in the area of statistical modeling of the behavior of high frequency financial data, especially volatility clustering in stocks, bonds, and foreign exchange. The results have been published in the Journal of International Economics, the Journal of Business , the Journal of Business and Economic Statistics and the Journal of Finance. The statistical theory and empirical results are summarized in a book entitled Nonlinear Dynamics, Chaos and Instability: Statistical Theory Dynamics, Chaos and Instability: Statistical Theory and Evidence,which is coauthored with Professors William Brock and Blake LeBaron and published by the MIT press.
Professor Hsieh serves as an Associate Editor for the Journal of Empirical Finance, the Journal of Business and Economic Statistics,the Journal of International Financial Markets, Institutions and Money , and the Review of Futures Markets.
Professssor Hsieh won the Smith Breeden first prize for Journal of Finance paper in 1990 with Nobel Laureate Merton Miller.
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