David Hsieh

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David Arthur Hsieh
Born (1953-08-01) August 1, 1953 (age 72)
Hong Kong
NationalityAmerican
OccupationProfessor of Finance
Employer Duke University
Academic background
Alma mater Yale University (B.S.)
Massachusetts Institute of Technology (Ph.D.)
Thesis Expectations and efficiencies in international markets  (1981)
Doctoral advisor Stanley Fischer

David Arthur Hsieh (born August 1, 1953, in Hong Kong) is an American economist and professor of finance at the Fuqua School of Business at Duke University. He is known for his research on hedge funds, alternative beta, and nonlinear dynamics in financial markets. [1] [2]

Contents

Early life

Hsieh was born in British Hong Kong and immigrated to White Plains, New York at the age of 14. He attended Phillips Academy in Andover, Massachusetts, graduating cum laude in 1972. [2]

Education

Hsieh earned his B.S. degree in Economics and Mathematics from Yale University in 1976, graduating summa cum laude. [2] He then worked at the Federal Reserve Bank of New York before pursuing graduate studies at the Massachusetts Institute of Technology (MIT), where he completed his Ph.D. in Economics in 1981 under Stanley Fischer. [3]

Academic career

Hsieh began his academic career in 1981 as an assistant professor at the University of Chicago Graduate School of Business. [2] He later joined the Fuqua School of Business at Duke University in Durham, North Carolina, where he is currently a professor of finance. [1]

Hsieh has authored and co-authored more than 50 academic papers and one book. His research initially focused on nonlinear dynamics in asset markets, including the use of high-frequency data to measure realized variance and risk. [4]

He later expanded his research to the study of hedge funds and alternative beta in financial markets. Along with William Fung, he co-developed the "Fung–Hsieh Seven Factor Model," which is widely used to analyze hedge fund returns. [5]

Hsieh has served as editor or associate editor for several academic journals, including Management Science, Economics Letters, Journal of Empirical Finance, and Journal of Business and Economic Statistics. [2]

He has also been an invited speaker at more than 80 academic and professional conferences worldwide. [1]

Research contributions

Awards and recognition

Selected publications

References

  1. 1 2 3 4 "Faculty profile: David A. Hsieh". Duke University. Retrieved October 13, 2025.
  2. 1 2 3 4 5 6 7 "David A. Hsieh - Curriculum Vitae". Duke University. Retrieved October 13, 2025.
  3. ↑ David A. Hsieh (1981). Expectations and efficiencies in international markets (Thesis). Massachusetts Institute of Technology.
  4. ↑ "David Hsieh Research Papers Collection". University of California, Berkeley Digital Collections. Retrieved October 13, 2025.
  5. 1 2 3 "Fung-Hsieh Hedge Fund Research Papers". Singapore Management University Institutional Repository. Retrieved October 13, 2025.
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