Finance Faculty Profile
David A. Hsieh
Bank of America Professor of Finance
Ph.D. MIT, 1981.
Vita

 Education:

  • Massachusetts Institute of Technology, Ph.D. in Economics, 1981.
  • Yale University, B.S. in Economics and Mathematics, 1976. Summa Cum Laude, Phi Beta Kappa.
  • Phillips Academy, Andover, 1972. Cum Laude.


Academic Appointments:

  • Professor, Fuqua School of Business, Duke University, 1993-present.
  • Associate Professor, Fuqua School of Business, Duke University, 1989-1993.
  • Associate Professor, Graduate School of Business, University of Chicago, 1985-1989.
  • Assistant Professor, Graduate School of Business, University of Chicago, 1981-1985.


Other Appointments:

  • Consultant, Bank for International Settlement, 1998.
  • Visiting Scholar, International Monetary Fund, July 1998.


Honors and Awards:

  • CFA Institute, Graham and Dodd Award of Excellence, 2004.
  • Bank of America Fuqua Faculty Award, 2002.
  • Duke Cross-Continent EMBA Class of 2002, Teaching in Excellence Award.
  • Fischer Black Memorial Foundation, 1999 Robert J. Schwartz Memorial Prize, for the best paper on hedge funds.
  • 1990 Smith Breeden Prize for the best paper in the Journal of Finance for the article "Margin Regulation and Stock Market Volatility" (joint with Merton H. Miller).
  • 1976 Yale Science and Engineering Association High Scholarship Award. (for the highest class standing after seven semesters).
  • 1976 Russell Henry Chittenden Prize (for the Yale senior with the highest scholarship in the natural sciences, including mathematics).


Research Interests:

  • Investment styles, risks, and performance evaluation in dynamic trading strategies, espeically in hedge funds and commodity trading advisors.
  • Dynamics of asset prices and their implications for financial risk management.


Professional Affiliations & Activities:

  • American Finance Association
  • Society of Financial Studies
  • Finance Department Editor, Management Science (2003-present) 


Publications: Click to see the complete vitae and publication list.