Dr. David Hsieh

Biography

David Hsieh is the Bank of America Professor at the Fuqua School of Business, Duke University. He is a member of the finance area and specializes in financial risk management. Professor Hsieh earned his Bachelor of Science degree from Yale University in 1976, double majoring in Economics and Mathematics, and completed his Ph.D. in Economics at the Massachusetts Institute of Technology in 1981. He taught at the Graduate School of Business at the University of Chicago from 1981 to 1989 before joining the faculty at Fuqua in 1989, where he also holds a secondary appointment in the Duke Economics Department. His research primarily focuses on risk and return in hedge funds, and he has published articles in notable journals such as the Journal of Finance, Review of Financial Studies, and Financial Analysts Journal. Throughout his career, he has presented his research at institutions such as the Federal Reserve and the International Monetary Fund. Professor Hsieh has received several awards for his work, including the Smith-Breeden Prize and the Fischer Black Memorial Foundation’s Robert J. Schwartz Memorial Prize. He is also known for his contributions to the field of statistical modeling of high-frequency financial data, particularly regarding volatility clustering in various asset classes.

Research Interests

Experience