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Cited by 796

The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.

Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases

Fung, William, Hsieh, David A.·2000·The Journal of Financial and Quantitative Analysis
DOI 10.2307/2676205
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Abstract

William Fung, David A. Hsieh, Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 3 (Sep., 2000), pp. 291-307

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Metadata

Authors
Fung, W., & Hsieh, D. A.
Venue
The Journal of Financial and Quantitative Analysis
Publisher
JSTOR
Published
2000-09
Volume
35
Issue
3
Pages
291
ISSN
0022-1090 (ISSN-L)
DOI
10.2307/2676205
OpenAlex
W2091637085
Cited by
796
References
2
FWCI
36.98
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases. https://app.cochat.ai/papers/10.2307/2676205
The paper
Fung, W., & Hsieh, D. A. (2000). Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases. The Journal of Financial and Quantitative Analysis. https://doi.org/10.2307/2676205

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.