Faculty profiles
Bill Fung
PhD (London) PhD (Manchester)
Visiting Research Professor of Finance, BNP Paribas Hedge Fund Centre
- Subject area:
- Finance
Publications
'Hedge Funds: Performance, Risk and Capital Formation' (with D. Hsieh, N. Naik, and T. Ramadorai), forthcoming in the Journal of Finance, (2007); 'Hedge Fund Replication strategies: implications for investors and regulators' (with D. Hsieh), The Banque de France Financial Stability Review’s Special Issue on Hedge Funds, (2007); 'Hedge Funds: An Industry in its Adolescence', (with D. Hsieh), Economic Review, Federal Reserve Bank of Atlanta, (2006); Hedge Fund Benchmarks: A Risk-Based Approach (with D. Hsieh), Financial Analysts Journal (2004); The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (with D. Hsieh), Review of Financial Studies (2001); Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (with D. Hsieh), Journal of Financial and Quantitative Analysis (2000); Do Hedge Funds Disrupt Emerging Markets? (with D. Hsieh and K. Tsataronis, Brookings-Wharton Papers on Financial Services, 2000)
Research interest
Hedge funds, trading strategies, portfolio management, market microstructure, private banking.
Other activities
Chairman, Board of Directors, Maple Financial Group, Toronto, Canada. Member of the Index Committee, JP Morgan Alternative Beta Reference Index.
Formerly
Visiting Research Fellow, London School of Economics and Manchester Business School; Associate Professor of Finance, Rutgers; Adjunct Associate Professor of Finance, New York University.
