David A. Hsieh's
Hedge Fund Data Library

Last Update: October, 2012.

Hedge Fund Indices used in my research with William Fung:
-CSFB/Tremont Hedge Fund Indices
-HFR Hedge Fund Indices
-CISDM Hedge Fund Indices
 

Hedge Fund Risk Factors:
-Hedge fund risk factors used in William Fung & David A. Hsieh, "Hedge Fund Benchmarks: A Risk-Based Approach" and "Hedge Funds: An Industry in Its Adolescence" to capture the risk of well-diversified hedge fund portfolios.

Hedge Fund Portfolio:
-Hedge fund portfolios used in Daniel Edelman, William Fung & David A. Hsieh, "Exploring Uncharted Territories of the Hedge Fund Industry: Empirical Characteristics of Mega Hedge Fund Firms.".

Mutual Fund Risk Factors:
-Eight standard asset classes used in William Fung & David A. Hsieh, "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds" (Review of Financial Studies, 1997, Vol 10, pp. 275-302).

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