LIFFE / Paris Interbank / Trend Followers William Fung PI Asset Management LLC / Long-Term Capital Management / Modest / John W. Henry & Company / New York Mercantile Exchange / Morgan Stanley / Goldman / Lehman / /
Country
United States / / /
Event
M&A / /
Facility
Carnegie-Mellon University / Duke University / University of Washington / University of Rochester / Washington University / Futures Industry Institute / Virginia Polytechnic Institute / University of California at Los Angeles / /
IndustryTerm
crude oil / /
MarketIndex
S&P 500 / FTSE 100 / Australian All Ordinary / Nikkei 225 / DAX 30 / /
Organization
Duke University / Commodity Futures Trading Commission / St. Louis / and Carnegie-Mellon University / Futures Industry Institute / National Futures Association / Fuqua School of Business / University of Rochester / Foundation for Managed Derivatives Research / Washington University / University of Washington at Seattle / University of California at Los Angeles / Polytechnic Institute / /
Person
Don Chance / David A. Hsieh / Joe Sweeney / Todd Petzel / Fung / Guy Ingram / Mark Rubinstein / Jules Stanowicz / Richard Roll / Jaye Scholl / Debra Lucas / James Cui / Ravi Jagannathan / /
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers William Fung PI Asset Management, LLC David A. Hsieh