Merrill Lynch / Fixed-Income Convertible Bond Hedge Funds / J.P. Morgan / Long-Term Capital Management / FIXED INCOME 1 lC / CSFB / WILLIAM FUNG lC / va lC / Goldman / Lehman / ABS FACTORS FOR FIXED-INCOME HEDGE FUNDS / /
Currency
USD / / /
Event
Company Expansion / /
Facility
Duke University / /
IndustryTerm
convertible bond peer / arbitrage peer / risk management / finance / real estate mortgage investment conduits / /
MarketIndex
HFR / CSFB Convertible Bond / Lehman Treasury Bond / Lehman Aggregate Bond / /
Organization
Centre for Hedge Fund Research and Education / Duke University in Durham / US Federal Reserve / London Business School in England / Fuqua School of Business / U.S. Treasury / /
Person
DAVID A. HSIEH / Fung / /
Position
professor of finance / visiting research professor of finance / manager trades / President / trend-following trader and the convergence trader / trader / convergence trader / /
Risk in Fixed-Income Hedge Fund Styles WILLIAM FUNG lC