{"id":"https://openalex.org/W2051661358","doi":"https://doi.org/10.3905/jfi.2002.319321","title":"Risk in Fixed-Income Hedge Fund Styles","display_name":"Risk in Fixed-Income Hedge Fund Styles","publication_year":2002,"publication_date":"2002-09-30","ids":{"openalex":"https://openalex.org/W2051661358","doi":"https://doi.org/10.3905/jfi.2002.319321","mag":"2051661358"},"language":"en","primary_location":{"id":"doi:10.3905/jfi.2002.319321","doi":"https://doi.org/10.3905/jfi.2002.319321","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jfi.2002.319321","pdf_url":null,"source":{"id":"https://openalex.org/S99789271","display_name":"The Journal of Fixed Income","issn_l":"1059-8596","issn":["1059-8596","2168-8648"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-40","russia-white-list-3"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Fixed Income","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113446568","display_name":"William K. H. Fung","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I61544103","display_name":"London Business School","ror":"https://ror.org/001c2sn75","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I61544103"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"William Fung","raw_affiliation_strings":["A visiting research professor of finance at the Centre for Hedge Fund Research and Education of the London Business School in England. bfung@london.edu"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"A visiting research professor of finance at the Centre for Hedge Fund Research and Education of the London Business School in England. bfung@london.edu","institution_ids":["https://openalex.org/I61544103"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020575843","display_name":"David Arthur Hsieh","orcid":"https://orcid.org/0000-0003-1814-2907","observed_orcids":["https://orcid.org/0000-0003-1814-2907"]},"institutions":[{"id":"https://openalex.org/I170897317","display_name":"Duke University","ror":"https://ror.org/00py81415","country_code":"US","type":"education","lineage":["https://openalex.org/I170897317"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"David A. Hsieh","raw_affiliation_strings":["A professor of finance at the Fuqua School of Business of Duke University in Durham, NC. david.a.hsieh@duke.edu"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"A professor of finance at the Fuqua School of Business of Duke University in Durham, NC. david.a.hsieh@duke.edu","institution_ids":["https://openalex.org/I170897317"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":8.2117,"has_fulltext":false,"cited_by_count":154,"citation_normalized_percentile":{"value":0.97021764,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":100},"biblio":{"volume":"12","issue":"2","first_page":"6","last_page":"27"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.6553000211715698,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.6553000211715698,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.2957000136375427,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.023000000044703484,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/principal-component-analysis","display_name":"principal component analysis","score":0.6489999890327454},{"id":"https://openalex.org/keywords/interest-rate-spreads","display_name":"interest rate spreads","score":0.718999981880188},{"id":"https://openalex.org/keywords/credit-spreads","display_name":"credit spreads","score":0.984000027179718}],"concepts":[{"id":"https://openalex.org/C204434749","wikidata":"https://www.wikidata.org/wiki/Q105611","display_name":"Hedge fund","level":2,"score":0.7136871814727783},{"id":"https://openalex.org/C120310109","wikidata":"https://www.wikidata.org/wiki/Q3239315","display_name":"Fixed income","level":3,"score":0.6959379315376282},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4989619255065918},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.4598143994808197},{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.4321656823158264},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3958978056907654},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3917458653450012},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3820243775844574},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.2330569624900818},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18456992506980896},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.3905/jfi.2002.319321","doi":"https://doi.org/10.3905/jfi.2002.319321","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jfi.2002.319321","pdf_url":null,"source":{"id":"https://openalex.org/S99789271","display_name":"The Journal of Fixed Income","issn_l":"1059-8596","issn":["1059-8596","2168-8648"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-40","russia-white-list-3"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Fixed Income","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.195.3965","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.3965","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.mccombs.utexas.edu/dept/finance/seminars/2002/Fixedinc.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W2068046750","https://openalex.org/W2095434538","https://openalex.org/W2101434526","https://openalex.org/W2112418185","https://openalex.org/W2118320195","https://openalex.org/W2122326294","https://openalex.org/W3123722107"],"related_works":["https://openalex.org/W7100728743","https://openalex.org/W3121579403","https://openalex.org/W2066949193","https://openalex.org/W4313125383","https://openalex.org/W2052476813","https://openalex.org/W164652875","https://openalex.org/W7014866922","https://openalex.org/W2615289271","https://openalex.org/W4389205825","https://openalex.org/W4407138122"],"abstract_inverted_index":{"The":[0,49],"authors":[1],"apply":[2],"principal":[3],"components":[4],"analysis":[5],"to":[6,12,27,57,60],"groups":[7],"of":[8,16,23],"fixed-income":[9,53],"hedge":[10,54],"funds":[11,55],"extract":[13],"common":[14,21,62],"sources":[15,22],"risk":[17,24,29],"and":[18,38],"return.":[19],"These":[20],"are":[25],"related":[26],"market":[28],"factors,":[30],"such":[31],"as":[32],"changes":[33],"in":[34],"interest":[35,41],"rate":[36,42],"spreads":[37],"options":[39],"on":[40],"spreads,":[43],"or":[44],"asset-based":[45],"style":[46],"factors":[47],"(ABS).":[48],"conclusion":[50],"is":[51],"that":[52],"tend":[56],"be":[58],"exposed":[59],"a":[61],"ABS":[63],"factor,":[64],"credit":[65],"spreads.":[66]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":15},{"year":2015,"cited_by_count":10},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":10},{"year":2012,"cited_by_count":22}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}