Access Statistics for Harry M. Kat

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Excursion into the Statistical Properties of Hedge Funds 0 0 1 101 0 0 1 188
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 44 4 5 6 151
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 1 1 191 2 3 3 514
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 0 0 158
Indexation doesn't make sense 0 0 0 21 1 1 1 71
Managed Features and Hedge Funds 0 0 0 50 0 0 2 127
OTC Derivatives for Retail Investors 0 0 0 61 0 0 2 175
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 0 0 1 147
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 0 0 52 0 0 2 140
Portfolios of Hedge Funds What Investors Really Invest In 1 1 1 151 2 3 5 337
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 1 56 0 1 6 164
Taking the Sting out of Hedge Funds 0 0 0 19 0 0 1 73
The Dangers of Using Correlation to Measure Dependence 0 0 2 76 0 0 6 171
The Statistical Properties of Hedge Fund Index Returns 1 1 1 137 1 2 3 454
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 0 0 3 261 0 1 4 650
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 1 83 0 1 4 176
Total Working Papers 2 3 11 1,402 10 17 47 3,696


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value? 0 0 2 137 0 1 8 418
Lookback options with discrete and partial monitoring of the underlying price 0 3 11 88 0 5 15 203
Some Facts about Hedge Funds 0 0 0 108 0 1 1 281
Total Journal Articles 0 3 13 333 0 7 24 902


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MANAGED FUTURES AND HEDGE FUNDS: A MATCH MADE IN HEAVEN 0 0 3 5 1 1 5 20
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 0 1 4 0 0 1 12
Total Chapters 0 0 4 9 1 1 6 32


Statistics updated 2025-10-06