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 99 0 0 1 186
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 43 0 0 1 143
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 0 1 188 1 3 6 504
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 0 1 156
Indexation doesn't make sense 0 0 1 21 0 0 1 68
Managed Features and Hedge Funds 0 1 1 50 0 1 2 125
OTC Derivatives for Retail Investors 0 0 0 61 0 1 1 172
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 0 0 0 146
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 1 1 52 0 2 3 137
Portfolios of Hedge Funds What Investors Really Invest In 1 2 4 150 2 3 9 324
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 1 54 0 0 1 156
Taking the Sting out of Hedge Funds 0 0 0 19 0 0 0 71
The Dangers of Using Correlation to Measure Dependence 1 1 2 73 1 1 3 164
The Statistical Properties of Hedge Fund Index Returns 0 0 1 135 0 0 2 444
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 0 2 4 256 3 8 12 642
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 1 82 0 0 2 171
Total Working Papers 2 7 18 1,382 7 19 45 3,609


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 4 133 0 0 11 405
Lookback options with discrete and partial monitoring of the underlying price 4 4 8 71 4 4 11 171
Some Facts about Hedge Funds 0 0 1 107 0 0 3 277
Total Journal Articles 4 4 13 311 4 4 25 853


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 1 2 0 0 3 12
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 0 0 1 0 0 0 9
Total Chapters 0 0 1 3 0 0 3 21


Statistics updated 2023-06-05