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 0 101 2 2 2 190
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 44 1 6 7 152
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 0 1 191 3 5 6 517
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 0 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 1 1 2 148
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 0 0 52 1 1 3 141
Portfolios of Hedge Funds What Investors Really Invest In 0 1 1 151 1 4 6 338
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 1 56 1 2 6 165
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 1 1 6 172
The Statistical Properties of Hedge Fund Index Returns 0 1 1 137 3 4 6 457
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 1 1 4 262 2 2 6 652
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 1 83 1 1 5 177
Total Working Papers 1 3 11 1,403 17 30 61 3,713


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 0 8 418
Lookback options with discrete and partial monitoring of the underlying price 2 3 12 90 4 5 18 207
Some Facts about Hedge Funds 0 0 0 108 0 0 1 281
Total Journal Articles 2 3 14 335 4 5 27 906


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 5 0 1 3 20
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 1 1 2 5 2 2 3 14
Total Chapters 1 1 3 10 2 3 6 34


Statistics updated 2025-11-08