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 0 0 1 146
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 1 1 1 191 1 1 1 512
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 0 0 70
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 1 2 140
Portfolios of Hedge Funds What Investors Really Invest In 0 0 0 150 0 0 3 334
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 1 56 0 0 5 163
Taking the Sting out of Hedge Funds 0 0 0 19 0 0 2 73
The Dangers of Using Correlation to Measure Dependence 0 0 3 76 0 1 7 171
The Statistical Properties of Hedge Fund Index Returns 0 0 0 136 1 1 2 453
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 0 0 4 261 1 1 5 650
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 1 83 1 1 4 176
Total Working Papers 1 1 11 1,400 4 6 38 3,683


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 1 2 9 418
Lookback options with discrete and partial monitoring of the underlying price 2 6 10 87 4 8 14 202
Some Facts about Hedge Funds 0 0 0 108 1 1 1 281
Total Journal Articles 2 6 12 332 6 11 24 901


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 0 1 4 19
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 0 1 5 31


Statistics updated 2025-08-05