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 0 2 4 192
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 44 0 10 18 164
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 0 1 191 0 4 12 523
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 1 2 160
Indexation doesn't make sense 0 0 0 21 0 2 3 73
Managed Features and Hedge Funds 0 0 0 50 1 7 7 134
OTC Derivatives for Retail Investors 0 0 0 61 0 3 4 179
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 2 5 7 154
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 0 1 53 1 5 9 148
Portfolios of Hedge Funds What Investors Really Invest In 0 0 1 151 1 4 13 345
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 1 56 0 2 7 167
Taking the Sting out of Hedge Funds 0 1 1 20 0 5 6 79
The Dangers of Using Correlation to Measure Dependence 0 0 0 76 1 2 6 175
The Statistical Properties of Hedge Fund Index Returns 0 0 1 137 0 3 10 462
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 0 0 2 262 1 5 10 658
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 0 83 1 3 7 180
Total Working Papers 0 1 8 1,405 8 63 125 3,793


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 1 2 138 0 6 13 427
Lookback options with discrete and partial monitoring of the underlying price 0 1 10 91 1 7 24 217
Some Facts about Hedge Funds 0 0 0 108 0 2 4 284
Total Journal Articles 0 2 12 337 1 15 41 928


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 0 5 0 4 6 24
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 0 1 5 0 2 4 16
Total Chapters 0 0 1 10 0 6 10 40


Statistics updated 2026-03-04