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 1 1 7 195
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 44 0 0 22 168
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 0 0 191 0 1 17 529
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 0 3 161
Indexation doesn't make sense 0 0 0 21 0 0 5 75
Managed Features and Hedge Funds 0 0 0 50 0 0 9 136
OTC Derivatives for Retail Investors 0 0 0 61 0 0 6 181
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 0 2 10 157
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 0 1 53 1 2 16 156
Portfolios of Hedge Funds What Investors Really Invest In 0 0 1 151 0 0 13 347
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 0 56 0 0 8 171
Taking the Sting out of Hedge Funds 0 0 1 20 0 0 8 81
The Dangers of Using Correlation to Measure Dependence 0 0 2 78 0 1 8 179
The Statistical Properties of Hedge Fund Index Returns 0 0 1 137 0 1 17 470
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 1 1 5 266 1 5 23 673
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 0 83 0 1 7 183
Total Working Papers 1 1 11 1,411 3 14 179 3,862


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 1 138 1 1 16 434
Lookback options with discrete and partial monitoring of the underlying price 0 3 8 95 0 7 24 226
Some Facts about Hedge Funds 0 0 0 108 0 0 7 288
Total Journal Articles 0 3 9 341 1 8 47 948


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 0 11 30
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 0 1 5 0 1 10 22
Total Chapters 0 0 1 10 0 1 21 52


Statistics updated 2026-08-07