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 3 3 191
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 44 2 5 10 156
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 0 1 191 2 7 10 521
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 1 1 159
Indexation doesn't make sense 0 0 0 21 0 0 1 71
Managed Features and Hedge Funds 0 0 0 50 2 2 3 129
OTC Derivatives for Retail Investors 0 0 0 61 0 1 3 176
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 2 4 5 151
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 1 1 53 1 4 5 144
Portfolios of Hedge Funds What Investors Really Invest In 0 0 1 151 1 5 10 342
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 1 56 0 1 6 165
Taking the Sting out of Hedge Funds 1 1 1 20 3 4 5 77
The Dangers of Using Correlation to Measure Dependence 0 0 1 76 0 2 6 173
The Statistical Properties of Hedge Fund Index Returns 0 0 1 137 2 7 9 461
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 0 1 3 262 1 4 7 654
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 1 83 0 1 5 177
Total Working Papers 1 3 11 1,405 17 51 89 3,747


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 4 11 422
Lookback options with discrete and partial monitoring of the underlying price 0 2 11 90 1 8 21 211
Some Facts about Hedge Funds 0 0 0 108 0 1 2 282
Total Journal Articles 0 2 13 335 2 13 34 915


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 2 2 4 22
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 1 1 5 0 2 2 14
Total Chapters 0 1 1 10 2 4 6 36


Statistics updated 2026-01-09