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? 0 0 1 190 0 0 1 511
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 0 1 158
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 1 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 0 1 139
Portfolios of Hedge Funds What Investors Really Invest In 0 0 0 150 2 2 4 334
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 1 1 56 1 4 6 163
Taking the Sting out of Hedge Funds 0 0 0 19 0 1 2 73
The Dangers of Using Correlation to Measure Dependence 0 0 3 76 1 1 6 170
The Statistical Properties of Hedge Fund Index Returns 0 0 0 136 0 0 2 452
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 1 2 5 261 1 2 6 649
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 1 83 2 2 3 175
Total Working Papers 1 3 12 1,399 7 13 39 3,677


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? 1 2 2 137 2 3 7 416
Lookback options with discrete and partial monitoring of the underlying price 0 0 4 81 0 1 9 194
Some Facts about Hedge Funds 0 0 0 108 0 0 1 280
Total Journal Articles 1 2 6 326 2 4 17 890


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 0 3 18
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 0 4 30


Statistics updated 2025-05-12