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 1 1 4 97 2 3 6 176
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 1 43 0 0 1 140
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 1 1 185 0 1 8 483
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 1 2 154
Indexation doesn't make sense 0 0 0 20 0 0 1 64
Managed Features and Hedge Funds 0 0 0 49 0 1 3 122
OTC Derivatives for Retail Investors 0 2 2 59 0 4 7 161
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 0 0 2 143
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 1 2 49 0 1 2 126
Portfolios of Hedge Funds What Investors Really Invest In 0 1 4 139 2 3 9 292
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 1 53 1 1 3 150
Taking the Sting out of Hedge Funds 0 0 0 19 0 0 0 70
The Dangers of Using Correlation to Measure Dependence 0 0 0 69 0 0 1 156
The Statistical Properties of Hedge Fund Index Returns 1 3 3 133 2 14 53 431
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 1 2 4 249 1 5 8 619
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 1 2 2 78 1 2 5 158
Total Working Papers 4 13 24 1,341 9 36 111 3,445


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 2 8 116 1 7 46 369
Lookback options with discrete and partial monitoring of the underlying price 2 3 9 61 3 4 13 147
Some Facts about Hedge Funds 0 0 4 106 1 3 9 269
Total Journal Articles 2 5 21 283 5 14 68 785


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 0 1 1 1 7
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 0 0 0 0 0 0 6
Total Chapters 0 0 0 0 1 1 1 13


Statistics updated 2021-01-03