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 6 194
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 44 0 4 22 168
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 0 1 191 1 6 18 529
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 0 1 3 161
Indexation doesn't make sense 0 0 0 21 0 2 5 75
Managed Features and Hedge Funds 0 0 0 50 0 2 9 136
OTC Derivatives for Retail Investors 0 0 0 61 0 2 6 181
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 1 2 9 156
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 0 1 53 1 7 15 155
Portfolios of Hedge Funds What Investors Really Invest In 0 0 1 151 0 2 13 347
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 0 56 0 4 8 171
Taking the Sting out of Hedge Funds 0 0 1 20 0 2 8 81
The Dangers of Using Correlation to Measure Dependence 0 2 2 78 1 4 9 179
The Statistical Properties of Hedge Fund Index Returns 0 0 1 137 1 8 18 470
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 0 3 4 265 3 13 22 671
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 0 83 1 3 8 183
Total Working Papers 0 5 11 1,410 9 64 179 3,857


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 0 6 16 433
Lookback options with discrete and partial monitoring of the underlying price 1 2 11 93 2 4 26 221
Some Facts about Hedge Funds 0 0 0 108 0 4 8 288
Total Journal Articles 1 2 12 339 2 14 50 942


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 6 11 30
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 0 1 5 0 5 9 21
Total Chapters 0 0 1 10 0 11 20 51


Statistics updated 2026-06-04