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 2 6 194
Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments 0 0 0 44 4 4 22 168
Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value? 0 0 1 191 4 5 17 528
In Search of the Optimal Fund of Hedge Funds 0 0 0 50 1 1 3 161
Indexation doesn't make sense 0 0 0 21 1 2 5 75
Managed Features and Hedge Funds 0 0 0 50 1 3 9 136
OTC Derivatives for Retail Investors 0 0 0 61 2 2 6 181
Performance Evaluation and Conditioning Information: The case of Hedge Funds 0 0 0 49 1 3 8 155
Persistence in Hedge Fund Performance: The True Value of a Track Record 0 0 1 53 5 7 15 154
Portfolios of Hedge Funds What Investors Really Invest In 0 0 1 151 1 3 13 347
Stocks, Bond and Hedge Funds: Not a Free Lunch 0 0 0 56 4 4 8 171
Taking the Sting out of Hedge Funds 0 0 1 20 2 2 8 81
The Dangers of Using Correlation to Measure Dependence 2 2 2 78 3 4 8 178
The Statistical Properties of Hedge Fund Index Returns 0 0 1 137 1 7 17 469
Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001 1 3 4 265 7 11 19 668
Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds 0 0 0 83 1 3 7 182
Total Working Papers 3 5 11 1,410 39 63 171 3,848


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 4 6 17 433
Lookback options with discrete and partial monitoring of the underlying price 1 1 11 92 2 3 25 219
Some Facts about Hedge Funds 0 0 0 108 3 4 8 288
Total Journal Articles 1 1 12 338 9 13 50 940


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 6 6 12 30
THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS 0 0 1 5 2 5 9 21
Total Chapters 0 0 1 10 8 11 21 51


Statistics updated 2026-05-06