Mark M. Carhart

Kepos Capital LP

CEO and CIO

*** temporary contact info***

666 Fifth Avenue, 37th Floor

New York, NY 10103

United States

http://www.keposcapital.com

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 12,356

SSRN RANKINGS

Top 12,356

in Total Papers Downloads

3,181

CITATIONS
Rank 8,097

SSRN RANKINGS

Top 8,097

in Total Papers Citations

57

Scholarly Papers (5)

1.
Downloads 2,992 ( 2,825)
Citation 57

Mutual Fund Survivorship

Number of pages: 67 Posted: 19 Oct 2000
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 1,643 (7,789)
Citation 57

Abstract:

Mutual Fund Survivorship

USC working paper 97-1
Number of pages: 51 Posted: 18 Jun 1997
Mark M. Carhart
Kepos Capital LP
Downloads 1,125 (14,245)
Citation 57

Abstract:

Mutual Fund Survivorship

NYU Working Paper No. S-AM-00-08
Number of pages: 67 Posted: 13 Nov 2008
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 154 (161,326)
Citation 57

Abstract:

Mutual Fund Survivorship

NYU Working Paper No. FIN-00-038
Number of pages: 67 Posted: 04 Nov 2008
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 70 (283,280)
Citation 57

Abstract:

2.

Portfolio Structuring and the Value of Forecasting

CFA Institute Research Foundation 2016B - 4
Number of pages: 40 Posted: 31 May 2017
CFA Institute, BlackRock, Inc, Kepos Capital LP, Orbis Investment Management Limited, University of Pennsylvania, Good Judgment Inc. and Saint Louis University - John Cook School of Business
Downloads 0 (134,331)

Abstract:

3.

Exotic Beta Revisited

Financial Analysts Journal, Vol. 70, No. 5, 2014
Posted: 23 Sep 2014
Kepos Capital LP, Kepos Capital, Kepos Capital, Kepos Capital and Kepos Capital

Abstract:

Portfolio Management, Asset Allocation, Risk Management, Portfolio Concepts from Capital Market Theory, Asset-Pricing Models, Portfolio Construction and Revision, Risk Management, Portfolio Risk Management, Risk Management Strategies

4.

Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds

The Journal of Finance, Vol. 57, pp. 661-693, 2002
Posted: 19 Nov 2002
Mark M. Carhart, Adam V. Reed, Ron Kaniel and David K. Musto
Kepos Capital LP, University of North Carolina Kenan-Flagler Business School, University of Rochester - Simon Business School and University of Pennsylvania - Finance Department

Abstract:

5.

On Persistence in Mutual Fund Performance

J. OF FINANCE, Vol. 52 No. 1, March 1997
Posted: 15 Jan 1997
Mark M. Carhart
Kepos Capital LP

Abstract: