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
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SSRN RANKINGS

Top 14,550

in Total Papers Downloads

3,594

SSRN CITATIONS
Rank 4,953

SSRN RANKINGS

Top 4,953

in Total Papers Citations

24

CROSSREF CITATIONS

216

Scholarly Papers (5)

1.
Downloads 3,123 ( 3,815)
Citation 60

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 1,671 (10,669)
Citation 11

Abstract:

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Mutual Fund Survivorship

USC working paper 97-1
Number of pages: 51 Posted: 18 Jun 1997
Mark M. Carhart
Kepos Capital LP
Downloads 1,209 (17,629)
Citation 12

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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 162 (198,919)
Citation 2

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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 81 (330,504)

Abstract:

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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
Downloads 471 (65,334)

Abstract:

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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

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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

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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

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