Mark M. Carhart

Kepos Capital LP

CEO and CIO

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SCHOLARLY PAPERS

5

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3,487

CITATIONS
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SSRN RANKINGS

Top 27,154

in Total Papers Citations

15

Scholarly Papers (5)

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1.

Mutual Fund Survivorship

Downloads 3,080 ( 3,415)
Citation 35

Mutual Fund Survivorship

Number of pages: 67 Posted: 19 Oct 2000
Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 1,661 (9,469)
Citation 11

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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 1,182 (16,267)
Citation 11

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Mutual Fund Survivorship

NYU Working Paper No. S-AM-00-08
Number of pages: 67 Posted: 13 Nov 2008
Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 160 (183,081)
Citation 50

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Mutual Fund Survivorship

NYU Working Paper No. FIN-00-038
Number of pages: 67 Posted: 04 Nov 2008
Mark M. Carhart, Jennifer N. Carpenter, Anthony W. Lynch and David K. Musto
Kepos Capital LP, New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and University of Pennsylvania - Finance Department
Downloads 77 (311,189)

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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
Jacques Lussier, Andrew Ang, Mark M. Carhart, Craig Bodenstab, Philip Tetlock, Warren Hatch and David Rapach
CFA Institute, BlackRock, Inc, Kepos Capital LP, Orbis Investment Management Limited, University of Pennsylvania, Good Judgment Inc. and Saint Louis University - Richard A. Chaifetz School of Business
Downloads 407 (70,609)

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3.

Exotic Beta Revisited

Financial Analysts Journal, Vol. 70, No. 5, 2014
Posted: 23 Sep 2014
Mark M. Carhart, Ui-Wing Cheah, Giorgio De Santis, Harry Farrell and Robert Litterman
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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