Kathryn Kaminski

Massachusetts Institute of Technology (MIT)

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

When Do Investors Freak Out?: Machine Learning Predictions of Panic Selling

Number of pages: 40 Posted: 09 Aug 2021
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT)
Downloads 5,210 (2,000)

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Panic Selling; Stop-Loss; Tactical Asset Allocation; Freaking Out; Deep Learning; Behavioral Finance

2.

Hidden Costs in Hedge Fund Performance Fee Payment Frequencies

Number of pages: 23 Posted: 12 Feb 2018 Last Revised: 15 Mar 2018
Gert Elaut and Kathryn Kaminski
Ghent University and Massachusetts Institute of Technology (MIT)
Downloads 165 (230,491)

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Crystallization Frequency, Payment Practices, Performance Fees, Hedge Funds

Other Papers (1)

Total Downloads: 4,351
1.

When Do Stop-Loss Rules Stop Losses?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 51 Posted: 05 Mar 2007
Kathryn Kaminski and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 4,351

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Investments, Portfolio Management, Risk Management, Performance Attribution, Behavioral Finance