Publications
Books & Study Guides
Wilkens, K. Alternative Investments: Expanding Frontiers. Leanpub, January 2026. Available here
Kazemi, H., S. Das, and K. Wilkens. Financial Data Professional Study Guide. 2020–2024.
Wilkens, K., S. McCary, and U. Garay. CAIA Exam Review Study Guide, Level II, Volumes 1 & 2. Wiley, 2019.
Wilkens, K. and S. McCary. CAIA Exam Review Study Guide, Level I, Volumes 1 & 2. Wiley, 2018.
Wilkens‐Christopher, K., Editor. CAIA Level II: Advanced Core Topics in Alternative Investments. John Wiley & Sons, 2009.
Wilkens‐Christopher, K. CAIA Level II: Integrated Topics and Applications, 2010–2011. Institutional Investor, 2009.
Wilkens‐Christopher, K. CAIA Level II: Current and Integrated Topics, 2009–2010. Institutional Investor, 2009.
Wilkens, K. CAIA Level II: Integrated Topic Readings (2008–2009, 2007–2008, 2006–2007). Institutional Investor, NY.
Wilkens, K., Lacey, N., Gupta, B., and J. McCreanor. CAIA Level II: Advanced Topic Readings, 2005–2006. Institutional Investor, NY, 2005.
CAIA Level I Study Guide and CAIA Level II Study Guide (2003–2009). CAIA Association, Amherst, MA.
KalmNotes Study Guides and KalmPrep Software (2003–2006). KalmAI, Inc.
Book Chapters
Wilkens, K. “Ethics, Sound Practices and Valuation Guidelines.” The Euromoney Hedge Funds & Alternative Investments Handbook. London, UK, 2008.
Gupta, B. and Wilkens, K. “An Evaluation of the Commodity Exposure in Commodity Trading Advisors.” In Intelligent Commodity Investing. Risk Books, 2007.
Chambers, D. and Wilkens, K. “Absolute Performance and Correlation Persistence of Hedge Fund Returns.” In Hedge Funds and Managed Futures – The Handbook for the Institutional Investor. Risk Books, 2006.
Wilkens, K. “Hedge Fund Indices: Are They Cost‐Effective Alternatives to Fund of Funds?” In Fund of Hedge Funds. Elsevier Press, 2006.
Wilkens, K., C. Morales, and L. Roman. “Maximum Drawdown Distributions with Volatility Persistence.” In Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation. John Wiley & Sons, 2005.
Wilkens, K., K. Makhurjee, and G. Darling. “Commodity Trading Advisor Performance Evaluation with Data Envelopment Analysis.” In Commodity Trading Advisors. John Wiley & Sons, 2004.
Wilkens, K. and J. Zhu. “Classifying Hedge Funds Using Data Envelopment Analysis.” In Hedge Funds in a Black Box. Beard Books, 2003.
Peer-Reviewed Journal Articles
Heck, J. L., Wilkens, K., & Cochran, S. “Effects of Mean Reversion on Alternative Investment Strategies.” Managerial Finance, Vol. 32, No. 1 (2006).
Heck, J. L., Wilkens, K., & Cochran, S. “Risk and Return Properties of Portfolios Based on Directional Forecasts.” Managerial Finance, Vol. 31, No. 8 (2005).
Wilkens, K. and J. Zhu. “Portfolio Evaluation and Benchmark Selection: A Mathematical Programming Approach.” The Journal of Alternative Investments, Vol. 4, No. 1 (Summer 2001).
Wilkens, K. “Evidence on Risk/Return Patterns in Cash and Futures Markets for Systematic Alternative Investment Strategies.” The Journal of Alternative Investments, Vol. 2, No. 1 (Fall 2000).
Glazier, J. and Wilkens, K. “Skill and Turnover: Requirements for Investment Performance.” The Journal of Alternative Investments, Vol. 2, No. 1 (Summer 1999).
Industry Publications & White Papers
Kazemi, H., and K. Wilkens. “A Simple Approach to the Management of Endowments.” CAIA Blog, 2017.
Warsager, R., Ryan Duncan, and K. Wilkens. “A Comparison of Two Hedge Fund Strategies: CTA and Global Macro.” The AIMA Journal, June & September 2004.
Wilkens, K., N. Thomas, and M. S. Fofana. “Stability of Technology Stock Prices.” Managerial Finance, Vol. 30, No. 12 (2003).
Bailey, B. A., J. L. Heck, and Wilkens, K. “International Mutual Fund Performance and Political Risk.” Review of Pacific Basin Financial Markets and Policies, Vol. 8, No. 1 (2005).
Bianco, C., P. Clarke, and Wilkens, K. “Lucent Technologies: Growth Projections, Analyst Recommendations, and Financial Distress.” Advances in Financial Education, Fall 2003.
Wilkens, K. “A Discussion-Based Exercise Emphasizing the Role of Scientific Methods in Finance.” The Journal of Financial Education, Vol. 29 (Summer 2003).
Practical Applications Reports
Between 2021 and 2025, Kathryn authored more than 40 Practical Applications Reports for Portfolio Management Research (With.Intelligence), distilling technical academic research into practitioner-ready insights for institutional investors. Topics spanned alternative investments, financial data science, and portfolio management.
Media
Expanding Frontiers — Podcast hosted by Kathryn Wilkens exploring the frontiers of alternative investments, financial technology, and quantitative practice. Listen here