{"id":363,"date":"2020-07-09T16:51:59","date_gmt":"2020-07-09T16:51:59","guid":{"rendered":"http:\/\/sites.rutgers.edu\/kathryn-wilkens\/?page_id=363"},"modified":"2026-04-01T15:54:55","modified_gmt":"2026-04-01T15:54:55","slug":"publications","status":"publish","type":"page","link":"https:\/\/sites.rutgers.edu\/kathryn-wilkens\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"

Books & Study Guides<\/strong><\/p>\n

Wilkens, K. Alternative Investments: Expanding Frontiers.<\/em> Leanpub, January 2026. Available here<\/a><\/p>\n

Kazemi, H., S. Das, and K. Wilkens. Financial Data Professional Study Guide.<\/em> 2020\u20132024.<\/p>\n

Wilkens, K., S. McCary, and U. Garay. CAIA Exam Review Study Guide, Level II, Volumes 1 & 2.<\/em> Wiley, 2019.<\/p>\n

Wilkens, K. and S. McCary. CAIA Exam Review Study Guide, Level I, Volumes 1 & 2.<\/em> Wiley, 2018.<\/p>\n

Wilkens\u2010Christopher, K., Editor. CAIA Level II: Advanced Core Topics in Alternative Investments.<\/em> John Wiley & Sons, 2009.<\/p>\n

Wilkens\u2010Christopher, K. CAIA Level II: Integrated Topics and Applications, 2010\u20132011.<\/em> Institutional Investor, 2009.<\/p>\n

Wilkens\u2010Christopher, K. CAIA Level II: Current and Integrated Topics, 2009\u20132010.<\/em> Institutional Investor, 2009.<\/p>\n

Wilkens, K. CAIA Level II: Integrated Topic Readings<\/em> (2008\u20132009, 2007\u20132008, 2006\u20132007). Institutional Investor, NY.<\/p>\n

Wilkens, K., Lacey, N., Gupta, B., and J. McCreanor. CAIA Level II: Advanced Topic Readings, 2005\u20132006.<\/em> Institutional Investor, NY, 2005.<\/p>\n

CAIA Level I Study Guide and CAIA Level II Study Guide<\/em> (2003\u20132009). CAIA Association, Amherst, MA.<\/p>\n

KalmNotes Study Guides and KalmPrep Software<\/em> (2003\u20132006). KalmAI, Inc.<\/p>\n

\n

Book Chapters<\/strong><\/p>\n

Wilkens, K. “Ethics, Sound Practices and Valuation Guidelines.” The Euromoney Hedge Funds & Alternative Investments Handbook.<\/em> London, UK, 2008.<\/p>\n

Gupta, B. and Wilkens, K. “An Evaluation of the Commodity Exposure in Commodity Trading Advisors.” In Intelligent Commodity Investing.<\/em> Risk Books, 2007.<\/p>\n

Chambers, D. and Wilkens, K. “Absolute Performance and Correlation Persistence of Hedge Fund Returns.” In Hedge Funds and Managed Futures \u2013 The Handbook for the Institutional Investor.<\/em> Risk Books, 2006.<\/p>\n

Wilkens, K. “Hedge Fund Indices: Are They Cost\u2010Effective Alternatives to Fund of Funds?” In Fund of Hedge Funds.<\/em> Elsevier Press, 2006.<\/p>\n

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.<\/em> John Wiley & Sons, 2005.<\/p>\n

Wilkens, K., K. Makhurjee, and G. Darling. “Commodity Trading Advisor Performance Evaluation with Data Envelopment Analysis.” In Commodity Trading Advisors.<\/em> John Wiley & Sons, 2004.<\/p>\n

Wilkens, K. and J. Zhu. “Classifying Hedge Funds Using Data Envelopment Analysis.” In Hedge Funds in a Black Box.<\/em> Beard Books, 2003.<\/p>\n

\n

Peer-Reviewed Journal Articles<\/strong><\/p>\n

Heck, J. L., Wilkens, K., & Cochran, S. “Effects of Mean Reversion on Alternative Investment Strategies.” Managerial Finance,<\/em> Vol. 32, No. 1 (2006).<\/p>\n

Heck, J. L., Wilkens, K., & Cochran, S. “Risk and Return Properties of Portfolios Based on Directional Forecasts.” Managerial Finance,<\/em> Vol. 31, No. 8 (2005).<\/p>\n

Wilkens, K. and J. Zhu. “Portfolio Evaluation and Benchmark Selection: A Mathematical Programming Approach.” The Journal of Alternative Investments,<\/em> Vol. 4, No. 1 (Summer 2001).<\/p>\n

Wilkens, K. “Evidence on Risk\/Return Patterns in Cash and Futures Markets for Systematic Alternative Investment Strategies.” The Journal of Alternative Investments,<\/em> Vol. 2, No. 1 (Fall 2000).<\/p>\n

Glazier, J. and Wilkens, K. “Skill and Turnover: Requirements for Investment Performance.” The Journal of Alternative Investments,<\/em> Vol. 2, No. 1 (Summer 1999).<\/p>\n

\n

Industry Publications & White Papers<\/strong><\/p>\n

Kazemi, H., and K. Wilkens. “A Simple Approach to the Management of Endowments.” CAIA Blog,<\/em> 2017.<\/p>\n

Warsager, R., Ryan Duncan, and K. Wilkens. “A Comparison of Two Hedge Fund Strategies: CTA and Global Macro.” The AIMA Journal,<\/em> June & September 2004.<\/p>\n

Wilkens, K., N. Thomas, and M. S. Fofana. “Stability of Technology Stock Prices.” Managerial Finance,<\/em> Vol. 30, No. 12 (2003).<\/p>\n

Bailey, B. A., J. L. Heck, and Wilkens, K. “International Mutual Fund Performance and Political Risk.” Review of Pacific Basin Financial Markets and Policies,<\/em> Vol. 8, No. 1 (2005).<\/p>\n

Bianco, C., P. Clarke, and Wilkens, K. “Lucent Technologies: Growth Projections, Analyst Recommendations, and Financial Distress.” Advances in Financial Education,<\/em> Fall 2003.<\/p>\n

Wilkens, K. “A Discussion-Based Exercise Emphasizing the Role of Scientific Methods in Finance.” The Journal of Financial Education,<\/em> Vol. 29 (Summer 2003).<\/p>\n

\n

Practical Applications Reports<\/strong><\/p>\n

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.<\/p>\n

\n

Media<\/strong><\/p>\n

Expanding Frontiers<\/em> \u2014 Podcast hosted by Kathryn Wilkens exploring the frontiers of alternative investments, financial technology, and quantitative practice. Listen here<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

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\u20132024. 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