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Kat, Harry M.


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. Kat, Harry M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
88,791
Total
Citations
379
Authors Date Downloads
 (Rank)
Citations
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1.  
Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 27, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
30 Nov 05
7,666
(329)
28

2.  
Hedge Fund Returns: You Can Make Them Yourself! | Show Abstract | Download |
AIRC Working Paper No. 0023, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
15 Sep 05
7,566
(338)
4

3.  
Kat, Harry M.
Brooks, Chris
University of Reading - ICMA Centre
Posted:
06 Nov 01
6,274
(495)
94

4.  
Alternative Routes to Hedge Fund Return Replication: Extended Version | Show Abstract | Download |
Cass Business School Research Paper No. 0037
Working Paper Series
Kat, Harry M.
Posted:
24 Oct 06
5,182
(688)
5

5.  
What Every Investor Should Know About Commodities, Part I: Univariate Return Analysis | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 29, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
27 Jan 06
4,887
(759)
15

6.  
Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value? | Show Abstract | Download |
EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Amin, Gaurav S.
Albourne Partners
Posted:
23 May 01
4,735
(799)
45

7.  
Tell Me What You Want, What You Really, Really Want! An Exercise in Tailor-Made Synthetic Fund Creation | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 36, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
10 Oct 06
3,734
(1,196)
6

8.   Incl. Electronic Paper
Kat, Harry M.
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
14 Jun 06
Last Revised:
21 Nov 07
3,696
(1,218)
14

9.  
Replication and Evaluation of Fund of Hedge Funds Returns | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 28, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
03 Jan 06
3,667
(1,239)
10

10.  
Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach | Show Abstract | Download |
Cass Business School Research Paper, Journal of Derivatives and Hedge Funds, Vol. 15, No. 2, pp. 91-115, 2009
Accepted Paper Series
Davies, Ryan J.
Babson College - Finance Division
Kat, Harry M.
Babson College - Finance Division
Lu, Sa
ISMA Centre, University of Reading
Posted:
10 May 04
3,262
(1,521)
18

11.  
Kat, Harry M.
Amin, Gaurav S.
Albourne Partners
Posted:
16 Mar 02
2,563
(2,384)
3

12.  
Portfolios of Hedge Funds: What Investors Really Invest In | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Amin, Gaurav S.
Albourne Partners
Posted:
15 Jan 02
2,561
(2,386)
11

13.  
Superstars or Average Joes? A Replication-Based Performance Evaluation of 1917 Individual Hedge Funds | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 30, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
07 Feb 06
2,486
(2,519)
5

14.  
Managed Futures and Hedge Funds: A Match Made in Heaven | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Posted:
21 Nov 02
2,362
(2,737)
8

15.  
Kat, Harry M.
Amin, Gaurav S.
Albourne Partners
Posted:
17 Dec 01
2,266
(2,942)
32

16.  
Kat, Harry M.
Lu, Sa
ISMA Centre, University of Reading
Posted:
17 May 02
2,138
(3,243)
16

17.  
Stocks, Bonds and Hedge Funds: Not a Free Lunch! | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Amin, Gaurav S.
Albourne Partners
Posted:
17 May 02
1,990
(3,654)
18

18.  
Hedge Fund Indexation the FundCreator Way: Efficient Hedge Fund Indexation Without Hedge Funds | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 38, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
04 Dec 06
1,933
(3,853)
1

19.  
Kat, Harry M.
Menexe, Faye
University of Reading
Posted:
20 May 02
1,919
(3,903)
18

20.   Incl. Electronic Paper
Kat, Harry M.
Miffre, Joelle
EDHEC Business School
Posted:
03 Aug 03
Last Revised:
31 May 14
1,914
(3,917)
12

21.  
How Derivatives Can Help Solve the Pension Fund Crisis | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Kocken, Theo P.
Cardano Risk Management
van Capelleveen, Huub F.
Cardano Risk Management
Posted:
04 Aug 03
1,801
(4,371)
 

22.  
In Search of the Optimal Fund of Hedge Funds | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Posted:
21 Nov 02
1,726
(4,678)
6

23.  
How to Evaluate a New Diversifier with 10 Simple Questions | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 39, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Posted:
28 Nov 06
1,712
(4,734)
1

24.  
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
02 Oct 07
Last Revised:
31 May 14
1,583
(5,482)
 

25.  
Kat, Harry M.
Posted:
14 Dec 03
1,448
(6,361)
4

26.  
Synthetic Funds and the Mongolian Barbeque | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 34, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Posted:
30 Aug 06
1,306
(7,578)
 

27.  
FundCreator-Based Evaluation of Hedge Fund Performance | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 0040
Working Paper Series
Kat, Harry M.
Palaro, Helder P.
Independent
Posted:
21 Feb 07
1,303
(7,608)
1

28.  
Strategic Interest Rate Hedges, or how Derivatives Can Help Solve the Pension Fund Crisis Part II | Show Abstract | Download |
Alternative Investment Research Centre Working Paper No. 0024, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Kocken, Theo P.
Cardano Risk Management
Engel, Janwillem
Cardano Risk Management
Posted:
16 Sep 05
1,220
(8,476)
 

29.  
Kat, Harry M.
Amin, Gaurav S.
Albourne Partners
Posted:
20 May 02
1,116
(9,821)
1

30.  
Taking the Sting Out of Hedge Funds | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Posted:
21 Nov 02
1,022
(11,295)
3

31.  
Kat, Harry M.
Kocken, Theo P.
Cardano Risk Management
van Antwerpen, Vincent
Cardano Risk Management
Engel, Janwillem
Cardano Risk Management
Posted:
16 Sep 04
895
(13,831)
 

32.  
Equity-Linked Saving: A New Product Range for Retail Investors | Show Abstract | Download |
ISMA Centre Finance Discussion Paper No. 2000-11, Cass Business School Research Paper
Working Paper Series
Kat, Harry M.
Posted:
23 Jan 01
858
(14,756)
 

33.  
What Every Investor Should Know About Commodities, Part I | Show Abstract |
Journal of Investment Management, Vol. 5, No. 1, First Quarter 2007
Accepted Paper Series
Kat, Harry M.
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
28 Mar 07
 

34.  
Brick by Brick | Show Abstract |
Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

35.  
Tree Surgery | Show Abstract |
Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Verdonk, Leen T.
MeesPierson Investment Bank
Posted:
01 Jun 01
 

36.  
Lookback Options with Discrete and Partial Monitoring of the Underlying Price. | Show Abstract |
Applied Mathematical Finance, Vol. 2, No. 4, December 1995, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

37.  
Pricing and Hedging International Equity Derivatives | Show Abstract |
Journal of Derivatives, Vol. 2, No. 2, Winter 1994, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Posted:
01 Jun 01
 

38.  
Selective Memory | Show Abstract |
Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

39.  
Discrete Partial Barrier Options with a Moving Barrier | Show Abstract |
Journal of Financial Engineering, Vol. 5, No. 3, September 1996, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

40.  
Crossing Barriers | Show Abstract |
Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

41.  
Portfolio Insurance: A Comparison of Alternative Strategies | Show Abstract |
Journal of Financial Engineering, Vol. 2, No. 4, December 1993, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Posted:
01 Jun 01
 

42.  
Pricing and Hedging Power Options | Show Abstract |
Financial Engineering and the Japanese Market, Vol. 3, No. 3, September 1996, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

43.  
Modeling S&P 500 Futures Mispricing Using a Neural Network. | Show Abstract |
The Review of Futures Markets, Vol. 12, No. 2, 1993, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Posted:
02 May 01
 

44.  
Volatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models. | Show Abstract |
Journal of Derivatives, Vol. 2, No. 2, 1994, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
30 Apr 01
 

45.  
Contingent Premium Options | Show Abstract |
Journal of Derivatives, Vol. 1, No. 4, Summer 1994, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Posted:
15 Mar 01
 

46.  
Partial Barrier Options | Show Abstract |
THE JOURNAL OF FINANCIAL ENGINEERING, Volume 3, No. 3, September/December 1994., Cass Business School Research Paper
Accepted Paper Series
Heynen, Ronald C.
Bank of America - Market Risk Management
Kat, Harry M.
Bank of America - Market Risk Management
Posted:
03 Nov 00
 

47.  
Delta Hedging of S&P 500 Options: Cash versus Futures Market Execution | Show Abstract |
Journal of Derivatives, Spring 1996, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Posted:
17 May 00
 

48.  
Pricing Lookback Options Using Binomial Trees: An Evaluation | Show Abstract |
Journal of Financial Engineering, Vol. 4No. 4, December 1995, Cass Business School Research Paper
Accepted Paper Series
Kat, Harry M.
Posted:
14 May 00
 


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