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Harry M. Kat

SSRN Author Rank: 55 by Downloads and 1,494 by Citations

 

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. Harry M. Kat's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
91,717
Total
Citations
371
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 27, Cass Business School Research Paper
Number of Pages in PDF File: 52
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
30 Nov 05
7,790
(420)
28

2.  
Hedge Fund Returns: You Can Make Them Yourself! | Show Abstract | Download This Paper | Open PDF in Browser |
AIRC Working Paper No. 0023, Cass Business School Research Paper
Number of Pages in PDF File: 15
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
15 Sep 05
7,680
(432)
4

3.  
Kat, Harry M.
Independent
Brooks, Chris
University of Reading - ICMA Centre
Posted:
06 Nov 01
6,495
(562)
91

4.  
Alternative Routes to Hedge Fund Return Replication: Extended Version | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper No. 0037
Number of Pages in PDF File: 29
Kat, Harry M.
Independent
Posted:
24 Oct 06
5,244
(872)
5

5.  
What Every Investor Should Know About Commodities, Part I: Univariate Return Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 29, Cass Business School Research Paper
Number of Pages in PDF File: 35
Kat, Harry M.
Independent
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
27 Jan 06
5,006
(922)
13

6.  
Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value? | Show Abstract | Download This Paper | Open PDF in Browser |
EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of Pages in PDF File: 39
Kat, Harry M.
Independent
Amin, Gaurav S.
Albourne Partners
Posted:
23 May 01
4,785
(1,012)
43

7.   Incl. Electronic Paper
Kat, Harry M.
Independent
Oomen, Roel C. A.
Deutsche Bank AG
Posted:
14 Jun 06
Last Revised:
21 Nov 07
3,910
(1,470)
12

8.  
Tell Me What You Want, What You Really, Really Want! An Exercise in Tailor-Made Synthetic Fund Creation | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 36, Cass Business School Research Paper
Number of Pages in PDF File: 28
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
10 Oct 06
3,756
(1,568)
6

9.  
Replication and Evaluation of Fund of Hedge Funds Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 28, Cass Business School Research Paper
Number of Pages in PDF File: 24
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
03 Jan 06
3,730
(1,517)
10

10.  
Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper, Journal of Derivatives and Hedge Funds, Vol. 15, No. 2, pp. 91-115, 2009
Number of Pages in PDF File: 33
Davies, Ryan J.
Babson College - Finance Division
Kat, Harry M.
Independent
Lu, Sa
ISMA Centre, University of Reading
Posted:
10 May 04
3,327
(1,882)
17

11.  
Kat, Harry M.
Independent
Amin, Gaurav S.
Albourne Partners
Posted:
15 Jan 02
2,595
(3,041)
11

12.  
Kat, Harry M.
Independent
Amin, Gaurav S.
Albourne Partners
Posted:
16 Mar 02
2,572
(3,080)
3

13.  
Superstars or Average Joes? A Replication-Based Performance Evaluation of 1917 Individual Hedge Funds | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 30, Cass Business School Research Paper
Number of Pages in PDF File: 30
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
07 Feb 06
2,505
(3,235)
5

14.  
Managed Futures and Hedge Funds: A Match Made in Heaven | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 24
Kat, Harry M.
Independent
Posted:
21 Nov 02
2,397
(3,428)
8

15.  
Kat, Harry M.
Independent
Amin, Gaurav S.
Albourne Partners
Posted:
17 Dec 01
2,285
(3,699)
32

16.  
Kat, Harry M.
Independent
Lu, Sa
ISMA Centre, University of Reading
Posted:
17 May 02
2,170
(4,080)
15

17.  
Stocks, Bonds and Hedge Funds: Not a Free Lunch! | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 20
Kat, Harry M.
Independent
Amin, Gaurav S.
Albourne Partners
Posted:
17 May 02
2,007
(4,670)
18

18.  
Kat, Harry M.
Independent
Menexe, Faye
University of Reading
Posted:
20 May 02
1,960
(4,839)
18

19.  
Hedge Fund Indexation the FundCreator Way: Efficient Hedge Fund Indexation Without Hedge Funds | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 38, Cass Business School Research Paper
Number of Pages in PDF File: 17
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
04 Dec 06
1,944
(5,014)
1

20.  
How Derivatives Can Help Solve the Pension Fund Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 27
Kat, Harry M.
Independent
Kocken, Theo P.
Cardano Risk Management
van Capelleveen, Huub F.
Cardano Risk Management
Posted:
04 Aug 03
1,834
(5,445)
 

21.  
How to Evaluate a New Diversifier with 10 Simple Questions | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 39, Cass Business School Research Paper
Number of Pages in PDF File: 18
Kat, Harry M.
Independent
Posted:
28 Nov 06
1,739
(6,068)
1

22.  
In Search of the Optimal Fund of Hedge Funds | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 25
Kat, Harry M.
Independent
Posted:
21 Nov 02
1,736
(5,982)
7

23.  
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
02 Oct 07
Last Revised:
06 Jun 16
1,598
(6,999)
 

24.  
Kat, Harry M.
Independent
Posted:
14 Dec 03
1,456
(8,189)
4

25.  
FundCreator-Based Evaluation of Hedge Fund Performance | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 0040
Number of Pages in PDF File: 39
Kat, Harry M.
Independent
Palaro, Helder P.
Independent
Posted:
21 Feb 07
1,308
(9,698)
1

26.  
Synthetic Funds and the Mongolian Barbeque | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 34, Cass Business School Research Paper
Number of Pages in PDF File: 13
Kat, Harry M.
Independent
Posted:
30 Aug 06
1,307
(9,848)
 

27.  
Strategic Interest Rate Hedges, or how Derivatives Can Help Solve the Pension Fund Crisis Part II | Show Abstract | Download This Paper | Open PDF in Browser |
Alternative Investment Research Centre Working Paper No. 0024, Cass Business School Research Paper
Number of Pages in PDF File: 22
Kat, Harry M.
Independent
Kocken, Theo P.
Cardano Risk Management
Engel, Janwillem
Cardano Risk Management
Posted:
16 Sep 05
1,245
(10,593)
 

28.  
Kat, Harry M.
Independent
Amin, Gaurav S.
Albourne Partners
Posted:
20 May 02
1,121
(12,649)
1

29.  
Taking the Sting Out of Hedge Funds | Show Abstract | Download This Paper | Open PDF in Browser |
Cass Business School Research Paper
Number of Pages in PDF File: 25
Kat, Harry M.
Independent
Posted:
21 Nov 02
1,028
(14,482)
3

30.  
van Antwerpen, Vincent
Cardano Risk Management
Engel, Janwillem
Cardano Risk Management
Kat, Harry M.
Independent
Kocken, Theo P.
Cardano Risk Management
Posted:
16 Sep 04
Last Revised:
06 Jun 16
909
(17,213)
 

31.  
Equity-Linked Saving: A New Product Range for Retail Investors | Show Abstract | Download This Paper | Open PDF in Browser |
ISMA Centre Finance Discussion Paper No. 2000-11, Cass Business School Research Paper
Number of Pages in PDF File: 39
Kat, Harry M.
Independent
Posted:
23 Jan 01
861
(18,944)
 

32.   Incl. Electronic Paper
Kat, Harry M.
Independent
Miffre, Joëlle
EDHEC Business School
Posted:
28 May 08
Last Revised:
06 Jun 16
1,956
(5,006)
 

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

34.  
Portfolio Insurance: A Comparison of Alternative Strategies | Show Abstract |
Journal of Financial Engineering, Vol. 2, No. 4, December 1993, Cass Business School Research Paper
Kat, Harry M.
Independent
Posted:
01 Jun 01
 

35.  
Pricing and Hedging International Equity Derivatives | Show Abstract |
Journal of Derivatives, Vol. 2, No. 2, Winter 1994, Cass Business School Research Paper
Kat, Harry M.
Independent
Posted:
01 Jun 01
 

36.  
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
Kat, Harry M.
Independent
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

37.  
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
Kat, Harry M.
Independent
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

38.  
Pricing and Hedging Power Options | Show Abstract |
Financial Engineering and the Japanese Market, Vol. 3, No. 3, September 1996, Cass Business School Research Paper
Kat, Harry M.
Independent
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

39.  
Crossing Barriers | Show Abstract |
Cass Business School Research Paper
Kat, Harry M.
Independent
Heynen, Ronald C.
Bank of America - Market Risk Management
Posted:
01 Jun 01
 

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

41.  
Tree Surgery | Show Abstract |
Cass Business School Research Paper
Kat, Harry M.
Independent
Verdonk, Leen T.
MeesPierson Investment Bank
Posted:
01 Jun 01
 

42.  
Brick by Brick | Show Abstract |
Cass Business School Research Paper
Kat, Harry M.
Independent
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
Kat, Harry M.
Independent
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
Kat, Harry M.
Independent
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
Kat, Harry M.
Independent
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
Heynen, Ronald C.
Bank of America - Market Risk Management
Kat, Harry M.
Independent
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
Kat, Harry M.
Independent
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
Kat, Harry M.
Independent
Posted:
14 May 00
 


Records 1 - 48 of 48 matches
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