Gaurav S. Amin

Albourne Partners

Global Head of Risk

16 Palace Street

London, SW1E 5JD

United Kingdom

University of Reading - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

  • Albourne Partners

  • University of Reading - ICMA Centre

SCHOLARLY PAPERS

6

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16,991

TOTAL CITATIONS
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Top 28,399

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37

Scholarly Papers (6)

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1.

Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?

EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 39 Posted: 23 May 2001
Harry M. Kat and Gaurav S. Amin
Independent and Albourne Partners
Downloads 5,239 (3,686)
Citation 6

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2.

Portfolios of Hedge Funds: What Investors Really Invest in

Cass Business School Research Paper
Number of pages: 22 Posted: 15 Jan 2002
Harry M. Kat and Gaurav S. Amin
Independent and Albourne Partners
Downloads 2,832 (10,051)

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Hedge fund, portfolio, diversification, survivorship bias, efficiency

3.

Who Should Buy Hedge Funds? The Effects of Including Hedge Funds in Portfolios of Stocks and Bonds

Cass Business School Research Paper
Number of pages: 20 Posted: 16 Mar 2002
Harry M. Kat and Gaurav S. Amin
Independent and Albourne Partners
Downloads 2,721 (10,791)
Citation 1

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Hedge funds, diversification, skewness, kurtosis, portfolio

4.

Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias Over the Period 1994-2001

Cass Business School Research Paper
Number of pages: 40 Posted: 17 Dec 2001
Harry M. Kat and Gaurav S. Amin
Independent and Albourne Partners
Downloads 2,649 (11,231)
Citation 16

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Hedge fund, attrition, survivorship bias

5.

Stocks, Bonds and Hedge Funds: Not a Free Lunch!

Cass Business School Research Paper
Number of pages: 20 Posted: 17 May 2002
Harry M. Kat and Gaurav S. Amin
Independent and Albourne Partners
Downloads 2,308 (14,024)
Citation 14

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Hedge funds, asset allocation, diversification, skewness, kurtosis, optimization, mean-variance

6.

Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments

Cass Business School Research Paper
Number of pages: 20 Posted: 20 May 2002
Harry M. Kat and Gaurav S. Amin
Independent and Albourne Partners
Downloads 1,242 (36,276)

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