Details about Harry M. Kat

Access statistics for papers by Harry M. Kat.

Last updated 2009-09-04. Update your information in the RePEc Author Service.

Short-id: pka163

Working Papers

2002

1. An Excursion into the Statistical Properties of Hedge Funds
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (10)
2. Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (1)
3. In Search of the Optimal Fund of Hedge Funds
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading
4. Indexation doesn't make sense
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading
5. Managed Features and Hedge Funds
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading
6. Performance Evaluation and Conditioning Information: The case of Hedge Funds
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (6)
7. Persistence in Hedge Fund Performance: The True Value of a Track Record
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (3)
8. Portfolios of Hedge Funds What Investors Really Invest In
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (2)
9. Stocks, Bond and Hedge Funds: Not a Free Lunch
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (1)
10. Taking the Sting out of Hedge Funds
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (1)
11. The Dangers of Using Correlation to Measure Dependence
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (1)
12. Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (7)
13. Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading

2001

14. Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value?
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (3)
    See also Journal Article Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?, Journal of Financial and Quantitative Analysis, Cambridge University Press (2003) View citations (77) (2003)
15. The Statistical Properties of Hedge Fund Index Returns
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (36)

2000

16. OTC Derivatives for Retail Investors
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading

Journal Articles

2003

1. Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?
   Journal of Financial and Quantitative Analysis, 2003, 38, (2), 251-274 View citations (77)
   See also Working Paper Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value?, ICMA Centre Discussion Papers in Finance (2001) View citations (3) (2001)

2002

2. Some Facts about Hedge Funds
   World Economics, 2002, 3, (2), 93-123

1995

3. Lookback options with discrete and partial monitoring of the underlying price
   Applied Mathematical Finance, 1995, 2, (4), 273-284 View citations (10)

Chapters

2005

1. MANAGED FUTURES AND HEDGE FUNDS: A MATCH MADE IN HEAVEN
   Chapter 6 in The World Of Hedge Funds Characteristics and Analysis, 2005, pp 129-139 View citations (1)
2. THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS
   Chapter 3 in The World Of Hedge Funds Characteristics and Analysis, 2005, pp 49-62