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Harry M. Kat

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This is information that was supplied by Harry Kat in registering through RePEc. If you are Harry M. Kat , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Harry
Middle Name: M.
Last Name: Kat
Suffix:

RePEc Short-ID: pka163

Email:
Homepage: http://www.cass.city.ac.uk/airc
Postal Address:
Phone:

Affiliation

Cass Business School
City University
Location: London, United Kingdom
Homepage: http://www.cass.city.ac.uk/
Email:
Phone: +44 (0) 20 7040 8600
Fax:
Postal: 106 Bunhill Row, London EC1Y 8TZ
Handle: RePEc:edi:bscituk (more details at EDIRC)

Works

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Working papers

  1. Harry. M Kat, 2002. "Taking the Sting out of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-22, Henley Business School, Reading University.
  2. Harry. M Kat & Sa Lu, 2002. "An Excursion into the Statistical Properties of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-12, Henley Business School, Reading University.
  3. Gaurav Amin & Harry. M Kat, 2002. "Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments," ICMA Centre Discussion Papers in Finance icma-dp2002-15, Henley Business School, Reading University.
  4. Harry. M Kat, 2002. "The Dangers of Using Correlation to Measure Dependence," ICMA Centre Discussion Papers in Finance icma-dp2002-23, Henley Business School, Reading University.
  5. Gaurav Amin & Harry. M Kat, 2002. "Stocks, Bond and Hedge Funds: Not a Free Lunch," ICMA Centre Discussion Papers in Finance icma-dp2002-11, Henley Business School, Reading University.
  6. Gaurav Amin & Harry. M Kat, 2002. "Portfolios of Hedge Funds What Investors Really Invest In," ICMA Centre Discussion Papers in Finance icma-dp2002-07, Henley Business School, Reading University.
  7. Harry. M Kat, 2002. "In Search of the Optimal Fund of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-24, Henley Business School, Reading University.
  8. Harry. M Kat & Joelle Miffre, 2002. "Performance Evaluation and Conditioning Information: The case of Hedge Funds," ICMA Centre Discussion Papers in Finance icma-dp2002-10, Henley Business School, Reading University.
  9. Gaurav Amin & Harry. M Kat, 2002. "Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds," ICMA Centre Discussion Papers in Finance icma-dp2002-06, Henley Business School, Reading University.
  10. Harry. M Kat & Faye Menexe, 2002. "Persistence in Hedge Fund Performance: The True Value of a Track Record," ICMA Centre Discussion Papers in Finance icma-dp2002-13, Henley Business School, Reading University.
  11. Harry. M Kat, 2002. "Managed Features and Hedge Funds:," ICMA Centre Discussion Papers in Finance icma-dp2002-25, Henley Business School, Reading University.
  12. Harry. M Kat, 2002. "Indexation doesn't make sense," ICMA Centre Discussion Papers in Finance icma-dp2002-26, Henley Business School, Reading University.
  13. Chris Brooks & Harry. M Kat, 2001. "The Statistical Properties of Hedge Fund Index Returns," ICMA Centre Discussion Papers in Finance icma-dp2001-09, Henley Business School, Reading University.
  14. Gaurav Amin & Harry. M Kat, 2001. "Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value?," ICMA Centre Discussion Papers in Finance icma-dp2001-05, Henley Business School, Reading University, revised Sep 2001.
  15. Gaurav S. Amin & Harry M. Kat, 2001. "Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001," ICMA Centre Discussion Papers in Finance icma-dp2002-02, Henley Business School, Reading University, revised Jan 2002.
  16. Harry. M Kat, 2000. "OTC Derivatives for Retail Investors," ICMA Centre Discussion Papers in Finance icma-dp2000-11, Henley Business School, Reading University.

Articles

  1. Amin, Gaurav S. & Kat, Harry M., 2003. "Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(02), pages 251-274, June.
  2. Jomo K.S., 2002. "Capital Controls," World Economics, World Economics, Economic & Financial Publishing, PO Box 69, Henley-on-Thames, Oxfordshire, United Kingdom, RG9 1GB, vol. 3(1), pages 125-143, January.
  3. Harry M. Kat, 2002. "Some Facts about Hedge Funds," World Economics, World Economics, Economic & Financial Publishing, PO Box 69, Henley-on-Thames, Oxfordshire, United Kingdom, RG9 1GB, vol. 3(2), pages 93-123, April.

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