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Harry M. Kat

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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 & 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Harry. M Kat, 2002. "Indexation doesn't make sense," ICMA Centre Discussion Papers in Finance icma-dp2002-26, Henley Business School, Reading University.
  11. 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.
  12. Harry. M Kat, 2002. "Managed Features and Hedge Funds:," ICMA Centre Discussion Papers in Finance icma-dp2002-25, Henley Business School, Reading University.
  13. 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.
  14. 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.
  15. 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.
  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. Harry M. Kat, 2002. "Some Facts about Hedge Funds," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 3(2), pages 93-123, April.
  3. Jomo K.S., 2002. "Capital Controls," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 3(1), pages 125-143, January.

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