Harry M. Kat

2.8k total citations
62 papers, 1.6k citations indexed

About

Harry M. Kat is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Harry M. Kat has authored 62 papers receiving a total of 1.6k indexed citations (citations by other indexed papers that have themselves been cited), including 51 papers in Finance, 34 papers in Economics and Econometrics and 10 papers in Accounting. Recurrent topics in Harry M. Kat's work include Financial Markets and Investment Strategies (41 papers), Market Dynamics and Volatility (19 papers) and Stochastic processes and financial applications (14 papers). Harry M. Kat is often cited by papers focused on Financial Markets and Investment Strategies (41 papers), Market Dynamics and Volatility (19 papers) and Stochastic processes and financial applications (14 papers). Harry M. Kat collaborates with scholars based in United Kingdom, United States and Netherlands. Harry M. Kat's co-authors include Chris Brooks, Gaurav S. Amin, Ronald C. Heynen, Roel C. A. Oomen, Ryan J. Davies and Joëlle Miffre and has published in prestigious journals such as World Economy, The Journal of Portfolio Management and Applied Mathematical Finance.

In The Last Decade

Harry M. Kat

55 papers receiving 1.3k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Harry M. Kat United Kingdom	21	1.3k	958	258	255	214	62	1.6k
Frank A. Sortino United States	10	1.0k 0.8×	716 0.7×	150 0.6×	488 1.9×	277 1.3×	10	1.4k
Matthew Pritsker United States	8	993 0.8×	714 0.7×	283 1.1×	109 0.4×	195 0.9×	14	1.2k
Ehud I. Ronn United States	18	1.4k 1.0×	852 0.9×	186 0.7×	84 0.3×	330 1.5×	57	1.6k
Nikunj Kapadia United States	13	2.8k 2.1×	1.3k 1.4×	352 1.4×	128 0.5×	471 2.2×	23	3.0k
Jimmy E. Hilliard United States	15	850 0.6×	735 0.8×	272 1.1×	76 0.3×	96 0.4×	72	1.1k
Shu Yan United States	13	957 0.7×	582 0.6×	249 1.0×	131 0.5×	252 1.2×	45	1.1k
Jun Cai Hong Kong	19	1.4k 1.1×	1.1k 1.2×	554 2.1×	131 0.5×	523 2.4×	53	1.8k
Chris Kirby United States	17	2.3k 1.7×	1.8k 1.9×	765 3.0×	323 1.3×	186 0.9×	50	2.6k
Andrew Rudd United States	14	1.0k 0.8×	530 0.6×	199 0.8×	141 0.6×	314 1.5×	23	1.2k

Countries citing papers authored by Harry M. Kat

Since Specialization

Citations

This map shows the geographic impact of Harry M. Kat's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harry M. Kat with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harry M. Kat more than expected).

Fields of papers citing papers by Harry M. Kat

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Harry M. Kat. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harry M. Kat. The network helps show where Harry M. Kat may publish in the future.

Co-authorship network of co-authors of Harry M. Kat

This figure shows the co-authorship network connecting the top 25 collaborators of Harry M. Kat. A scholar is included among the top collaborators of Harry M. Kat based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Harry M. Kat. Harry M. Kat is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Davies, Ryan J., et al.. (2009). Fund of hedge funds portfolio selection: A multiple-objective approach. 15(2). 91–115. 56 indexed citations

2.

Kat, Harry M. & Roel C. A. Oomen. (2007). What Every Investor Should Know About Commodities, Part I. SSRN Electronic Journal. 20 indexed citations

3.

Kat, Harry M.. (2007). Alternative Routes to Hedge Fund Return Replication. The journal of wealth management. 10(3). 25–39. 10 indexed citations

4.

Kat, Harry M., et al.. (2006). Superstars or Average Joes? A Replication-Based Performance Evaluation of 1917 Individual Hedge Funds. SSRN Electronic Journal. 8 indexed citations

5.

Amin, Gaurav S., et al.. (2003). Diversification and Yield Enhancement with Hedge Funds. SSRN Electronic Journal. 4 indexed citations

6.

Kat, Harry M.. (2003). Taking the Sting Out of Hedge Funds. The journal of wealth management. 6(3). 67–76. 7 indexed citations

7.

Kat, Harry M.. (2003). The Dangers of Mechanical Investment Decision-Making: The Case of Hedge Funds. SSRN Electronic Journal. 7 indexed citations

8.

Kat, Harry M.. (2002). Some Facts about Hedge Funds. World Economy. 3(2). 93–123. 3 indexed citations

9.

Kat, Harry M., et al.. (2002). Persistence in Hedge Fund Performance: The True Value of a Track Record. SSRN Electronic Journal. 18 indexed citations

10.

Amin, Gaurav S. & Harry M. Kat. (2002). Portfolios of Hedge Funds. SSRN Electronic Journal. 2002(1). 81–88. 5 indexed citations

11.

Kat, Harry M. & Gaurav S. Amin. (2002). Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments. SSRN Electronic Journal. 4 indexed citations

12.

Kat, Harry M.. (2001). Portfolio Insurance: A Comparison of Alternative Strategies. SSRN Electronic Journal. 2 indexed citations

13.

Kat, Harry M. & Ronald C. Heynen. (2001). Discrete Partial Barrier Options with a Moving Barrier. SSRN Electronic Journal. 12 indexed citations

14.

Kat, Harry M. & Ronald C. Heynen. (2001). Pricing and Hedging Power Options. SSRN Electronic Journal. 1 indexed citations

15.

Kat, Harry M.. (2001). Modeling S&P 500 Futures Mispricing Using a Neural Network.. SSRN Electronic Journal.

16.

Kat, Harry M. & Ronald C. Heynen. (2001). Volatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models.. SSRN Electronic Journal. 28 indexed citations

17.

Kat, Harry M. & Ronald C. Heynen. (2001). Lookback Options with Discrete and Partial Monitoring of the Underlying Price.. SSRN Electronic Journal. 5 indexed citations

18.

Kat, Harry M.. (2001). Equity-Linked Savings—Part I. The Journal of Alternative Investments. 3(4). 29–36. 2 indexed citations

19.

Kat, Harry M.. (2000). Pricing Lookback Options Using Binomial Trees: An Evaluation. SSRN Electronic Journal. 8 indexed citations

20.

Heynen, Ronald C. & Harry M. Kat. (2000). Partial Barrier Options. SSRN Electronic Journal. 45 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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