Harry M. Kat

2.8k citations
62 papers · 1.6k indexed · h-index 21
Topics
Financial Markets and Investment Strategies (41 papers)Market Dynamics and Volatility (19 papers)Stochastic processes and financial applications (14 papers)

In The Last Decade

Harry M. Kat

55 papers receiving 1.3k citations

Peers

Harry M. Kat
Comparison fields: 5 of 73
  • Finance 1.3k
  • Economics and Econometrics 958
  • General Economics, Econometrics and Finance 258
  • Management Science and Operations Research 255
  • Accounting 214
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Stanley J. Kon United States
Andrew Rudd United States
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Citations per field
00.5×1.7×
Stanley J. Kon · 1×
Citations per year

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

20 of 20 papers shown
#WorkIndexed citations
1 56
2
What Every Investor Should Know About Commodities, Part I
20
3 10
4 8
5
Diversification and Yield Enhancement with Hedge Funds
4
6 7
7 7
8
Some Facts about Hedge Funds
3
9 18
10
Portfolios of Hedge Funds
5
11 4
12
Portfolio Insurance: A Comparison of Alternative Strategies
2
13
Discrete Partial Barrier Options with a Moving Barrier
12
14
Pricing and Hedging Power Options
1
15
Modeling S&P 500 Futures Mispricing Using a Neural Network.
0
16
Volatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models.
28
17
Lookback Options with Discrete and Partial Monitoring of the Underlying Price.
5
18 2
19
Pricing Lookback Options Using Binomial Trees: An Evaluation
8
20
Partial Barrier Options
45

About Harry M. Kat

Harry M. Kat is a scholar working on Finance, Economics and Econometrics and Accounting, having authored 62 papers that have together received 1.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (41 papers), Market Dynamics and Volatility (19 papers) and Stochastic processes and financial applications (14 papers). The work is most often cited by research in Finance (1.3k citations), Economics and Econometrics (958 citations) and General Economics, Econometrics and Finance (258 citations). Harry M. Kat has collaborated with scholars based in United Kingdom, United States and Netherlands. Frequent co-authors include Chris Brooks, Gaurav S. Amin, Ronald C. Heynen, Roel C. A. Oomen, Ryan J. Davies and Joëlle Miffre. Their work appears in journals such as World Economy, The Journal of Portfolio Management and Applied Mathematical Finance.

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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