H. M. Kat

Finance · 2000–2009

A researcher in the Science corpus: 5 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #7,609 of 10,518 by trust here, #4,260 by citations
• Accounting — 9 citations into it

Whom H. M. Kat trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Bing Liang

Who trusts H. M. Kat overall

1. Martin Eling
2. Pavel A. Stoimenov
3. Annastiina Silvennoinen
4. Charoula Daskalaki
5. Rustam Boldanov

Papers from H. M. Kat's perspective

Ordered by how strongly the researchers H. M. Kat trusts endorse each paper. Same corpus, a different order for every researcher.

1. Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
2. Multi-Period Performance Persistence Analysis of Hedge Funds (Journal of Financial and Quantitative Analysis)
3. Hedge-Fund Benchmarks: Information Content and Biases
4. Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
6. Capital and Risk: New Evidence on Implications of Large Operational Losses
7. Matrix Differential Calculus with Applications in Statistics and Econometrics
8. Ownership Structure and Corporate Performance
9. Hedge Funds and the Technology Bubble
10. Hedge Funds with Style

Their papers

• The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2001) — 478 citations
• What Every Investor Should Know About Commodities, Part Ii: Multivariate Return Analysis (2006) — 124 citations
• Fund of hedge funds portfolio selection: A multiple-objective approach (2009) — 120 citations
• Welcome to the Dark Side (2003) — 143 citations
• Partial Barrier Options (2000) — 98 citations