Harry M. Kat

 is a former Professor of Risk Management and Director Alternative Investment Research Centre City University London - Sir John Cass Business School. Currently Kat is a manager of the AC Risk Parity 12 Fund, a German fund domiciled in Luxembourg. The fund utilizes a "fundcreator" replication technique developed by Kat.

Papers
Kat is the author/coauthor of the following most cited works, listed from most to least cited.