NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Mila Getmansky

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

July 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
with Monica Billio, Andrew W. Lo, Loriana Pelizzon: w16223

Published: Econometric Measures of Systemic Risk in the Finance and Insurance Sectors, Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon. in Market Institutions and Financial Market Risk, Carey, Kashyap, Rajan, and Stulz. 2012

June 2010Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
with Monica Billio, Andrew W. Lo, Loriana Pelizzon
in Market Institutions and Financial Market Risk, Mark Carey, Anil Kashyap, Raghuram Rajan, and René Stulz, organizers
January 2007Systemic Risk and Hedge Funds
with Nicholas Chan, Shane M. Haas, Andrew W. Lo
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
March 2005Systemic Risk and Hedge Funds
with Nicholas Chan, Shane M. Haas, Andrew W. Lo: w11200

Published:

March 2003An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
with Andrew W. Lo, Igor Makarov: w9571

Published: Getmansky, Mila, Andrew W. Lo and Igor Makarov. "An Econometric Model Of Serial Correlation And Illiquidity In Hedge Fund Returns," Journal of Financial Economics, 2004, v74(3,Dec), 529-609. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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