NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Mila Getmansky

Isenberg School of Management
Room 308C
University of Massachusetts
121 Presidents Drive, Amherst, MA 01003
Tel: 413-577-3308
Fax: 413-545-3858

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

December 2017Stock Price Crashes: Role of Capital Constrained Traders
with Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Darya Yuferova: w24098
August 2015Hedge Funds: A Dynamic Industry In Transition
with Peter A. Lee, Andrew W. Lo: w21449

Published: Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015. "Hedge Funds: A Dynamic Industry in Transition," Annual Review of Financial Economics, vol 7(1), pages 483-577.

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

 
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