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Crises and hedge fund risk

Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008

Persistent link: https://www.econbiz.de/10003912698

Measuring systemic risk in the finance and insurance sectors

Billio, Monica; Getmansky, Mila; Lo, Andrew W.; … - 2010 - This draft: March 10, 2010

Persistent link: https://www.econbiz.de/10003947721

Econometric measures of systemic risk in the finance and insurance sectors

Billio, Monica; Getmansky, Mila; Lo, Andrew W.; … - 2010

Persistent link: https://www.econbiz.de/10003995037

Hedge funds : a dynamic industry in transition

Getmansky, Mila; Lee, Peter A.; Lo, Andrew W. - 2015

Persistent link: https://www.econbiz.de/10011334621

Econometric measures of connectedness and systemic risk in the finance and insurance sectors

Billio, Monica; Getmansky, Mila; Lo, Andrew W.; … - In: Journal of financial economics 104 (2012) 3, pp. 535-559

Persistent link: https://www.econbiz.de/10009622463

Do hedge funds increase systemic risk?

Chan, Nicholas; Getmansky, Mila; Haas, Shane M.; Lo, … - In: Innovations in investment management : cutting edge …, (pp. 173-218). 2008

Persistent link: https://www.econbiz.de/10003748880

Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - In: Journal of financial economics 142 (2021) 1, pp. 69-96

Persistent link: https://www.econbiz.de/10012650658

Measuring hedge fund liquidity mismatch

Aragon, George O.; Ergun, A. Tolga; Girardi, Giulio; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 26-42

Persistent link: https://www.econbiz.de/10012613086

Girardi, Giulio; Hanley, Kathleen Weiss; Nikolova, … - 2020

Persistent link: https://www.econbiz.de/10012244899

Recovery from fast crashes : role of mutual funds

Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; … - 2020

We study the role mutual funds play in the recovery from fast intraday crashes based on data from the National Stock Exchange of India for a single large stock. During normal times, trading activity and liquidity provision by mutual funds is negligible compared to other traders at around 4% of...

Persistent link: https://www.econbiz.de/10012303321