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Convertible Bond Arbitrage, Li...
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Hedgefonds
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Getmansky, Mila
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Lo, Andrew W.
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Billio, Monica
7
Getmansky Sherman, Mila
7
Pelizzon, Loriana
7
Lee, Peter A.
5
Chan, Nicholas
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Haas, Shane M.
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Makarov, Igor
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Ergun, A. Tolga
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Convertible bond arbitrage, liquidity externalities, and stock prices
Choi, Darvin
;
Getmansky, Mila
;
Tookes, Heather
- In:
Journal of financial economics
91
(
2009
)
2
,
pp. 227-251
Persistent link: https://www.econbiz.de/10003817483
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2
Non-parametric analysis of hedge fund returns : new insights from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The journal of alternative investments
12
(
2009/10
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10003881613
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3
Do hedge funds increase systemic risk?
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
- In:
Economic review
91
(
2006
)
4
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003416035
Saved in:
4
Systemic risk and hedge funds
Chan, Nicholas
;
Getmansky, Mila
;
Haas, Shane M.
;
Lo, …
- In:
The risks of financial institutions : [...papers and …
,
(pp. 235-338)
.
2006
Persistent link: https://www.econbiz.de/10003445578
Saved in:
5
Dynamic risk exposure in hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2007
Persistent link: https://www.econbiz.de/10003912061
Saved in:
6
Crises and hedge fund risk
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912698
Saved in:
7
Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912704
Saved in:
8
Hedge funds : a dynamic industry in transition
Getmansky, Mila
;
Lee, Peter A.
;
Lo, Andrew W.
-
2015
Persistent link: https://www.econbiz.de/10011334621
Saved in:
9
The life cycle of hedge funds : fund flows, size, competition, and performance
Getmansky, Mila
- In:
The quarterly journal of finance
2
(
2012
)
1
,
pp. 301-353
Persistent link: https://www.econbiz.de/10009623140
Saved in:
10
Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
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