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Measuring systemic risk in the...
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1
Phase-locking and switching volatility in hedge funds
Billio, Monica
(
contributor
);
Getmansky, Mila
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397556
Saved in:
2
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
-
2003
Persistent link: https://www.econbiz.de/10001748919
Saved in:
3
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
4
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
Saved in:
5
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:
6
Hedge funds : a dynamic industry in transition
Getmansky, Mila
;
Lee, Peter A.
;
Lo, Andrew W.
- In:
Annual review of financial economics
7
(
2015
),
pp. 483-577
Persistent link: https://www.econbiz.de/10011567851
Saved in:
7
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:
8
Female representation in the academic finance profession
Getmansky, Mila
;
Tookes, Heather E.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 317-365
Persistent link: https://www.econbiz.de/10012796517
Saved in:
9
Convertible bond arbitrageurs as suppliers
Choi, Darwin
;
Getmansky, Mila
;
Henderson, Brian J.
; …
- In:
The review of financial studies
23
(
2010
)
6
,
pp. 2493-2522
Persistent link: https://www.econbiz.de/10003976069
Saved in:
10
Contagion and interdependence in stock markets : Have they been misdiagnosed?
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of economics & business
55
(
2003
)
5/6
,
pp. 405-426
Persistent link: https://www.econbiz.de/10001804345
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