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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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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
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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
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Financial crises and evaporating diversification benefits of hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - In: Hedge funds : structure, strategies, and performance, (pp. 439-459). 2017
Persistent link: https://www.econbiz.de/10012253366
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The life cycle of hedge funds : a new perspective
Getmansky, Mila; Koh, Rachel Kyungyeon - In: Hedge funds : structure, strategies, and performance, (pp. 38-59). 2017
Persistent link: https://www.econbiz.de/10012252460
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The pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian; Pelizzon, Loriana; Getmansky, Mila - In: Essays on financial stability and insurance markets, (pp. 158-248). 2018
Persistent link: https://www.econbiz.de/10012055958
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Voluntary and mandatory skin in the game : understanding outside directors' stock holdings
Bhagat, Sanjai; Tookes, Heather - In: Entrepreneurship, finance, governance and ethics, (pp. 273-293). 2013
Persistent link: https://www.econbiz.de/10009719057