Mila Getmansky

Latest Institution: University of Massachusetts

All Institutions: Isenberg School of Management; University of Massachusetts; MIT Sloan School of Management; MIT


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

Year: 2003
Journal: Journal of Financial Economics
Authors: Mila Getmansky; Andrew W. Lo; Igor Makarov

Systemic Risk and Hedge Funds

Year: 2005
Journal: No Journal Matched
Authors: Nicholas Chan; Mila Getmansky; Shane M. Haas; Andrew W. Lo

Econometric Measures of Systemic Risk in the Finance and Insurance Sectors

Year: 2010
Journal: Journal of Financial Economics
Authors: Monica Billio; Mila Getmansky; Andrew W. Lo; Loriana Pelizzon

Hedge Funds: A Dynamic Industry in Transition

Year: 2015
Journal: Annual Review of Financial Economics
Authors: Mila Getmansky; Peter A. Lee; Andrew W. Lo

Stock Price Crashes: Role of Slow-Moving Capital

Year: 2017
Journal: No Journal Matched
Authors: Mila Getmansky; Ravi Jagannathan; Loriana Pelizzon; Ernst Schaumburg; Darya Yuferova


Author Disambiguation

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