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 Mila Getmansky
 SSRN Author Rank: 719 by Downloads
 Assistant Professor
 University of Massachusetts at Amherst - Department of Finance & Operations Management
 Amherst, MA 01003
 United States
 413-577-3308 (Phone)
 413-545-3858 (Fax)
 HOME PAGE: http://intra.som.umass.edu/msherman
 email address

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. Mila Getmansky's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,678
Total
Citations
167
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Nicholas T. Chan
AlphaSimplex Group, LLC
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Shane M. Haas
AlphaSimplex Group, LLC
Andrew W. Lo
MIT Sloan School of Management
Posted:
07 Mar 05
Last Revised:
06 Aug 09
3,268
( 569)
35

2.   Incl. Electronic Paper
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Andrew W. Lo
MIT Sloan School of Management
Igor Makarov
London Business School
Posted:
07 Mar 03
Last Revised:
01 Jun 03
2,315
( 1,057)
93

3.  
Crises and Hedge Fund Risk | Show Abstract | Download |
UMASS-Amherst Working Paper, Yale ICF Working Paper No. 07-14, University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 10-08
Working Paper Series
Monica Billio
University of Venice - Department of Economics
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Loriana Pelizzon
University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
08 Oct 09
1,646
(2,064)
4

4.  
Convertible Bond Arbitrage, Liquidity Externalities and Stock Prices | Show Abstract | Download |
Journal of Financial Economics, Vol. 91, No. 2, pp. 227-251, February 2009, Yale ICF Working Paper No. 08-09
Accepted Paper Series
Darwin Choi
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Heather Tookes
Yale School of Management
Posted:
24 May 06
Last Revised:
18 Nov 09
796
(7,212)
3

5.  
Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations | Show Abstract | Download |
Journal of Investment Management, 4th Quarter, 2004
Accepted Paper Series
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Andrew W. Lo
MIT Sloan School of Management
Shauna X. Mei
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Nov 04
Last Revised:
22 Nov 04
788
(7,313)
16

6.  
Bill Ding
SUNY at Albany - School of Business
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Russ R. Wermers
University of Maryland - Robert H. Smith School of Business
Posted:
21 Mar 06
Last Revised:
17 Nov 09
473
(15,406)
19

7.  
Darwin Choi
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Brian J. Henderson
George Washington University - Department of Finance
Heather Tookes
Yale School of Management
Posted:
29 Oct 09
Last Revised:
04 Nov 09
268
(31,213)
1

8.  
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data | Show Abstract | Download |
Journal of Alternative Investments (forthcoming)
Working Paper Series
Monica Billio
University of Venice - Department of Economics
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Loriana Pelizzon
University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
28 May 09
124
(67,163)
 

9.  
Sifting Through the Wreckage: Lessons from Recent Hedge Fund Failures | Show Abstract |
Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2004
Accepted Paper Series
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Andrew W. Lo
MIT Sloan School of Management
Shauna X. Mei
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
10 Dec 04
Last Revised:
27 Apr 05
0
(0)
 


Records 1 - 9 of 9 matches
[ 1 ]
. Mila Getmansky's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2
Total
Citations
167
Authors Date Downloads
(Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Mila Getmansky
University of Massachusetts at Amherst - Department of Finance & Operations Management
Antti Petajisto
Yale School of Management
Hongjun Yan
Yale University - International Center for Finance
Posted:
21 Aug 07
Last Revised:
21 Aug 07
2
(0)
 


Records 1 - 1 of 1 matches
[ 1 ]

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