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Sherman, Mila's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
17,511 |
Total
Citations
531 |
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1.
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Systemic Risk and Hedge Funds
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Chan, Nicholas T.
AlphaSimplex Group, LLC Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Haas, Shane M.
AlphaSimplex Group, LLC Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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07 Mar 05
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Last Revised:
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10 Aug 10
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4,504
(672)
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70
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Chan, Nicholas T.
AlphaSimplex Group, LLC Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Haas, Shane M.
AlphaSimplex Group, LLC Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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301
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70
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Chan, Nicholas T.
AlphaSimplex Group, LLC Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Haas, Shane M.
AlphaSimplex Group, LLC Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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4,203
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70
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Hedge funds, systemic risk, financial crises, risk management
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2.
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Billio, Monica
Ca Foscari University of Venice - Department of Economics Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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23 Nov 11
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Last Revised:
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25 Apr 12
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3,292
(1,170)
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23
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Systemic Risk, Financial Institutions, Liquidity, Financial Crises
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3.
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An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Makarov, Igor
London Business School
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Posted:
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07 Mar 03
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Last Revised:
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01 Nov 10
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2,962
(1,405)
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217
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Makarov, Igor
London Business School
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96
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217
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Makarov, Igor
London Business School
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2,866
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217
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Hedge Funds, Serial Correlation, Market Efficiency, Performance Smoothing, Liquidity
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4.
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Crises and Hedge Fund Risk
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Versions (1)
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Billio, Monica
Ca Foscari University of Venice - Department of Economics Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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Posted:
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20 May 08
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Last Revised:
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25 Apr 12
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2,614
(1,788)
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22
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Billio, Monica
Ca Foscari University of Venice - Department of Economics Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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| Posted: |
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20 May 08
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Last Revised:
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25 Apr 12
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2,614
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22
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Hedge Fund, Risk Management, Financial Crisis
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5.
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Choi, Darwin
Hong Kong University of Science & Technology - Department of Finance Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Tookes, Heather
Yale University - Yale School of Management
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24 May 06
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Last Revised:
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13 Aug 10
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1,059
(8,581)
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16
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Convertible Bond Arbitrage, Liquidity, Spillovers
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6.
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Mei, Shauna X.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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1,017
(9,167)
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33
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Hedge funds, risk management, liquidity
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7.
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Ding, Bill
State University of New York at Albany - School of Business Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Wermers, Russ
University of Maryland - Robert H. Smith School of Business
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| Posted: |
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21 Mar 06
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Last Revised:
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12 Jul 11
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904
(10,998)
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42
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hedge fund flows, share restrictions, asset illiquidity, life/defunct funds, smart money effect
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8.
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Convertible Bond Arbitrageurs as Suppliers of Capital
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Versions (2)
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Export Bibliographic Info |
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Choi, Darwin
Hong Kong University of Science & Technology - Department of Finance Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Henderson, Brian J.
George Washington University - Department of Finance Tookes, Heather
Yale University - Yale School of Management
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Posted:
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11 Mar 09
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Last Revised:
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29 Jul 10
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585
(20,904)
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22
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Choi, Darwin
Hong Kong University of Science & Technology - Department of Finance Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Henderson, Brian J.
George Washington University - Department of Finance Tookes, Heather
Yale University - Yale School of Management
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0
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G14, G23, G32
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Choi, Darwin
Hong Kong University of Science & Technology - Department of Finance Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Henderson, Brian J.
George Washington University - Department of Finance Tookes, Heather
Yale University - Yale School of Management
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| Posted: |
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11 Mar 09
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Last Revised:
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22 Feb 10
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585
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22
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capital structure, supply of capital, convertible bond arbitrage, hedge funds, short selling, crisis of 2008
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9.
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Billio, Monica
Ca Foscari University of Venice - Department of Economics Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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| Posted: |
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20 May 08
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Last Revised:
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25 Apr 12
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268
(55,428)
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1
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Hedge Funds, Risk Management, High frequency data
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10.
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
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161
(92,837)
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51
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Competition, Fund Flows, Hedge Funds, Performance, Optimal Asset Size, Strategy Capacity
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11.
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Feng, Shuang
Edinboro University of Pennsylvania Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
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| Posted: |
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19 Sep 11
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Last Revised:
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04 Jan 12
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92
(144,451)
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2
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Hedge Fund, Fund Flow, Fee Structure, Managerial Incentives, Gross Return
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12.
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Billio, Monica
Ca Foscari University of Venice - Department of Economics Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
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53
(197,209)
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32
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13.
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mei, Shauna X.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Hedge funds, risk management, liquidity
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