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Sherman, Mila


 SSRN Author Rank: 693 by Downloads
 

University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management


 Amherst, MA 01003-4910
 United States
 email address

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. Sherman, Mila's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,511
Total
Citations
531
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
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
Posted:
07 Mar 05
Last Revised:
10 Aug 10
4,504
(672)
70

2.  
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Working Paper Series
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
Posted:
23 Nov 11
Last Revised:
25 Apr 12
3,292
(1,170)
23

3.   Incl. Electronic Paper
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
Posted:
07 Mar 03
Last Revised:
01 Nov 10
2,962
(1,405)
217

4.   Incl. Electronic Paper
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
Posted:
20 May 08
Last Revised:
25 Apr 12
2,614
(1,788)
22

5.  
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
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
Posted:
24 May 06
Last Revised:
13 Aug 10
1,059
(8,581)
16

6.  
Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations | Show Abstract | Download |
Journal of Investment Management, 4th Quarter, 2004
Accepted Paper Series
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
Posted:
22 Nov 04
1,017
(9,167)
33

7.  
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
Posted:
21 Mar 06
Last Revised:
12 Jul 11
904
(10,998)
42

8.   Incl. Electronic Paper
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
Posted:
11 Mar 09
Last Revised:
29 Jul 10
585
(20,904)
22

9.  
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data | Show Abstract | Download |
Journal of Alternative Investments (forthcoming)
Working Paper Series
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
Posted:
20 May 08
Last Revised:
25 Apr 12
268
(55,428)
1

10.  
Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management
Posted:
14 Jun 12
161
(92,837)
51

11.  
Flows: The ‘Invisible Hands’ on Hedge Fund Management | Show Abstract | Download |
Midwest Finance Association 2012 Annual Meetings Paper
Working Paper Series
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
Posted:
19 Sep 11
Last Revised:
04 Jan 12
92
(144,451)
2

12.  
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
Posted:
26 Jul 10
53
(197,209)
32

13.  
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
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
Posted:
10 Dec 04
 


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