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Mila Getmansky

SSRN Author Rank: 767 by Downloads and 1,116 by Citations

 

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


 Amherst, MA 01003-4910
 United States
 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
22,848
Total
Citations
481
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
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
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
4,886
(1,006)
71

2.  
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors | Show Abstract | Download This Paper | Open PDF in Browser |
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
Number of Pages in PDF File: 57
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Goethe University Frankfurt - Faculty of Economics and Business Administration
Posted:
23 Nov 11
Last Revised:
25 Apr 12
4,100
(1,218)
33

3.   Incl. Electronic Paper
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lee, Peter A.
AlphaSimplex Group, LLC
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
29 Jul 15
Last Revised:
11 Dec 15
3,216
(2,088)
 

4.   Incl. Electronic Paper
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
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
3,142
(2,191)
194

5.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Goethe University Frankfurt - Faculty of Economics and Business Administration
Posted:
20 May 08
Last Revised:
25 Apr 12
2,938
(2,467)
20

6.  
Convertible Bond Arbitrage, Liquidity Externalities and Stock Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics, Vol. 91, No. 2, pp. 227-251, February 2009, Yale ICF Working Paper No. 08-09
Number of Pages in PDF File: 58
Choi, Darwin
The Chinese University of Hong Kong (CUHK) - Department of Finance
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Tookes, Heather
Yale University - Yale School of Management
Posted:
24 May 06
Last Revised:
13 Aug 10
1,122
(12,727)
17

7.  
Sifting through the Wreckage: Lessons from Recent Hedge-Fund Liquidations | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investment Management, 4th Quarter, 2004
Number of Pages in PDF File: 44
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Mei, Shauna X.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
22 Nov 04
1,068
(13,270)
30

8.   Incl. Electronic Paper
Choi, Darwin
The Chinese University of Hong Kong (CUHK) - Department of Finance
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
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
658
(27,908)
19

9.  
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Posted:
14 Jun 12
388
(43,733)
44

10.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Goethe University Frankfurt - Faculty of Economics and Business Administration
Posted:
20 May 08
Last Revised:
25 Apr 12
291
(70,150)
1

11.   Incl. Electronic Paper
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Girardi, Giulio
Securities and Exchange Commission
Lewis, Craig M.
Vanderbilt University - Finance
Posted:
15 May 14
Last Revised:
26 Feb 16
192
(117,288)
 

12.  
Flows: The ‘Invisible Hands’ on Hedge Fund Management | Show Abstract | Download This Paper | Open PDF in Browser |
Midwest Finance Association 2012 Annual Meetings Paper
Number of Pages in PDF File: 49
Feng, Shuang
Edinboro University of Pennsylvania
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Kapadia, Nikunj
University of Massachusetts Amherst - Department of Finance
Posted:
19 Sep 11
Last Revised:
04 Jan 12
139
(129,048)
1

13.  
Billio, Monica
Ca Foscari University of Venice - Dipartimento di Economia
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Pelizzon, Loriana
Goethe University Frankfurt - Faculty of Economics and Business Administration
Posted:
26 Jul 10
95
(186,150)
40

14.  
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Liang, Bing
University of Massachusetts Amherst - Department of Finance
Schwarz, Christopher
University of California at Irvine
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
20 Nov 15
80
(229,594)
4

15.  
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Girardi, Giulio
Securities and Exchange Commission
Hanley , Kathleen Weiss
Lehigh University - College of Business & Economics
Nikolova, Stanislava
University of Nebraska - Lincoln
Pelizzon, Loriana
Goethe University Frankfurt - Faculty of Economics and Business Administration
Posted:
20 Mar 16
Last Revised:
01 Jun 16
0
(251,803)
 

16.  
Sifting Through the Wreckage: Lessons from Recent Hedge Fund Failures | Show Abstract |
Journal of Investment Management, Vol. 3, No. 4, Fourth Quarter 2004
Getmansky, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
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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