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Sherman, Mila Getmansky


 SSRN Author Rank: 841 by Downloads
 

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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. Sherman, Mila Getmansky's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,587
Total
Citations
504
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 Getmansky
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
4,659
(775)
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 Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
23 Nov 11
Last Revised:
25 Apr 12
3,674
(1,168)
39

3.   Incl. Electronic Paper
Sherman, Mila Getmansky
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
3,015
(1,652)
206

4.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
25 Apr 12
2,706
(2,026)
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 Getmansky
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
1,083
(9,760)
18

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 Getmansky
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
1,046
(10,310)
32

7.   Incl. Electronic Paper
Choi, Darwin
Hong Kong University of Science & Technology - Department of Finance
Sherman, Mila Getmansky
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
603
(23,263)
23

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
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Pelizzon, Loriana
Ca Foscari University of Venice - Department of Economics
Posted:
20 May 08
Last Revised:
25 Apr 12
279
(61,177)
1

9.  
Sherman, Mila Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Posted:
14 Jun 12
267
(64,247)
46

10.  
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 Getmansky
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
19 Sep 11
Last Revised:
04 Jan 12
117
(138,836)
1

11.   Incl. Electronic Paper
Sherman, Mila Getmansky
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:
24 Jun 14
70
(194,433)
 

12.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Sherman, Mila Getmansky
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
Ca Foscari University of Venice - Department of Economics
Posted:
26 Jul 10
68
(197,586)
46

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 Getmansky
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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