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Khandani, Amir's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
18,337 |
Total
Citations
156 |
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1.
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What Happened to the Quants in August 2007?
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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21 Sep 07
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Last Revised:
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20 Jul 09
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12,969
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95
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Hedge Funds, quantitative market-neutral, long/short equities, August 2007
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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21 Sep 07
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Last Revised:
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17 Jan 08
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12,969
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95
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Hedge Funds, Long/Short Equity, Liquidity, Statistical Arbitrage, August 2007
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2.
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What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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25 Oct 08
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Last Revised:
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12 Jul 10
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2,741
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34
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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73
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34
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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2,668
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34
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hedge funds, systemic risk, market efficiency, statistical arbitrage, long/short equity
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3.
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Systemic Risk and the Refinancing Ratchet Effect
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C.
MIT Sloan School of Management
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Posted:
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15 Sep 09
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Last Revised:
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05 Feb 12
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1,108
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15
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C.
MIT Sloan School of Management
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36
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15
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C.
MIT Sloan School of Management
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15 Sep 09
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Last Revised:
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05 Feb 12
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1,072
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15
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Systemic Risk, Financial Crisis, Household Finance, Real Estate, Subprime
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4.
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Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios
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Versions (2)
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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29 Jun 09
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Last Revised:
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16 Mar 10
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1,013
(9,113)
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8
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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155
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8
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liquidity, illiquidity, hedge funds, mutual funds, equity premium, market microstructure
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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858
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8
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liquidity, illiquidity, hedge funds, mutual funds, equity premium, market microstructure
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5.
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Khandani, Amir
Massachusetts Institute of Technology (MIT) Kim, Adlar J.
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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13 Mar 10
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Last Revised:
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28 Mar 10
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422
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1
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Household Behavior, Consumer Credit Risk, Risk Management, Credit Card Borrowing, Machine Learning, Nonparametric Estimation
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6.
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Abbe, Emmanuel A.
Ecole Polytechnique Fédérale de Lausanne Khandani, Amir
Massachusetts Institute of Technology (MIT) Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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20 Nov 11
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Last Revised:
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25 Nov 11
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84
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1
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Systemic Risk, Risk Management, Financial Crisis, Cryptography, Security Multi-Party Computation
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