Amir Khandani

Massachusetts Institute of Technology (MIT)

Graduate Student

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

  • Massachusetts Institute of Technology (MIT)

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 6,153

in Total Papers Citations

178

CROSSREF CITATIONS

36

Scholarly Papers (6)

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1.

What Happened to the Quants in August 2007?

Downloads 15,778 ( 318)
Citation 51

What Happened to the Quants in August 2007?

Number of pages: 67 Posted: 21 Sep 2007 Last Revised: 17 Jan 2008
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 15,778 (310)
Citation 51

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Hedge Funds, Long/Short Equity, Liquidity, Statistical Arbitrage, August 2007

What Happened to the Quants in August 2007?

Journal of Investment Management, Vol. 5, No. 4, Fourth Quarter 2007
Posted: 17 Jan 2008
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering

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Hedge Funds, quantitative market-neutral, long/short equities, August 2007

2.

What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data

Downloads 3,869 ( 3,765)
Citation 44

What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data

Number of pages: 60 Posted: 25 Oct 2008
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 3,619 (4,124)
Citation 38

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hedge funds, systemic risk, market efficiency, statistical arbitrage, long/short equity

What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data

NBER Working Paper No. w14465
Number of pages: 61 Posted: 10 Nov 2008 Last Revised: 12 Jul 2010
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 250 (169,228)

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3.

Systemic Risk and the Refinancing Ratchet Effect

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Citation 16

Systemic Risk and the Refinancing Ratchet Effect

MIT Sloan Research Paper No. 4750-09, Harvard Business School Finance Working Paper No. 1472892
Number of pages: 62 Posted: 15 Sep 2009 Last Revised: 08 Jan 2018
Amir Khandani, Andrew W. Lo and Robert C. Merton
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,365 (19,838)
Citation 17

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Systemic Risk, Financial Crisis, Household Finance, Real Estate, Subprime

Systemic Risk and the Refinancing Ratchet Effect

NBER Working Paper No. w15362
Number of pages: 68 Posted: 21 Sep 2009 Last Revised: 24 Jun 2022
Amir Khandani, Andrew W. Lo and Robert C. Merton
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 82 (409,966)

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4.

Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios

Downloads 1,313 ( 21,394)
Citation 10

Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios

Number of pages: 59 Posted: 29 Jun 2009
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 1,091 (27,689)
Citation 10

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liquidity, illiquidity, hedge funds, mutual funds, equity premium, market microstructure

Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios

Number of pages: 59 Posted: 29 Jun 2009
Amir Khandani and Andrew W. Lo
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 222 (189,764)
Citation 10

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liquidity, illiquidity, hedge funds, mutual funds, equity premium, market microstructure

5.

Consumer Credit Risk Models Via Machine-Learning Algorithms

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 13 Mar 2010 Last Revised: 28 Mar 2010
Amir Khandani, Adlar J. Kim and Andrew W. Lo
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 1,223 (23,809)
Citation 34

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Household Behavior, Consumer Credit Risk, Risk Management, Credit Card Borrowing, Machine Learning, Nonparametric Estimation

6.

Privacy-Preserving Methods for Sharing Financial Risk Exposures

Number of pages: 28 Posted: 20 Nov 2011 Last Revised: 25 Nov 2011
Emmanuel A. Abbe, Amir Khandani and Andrew W. Lo
Ecole Polytechnique Fédérale de Lausanne, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering
Downloads 187 (222,367)
Citation 4

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Systemic Risk, Risk Management, Financial Crisis, Cryptography, Security Multi-Party Computation