Concepedia

Mila Getmansky

MG

15

Publications

1.8K

Citations

12

H-Index

2003

Active since

Affiliations

University of Massachusetts Amherst(Current)

Ca' Foscari University of Venice

National Bureau of Economic Research

Massachusetts Institute of Technology

Mila Getmansky is an author at University of Massachusetts Amherst specializing in business, finance, and asset pricing.

Top concepts

Publications per year

2003–2016

15

Publications

15

An econometric model of serial correlation and illiquidity in hedge fund returns

Mila Getmansky, Andrew W. Lo, Igor Makarov · Journal of Financial Economics · 2004 · 1.1K citations

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Dynamic risk exposures in hedge funds

Monica Billio, Mila Getmansky, Loriana Pelizzon · Computational Statistics & Data Analysis · 2010 · 109 citations

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Convertible Bond Arbitrageurs as Suppliers of Capital

Darwin Choi, Mila Getmansky, Brian J. Henderson et al. · Review of Financial Studies · 2010 · 103 citations

, , +12

Measuring Systemic Risk in the Finance and Insurance Sectors

Monica Billio, Mila Getmansky, Andrew W. Lo et al. · DSpace@MIT (Massachusetts Institute of Technology) · 2010 · 81 citations · Full text

The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance

Mila Getmansky · Quarterly Journal of Finance · 2012 · 73 citations

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