Concepedia
Statistics
Publications
13
Citations
1.5K
H-Index
12
Active since
2003
Affiliations
University of Massachusetts Amherst(Current)
Goethe University Frankfurt
Venice International University
Ca' Foscari University of Venice
Massachusetts Institute of Technology
Mila Getmansky Sherman is an author at University of Massachusetts Amherst specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessEconomicsAsset PricingFinancial EconomicsFinancial CrisisPortfolio ManagementFinancial IntermediationGenderManagement
Publications per year
2003–2023
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
Monica Billio, Andrew W. Lo, Mila Getmansky Sherman et al. · SSRN Electronic Journal · 2011 · 640 citations · Full text
Economics, Financial Economics, Financial Risk Management +12
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
Mila Getmansky Sherman, Andrew W. Lo, Igor Makarov · SSRN Electronic Journal · 2003 · 270 citations · Full text
Empirical Finance, Econometric Model, Economics +9
The Life Cycle of Hedge Funds: Fund Flows, Size and Performance
Mila Getmansky Sherman · SSRN Electronic Journal · 2005 · 117 citations · Full text
Portfolio similarity and asset liquidation in the insurance industry
Giulio Girardi, Kathleen Hanley, Stanislava Nikolova et al. · Journal of Financial Economics · 2021 · 82 citations
Financial Economics, Asset Pricing, Portfolio Similarity +4
Female Representation in the Academic Finance Profession
Mila Getmansky Sherman, Heather Tookes · The Journal of Finance · 2021 · 71 citations
Gender Disparity, Finance Faculty, Finance +7
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