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Mila Getmansky · SciRah

Researcher profile · Semantic Scholar

Mila Getmansky

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Mila Getmansky — researcher profile on SciRah

h-index: 16
Works: 43
Citations: 3,805

Most-cited papers

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon
20122,380 citations Open access
Semantic Scholar
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon
2010252 citations Open access
Semantic Scholar
The Life Cycle of Hedge Funds: Fund Flows, Size and Performance ⁄
Mila Getmansky
2005156 citations Open access
Semantic Scholar
Measuring Systemic Risk in the Finance and Insurance Sectors
Monica Billio, Mila Getmansky, Andrew W. Lo, Loriana Pelizzon
2010121 citations
Semantic Scholar
Convertible Bond Arbitrage, Liquidity Externalities and Stock Prices
Darwin Choi, Mila Getmansky, Heather Tookes
2008104 citations
Semantic Scholar
Convertible Bond Arbitrageurs as Suppliers of Capital
Darwin Choi, Mila Getmansky, B. Henderson, Heather Tookes
2010100 citations
Semantic Scholar
Share Restrictions and Investor Flows in the Hedge Fund Industry*
B. Ding, Mila Getmansky, Bing Liang, Russ Wermers
201390 citations Open access
Semantic Scholar
Dynamic risk exposures in hedge funds
Monica Billio, Mila Getmansky, Loriana Pelizzon
2012Computational Statistics & Data Analysis79 citations
Semantic Scholar
Investor Flows and Share Restrictions in the Hedge Fund Industry
B. Ding, Mila Getmansky, Bing Liang, Russ Wermers
200774 citations Open access
Semantic Scholar
The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance
Mila Getmansky
201272 citations
Semantic Scholar
Hedge Funds: A Dynamic Industry in Transition
Mila Getmansky, P. A. Lee, Andrew W. Lo
201565 citations Open access
Semantic Scholar
Crises and Hedge Fund Risk
Monica Billio, Mila Getmansky, Loriana Pelizzon
201065 citations Open access
Semantic Scholar
Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks ∗
Monica Billio, Mila Getmansky, D. Gray, Andrew W. Lo +2 more
201448 citations Open access
Semantic Scholar
SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS
Mila Getmansky, Andrew W. Lo, Shauna X. Mei
200440 citations Open access
Semantic Scholar
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)
R. Merton, Monica Billio, Mila Getmansky, D. Gray +2 more
2013Financial analysts journal35 citations Open access
Semantic Scholar
Interconnectedness in the CDS Market
Mila Getmansky, Giulio Girardi, Craig M. Lewis
201630 citations Open access
Semantic Scholar
Share Restrictions and Investor Flows in the Hedge Fund Industry
Mila Getmansky, Bing Liang, Christopher Schwarz, R. Wermers
201515 citations Open access
Semantic Scholar
Dynamic Risk Exposure in Hedge Funds ∗
Monica Billio, Mila Getmansky, Loriana Pelizzon
200815 citations
Semantic Scholar
Flows: The ‘Invisible Hands’ on Hedge Fund Management
Shuang Feng, Mila Getmansky, Nikunj Kapadia
201113 citations Open access
Semantic Scholar
Market Volatility, Investor Flows, and the Structure of Hedge Fund Markets
B. Ding, Mila Getmansky, Bing Liang, Russ Wermers
200611 citations
Semantic Scholar
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
Monica Billio, Mila Getmansky, Loriana Pelizzon
2009The Journal of Alternative Investments10 citations Open access
Semantic Scholar
Dynamic Risk Exposure of Hedge Funds : A Regime-Switching Approach ∗
Monica Billio, Mila Getmansky, Loriana Pelizzon
20068 citations
Semantic Scholar
Sifting Through the Wreckage: Lessons from Recent Hedge Fund Failures
Mila Getmansky, Andrew W. Lo, Shauna X. Mei
20047 citations
Semantic Scholar
Hedge Fund Liquidity Management
George O. Aragon, A. Ergun, Mila Getmansky, Giulio Girardi
20176 citations Open access
Semantic Scholar
Global Realignment in Financial Market Dynamics: Evidence from ETF Networks
Monica Billio, Andrew W. Lo, Loriana Pelizzon, Mila Getmansky +1 more
2021Social Science Research Network5 citations Open access
Semantic Scholar
Phase-Locking and Switching Volatility in Hedge Funds
Monica Billio, Mila Getmansky, Loriana Pelizzon
20064 citations Open access
Semantic Scholar
Stock price crashes: Role of slow-moving capital
Mila Getmansky, R. Jagannathan, Loriana Pelizzon, E. Schaumburg +1 more
20173 citations Open access
Semantic Scholar
What drives hedge fund returns? : models of flows, autocorrelation, optimal size, limits to arbitrage and fund failures
Mila Getmansky
20043 citations
Semantic Scholar
Hedge Funds : Portfolio , Investor , and Financing Liquidity
George O. Aragon, Tolga Ergun, Mila Getmansky, Giulio Girardi
20172 citations
Semantic Scholar
Liquidity Provision and Market Fragility
Mila Getmansky, R. Jagannathan, Loriana Pelizzon, E. Schaumburg
20142 citations
Semantic Scholar
The pitfalls of central clearing in the presence of systematic risk
Christian Kubitza, Loriana Pelizzon, Mila Getmansky
20181 citations
Semantic Scholar
Financial Crises and the Evaporation of Diversification Benefits of Hedge Funds
Monica Billio, Mila Getmansky, Loriana Pelizzon
20171 citations Open access
Semantic Scholar
NBER WORKING PAPER SERIES STOCK PRICE CRASHES: ROLE OF SLOW-MOVING CAPITAL
Mila Getmansky, Ravi Jagannathan, Loriana Pelizzon, E. Schaumburg +7 more
20180 citations
Semantic Scholar
Stock Market Liquidity: Behavior of Short-Term and Long-Term Traders During Crashes
Mila Getmansky, R. Jagannathan, Loriana Pelizzon, E. Schaumburg
20150 citations
Semantic Scholar
Stock Market Liquidity: Role of Short-term and Long-term Traders
Mila Getmansky, Ravi Jagannathan, Loriana Pelizzon, E. Schaumburg
20150 citations
Semantic Scholar
Calculating VaR for Hedge Funds
Monica Billio, Mila Getmansky, Loriana Pelizzon
20080 citations
Semantic Scholar
Working Paper Non-Parametric Analysis of Hedge Fund Returns : New Insight from High Frequency Date
Monica Billio, Mila Getmansky, Loriana Pelizzon
20080 citations
Semantic Scholar
Working Paper Crises and Hedge Fund Risk
Monica Billio, Mila Getmansky, Loriana Pelizzon
20080 citations
Semantic Scholar
Working Paper Dynamic Risk Exposure in Hedge Funds Monica Billio Mila
Monica Billio, Mila Getmansky, Loriana Pelizzon
20070 citations
Semantic Scholar
Systemic Risk and Hedge Funds∗
N. Chan, Mila Getmansky, Shane M. Haas, Andrew W. Lo
20040 citations
Semantic Scholar
Functionality of Banks and Hedge Funds and Contagion Between Financial Institutions
Andrew W. Lo, Mila Getmansky
0 citations
Semantic Scholar
Author's Personal Copy Journal of Financial Economics Author's Personal Copy
Nicola Gennaioli, A. Shleifer, R. Vishny, Monica Billio +3 more
0 citations
Semantic Scholar
Spam Works: Evidence from Stock Touts and Corresponding Market Activity
Laura Frieder, Jonathan Zittrain, Alan W Black, Rainer B. ̈ohme +21 more
0 citations
Semantic Scholar

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