E-LIB Suche - Ergebnisse für: Getmansky, Mila

1

Stock Price Crashes: Role of Slow-Moving Capital

NBER working paper series, no. w24098

Getmansky, Mila ; Jagannathan, Ravi ; Pelizzon, Loriana.. , 2017

Link: https://www.nber.org/pap..

2

Interconnectedness in the CDS Market:

Getmansky, Mila ; Girardi, Giulio ; Lewis, Craig
Financial Analysts Journal. 72 (2016) 4 - p. 62-82 , 2016

Link: https://www.jstor.org/st..

3

Interconnectedness in the CDS Market:

Getmansky, Mila ; Girardi, Giulio ; Lewis, Craig
Financial Analysts Journal. 72 (2016) 4 - p. 62-82 , 2016

Link: https://doi.org/10.2469/..

4

Hedge Funds: A Dynamic Industry In Transition

NBER working paper series, no. w21449

Getmansky, Mila ; Lee, Peter A ; Lo, Andrew W , 2015

Link: https://www.nber.org/pap..

5

Hedge Funds: A Dynamic Industry in Transition:

Getmansky, Mila ; Lee, Peter A. ; Lo, Andrew W.
Annual Review of Financial Economics. 7 (2015) - p. 483-577 , 2015

Link: https://www.jstor.org/st..

6

On a New Approach for Analyzing and Managing Macrofinancial..:

Merton, Robert C. ; Billio, Monica ; Getmansky, Mila...
Financial Analysts Journal. 69 (2013) 2 - p. 22-33 , 2013

Link: https://doi.org/10.2469/..

7

On a New Approach for Analyzing and Managing Macrofinancial..:

Merton, Robert C. ; Billio, Monica ; Getmansky, Mila...
Financial Analysts Journal. 69 (2013) 2 - p. 22-33 , 2013

Link: https://www.jstor.org/st..

8

Econometric measures of connectedness and systemic risk in ..:

Billio, Monica ; Getmansky, Mila ; Lo, Andrew W..
Journal of Financial Economics. 104 (2012) 3 - p. 535-559 , 2012

Link: https://doi.org/10.1016/..

9

Dynamic risk exposures in hedge funds:

Billio, Monica ; Getmansky, Mila ; Pelizzon, Loriana
Computational Statistics & Data Analysis. 56 (2012) 11 - p. 3517-3532 , 2012

Link: https://doi.org/10.1016/..

10

Convertible Bond Arbitrageurs as Suppliers of Capital:

Choi, Darwin ; Getmansky, Mila ; Henderson, Brian.
The Review of Financial Studies. 23 (2010) 6 - p. 2492-2522 , 2010

Link: https://www.jstor.org/st..

11

Convertible Bond Arbitrageurs as Suppliers of Capital:

Choi, Darwin ; Getmansky, Mila ; Henderson, Brian.
Review of Financial Studies. 23 (2010) 6 - p. 2492-2522 , 2010

Link: https://doi.org/10.1093/..

12

Econometric Measures of Systemic Risk in the Finance and In..

NBER working paper series, no. w16223

Billio, Monica ; Getmansky, Mila ; Lo, Andrew W. , 2010

Link: https://www.nber.org/pap..

13

Systemic Risk and Hedge Funds

NBER working paper series, no. w11200

Chan, Nicholas ; Getmansky, Mila ; Haas, Shane M. , 2005

Link: https://www.nber.org/pap..

14

An econometric model of serial correlation and illiquidity ..:

Getmansky, Mila ; Lo, Andrew W. ; Makarov, Igor
Journal of Financial Economics. 74 (2004) 3 - p. 529-609 , 2004

Link: https://doi.org/10.1016/..

15

An Econometric Model of Serial Correlation and Illiquidity ..

NBER working paper series, no. w9571

Getmansky, Mila ; Lo, Andrew W ; Makarov, Igor , 2003

Link: https://www.nber.org/pap..