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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003
Persistent link: https://www.econbiz.de/10001748919
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Systemic risk and hedge funds
Chan, Nicholas; Getmansky, Mila; Haas, Shane M.; Lo, … - 2005
Persistent link: https://www.econbiz.de/10002700785
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - In: Journal of financial economics 74 (2004) 3, pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
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The life cycle of hedge funds : fund flows, size, competition, and performance
Getmansky, Mila - In: The quarterly journal of finance 2 (2012) 1, pp. 301-353
Persistent link: https://www.econbiz.de/10009623140
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Dynamic risk exposure in hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2007
Persistent link: https://www.econbiz.de/10003912061
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Crises and hedge fund risk
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912698
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Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912704
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Convertible bond arbitrage, liquidity externalities, and stock prices
Choi, Darvin; Getmansky, Mila; Tookes, Heather - In: Journal of financial economics 91 (2009) 2, pp. 227-251
Persistent link: https://www.econbiz.de/10003817483
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Phase-locking and switching volatility in hedge funds
Billio, Monica (contributor); Getmansky, Mila (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397556
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Systemic risk and hedge funds
Chan, Nicholas; Getmansky, Mila; Haas, Shane M.; Lo, … - In: The risks of financial institutions : [...papers and …, (pp. 235-338). 2006
Persistent link: https://www.econbiz.de/10003445578