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Do hedge funds increase systemic risk?
Chan, Nicholas; Getmansky, Mila; Haas, Shane M.; Lo, … - In: Innovations in investment management : cutting edge …, (pp. 173-218). 2008
Persistent link: https://www.econbiz.de/10003748880
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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
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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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On a new approach for analyzing and managing macrofinancial risks
Merton, Robert C.; Billio, Monica; Getmansky, Mila; … - In: Financial analysts' journal : FAJ 69 (2013) 2, pp. 22-33
Persistent link: https://www.econbiz.de/10009745669
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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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The pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian; Pelizzon, Loriana; Getmansky, Mila - 2018
Through the lens of market participants' objective to minimize counterparty risk, we provide an explanation for the reluctance to clear derivative trades in the absence of a central clearing obligation. We develop a comprehensive understanding of the benefits and potential pitfalls with respect...
Persistent link: https://www.econbiz.de/10011923506
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The pitfalls of central clearing in the presence of systematic risk
Kubitza, Christian; Pelizzon, Loriana; Getmansky, Mila - 2018 - This version: November 2018
Through the lens of market participants' objective to minimize counterparty risk, we provide an explanation for the reluctance to clear derivative trades in the absence of a central clearing obligation. We develop a comprehensive understanding of the benefits and potential pitfalls with respect...
Persistent link: https://www.econbiz.de/10011932176
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Measuring hedge fund liquidity mismatch
Aragon, George O.; Ergun, A. Tolga; Girardi, Giulio; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10012613086