Mila Getmansky
University of Massachusetts Amherst
H-index: 22
North America-United States
Top articles of Mila Getmansky
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Are the Hedges of Funds Green? | Available at SSRN 4773780 | Tianyi Qu Bing Liang Mila Getmansky Sherman Huan Kuang | 2024/3/26 |
Global realignment in financial market dynamics | Monica Billio Andrew W Lo Loriana Pelizzon Mila Getmansky Sherman Abalfazl Zareei | 2023/11/18 | |
Addressing the embeddability problem in transition rate estimation | bioRxiv 2021.01.19.427359 | Curtis Goolsby James Losey Yuchen Xu Marie-Christine Düker Mila Getmansky Sherman | 2021/1/1 |
Hedge Funds: A Dynamic Industry in Transition | Mila Getmansky Sherman Peter A Lee Andrew W Lo | 2023 | |
Role of variable renewable energy penetration on electricity price and its volatility across independent system operators in the United States | Data Science in Science | Olukunle O Owolabi Toryn LJ Schafer Georgia E Smits Sanhita Sengupta Sean E Ryan | 2023/12/31 |
Female representation in the academic finance profession | Available at SSRN 3438653 | Mila Getmansky Sherman Heather Tookes | 2020/6/18 |
Data Science in Science: Special Issue on Data Science in Modern Finance | Carolina Euan Mark B Fiecas Hernando Ombao David S Matteson | 2023/12/31 | |
Recovery from fast crashes: Role of mutual funds | Journal of financial markets | Ravi Jagannathan Loriana Pelizzon Ernst Schaumburg Mila Getmansky Sherman Darya Yuferova | 2022/6/1 |
Global realignment in financial market dynamics: Evidence from ETF networks | Monica Billio Andrew W Lo Loriana Pelizzon Mila Getmansky Abalfazl Zareei | 2021 | |
Market impact of government communication: The case of presidential tweets | Farshid Abdi Emily Kormanyos Loriana Pelizzon Mila Getmansky Zorka Simon | 2021/10/6 | |
Portfolio similarity and asset liquidation in the insurance industry | Journal of Financial Economics | Giulio Girardi Kathleen W Hanley Stanislava Nikolova Loriana Pelizzon Mila Getmansky Sherman | 2021/10/1 |
Risk Identification & Quantification in Complex Human-Natural Systems via Convergent Data Intensive Research | Toryn LJ Schafer Ryan M McGranaghan Mila Getmansky Sherman Mei-Ling E Feng Olukunle O Owolabi | 2021/8/14 | |
A modern take on market efficiency: The impact of trump’s tweets on financial markets | Farshid Abdi Emily Kormanyos Loriana Pelizzon Mila Getmansky Zorka Simon | 2021/5/6 |