Mila Getmansky

Mila Getmansky

University of Massachusetts Amherst

H-index: 22

North America-United States

About Mila Getmansky

Mila Getmansky, With an exceptional h-index of 22 and a recent h-index of 17 (since 2020), a distinguished researcher at University of Massachusetts Amherst, specializes in the field of msherman@isenberg.umass.edu.

His recent articles reflect a diverse array of research interests and contributions to the field:

Are the Hedges of Funds Green?

Global realignment in financial market dynamics

Addressing the embeddability problem in transition rate estimation

Hedge Funds: A Dynamic Industry in Transition

Role of variable renewable energy penetration on electricity price and its volatility across independent system operators in the United States

Female representation in the academic finance profession

Data Science in Science: Special Issue on Data Science in Modern Finance

Recovery from fast crashes: Role of mutual funds

Mila Getmansky Information

University

Position

___

Citations(all)

6503

Citations(since 2020)

2462

Cited By

5135

hIndex(all)

22

hIndex(since 2020)

17

i10Index(all)

29

i10Index(since 2020)

21

Email

University Profile Page

University of Massachusetts Amherst

Google Scholar

View Google Scholar Profile

Mila Getmansky Skills & Research Interests

msherman@isenberg.umass.edu

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

See List of Professors in Mila Getmansky University(University of Massachusetts Amherst)