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Pelizzon, Loriana Billio, Monica Lo, Andrew W. Jagannathan, Ravi Yuferova, Darya Schaumburg, Ernst Kubitza, Christian Girardi, Giulio Haas, Shane M. Chan, Nicholas Hanley, Kathleen Weiss Nikolova, Stanislava Zareei, Abalfazl Simon, Zorka Kormanyos, Emily Lee, Peter A. Tookes, Heather Abdi, Farshid Makarov, Igor Chan, Nicholas T. Haas, Shane M. Choi, Darvin Henderson, Brian J. Choi, Darwin Gray, Dale Yang, Xiaohui Merton, Robert C. Stein, Roger M. Lewis, Craig M. Koh, Rachel Kyungyeon Kazemi, Hossein Ergun, A. Tolga Aragon, George O. Tookes, Heather E. Nikolova, Stanislava (Stas) Lo, Audrey W. All co-authors hedge market funds fund systemic financial markets central crashes finanzkrise hedgefonds stock recovery data risk returns measures risiko loss sharing role mutual participants based spot risikomanagement industry liquidity presence single futures traders large liquidität systemrisiko global times systematic new counterparty sample impact insurance normal finance analysis econometric sectors exposure providers marktliquidität versicherung portfolio price exchange study clear term banks investmentfonds tweets fast liquidation frequency connectedness benefits who portfolios trading insurers short suggest number asset pitfalls clearing non prices
Composed hedge funds financial crisis hedge fund risk management mutual funds market participants systemic risk normal times liquidity providers market liquidity risk finance finance insurance global financial spot futures futures markets investment fund fund returns econometric measures risk exposure portfolio management portfolio selection recovery fast portfolio similarity liquidity provision insurance sectors study role national stock stock exchange exchange india india single single large large stock stock normal price recovery market stability presence capitalized capitalized standby standby liquidity fund industry banking sector financial clearing market fragility flash crash slow moving capital stock market capital income fast crashes crashes role role mutual central clearing non parametric analysis hedge frequency data counterparty risk derivatives markets based data data national crashes sample recovery took took place stability require require presence providers recovery short term term traders clearing members otc markets otc handel otc market institutioneller investor institutional investor betriebliche liquidität loss sharing sharing central winners losers financial market similarity asset liquidation insurance insurance industry pitfalls central clearing presence presence systematic parametric analysis measures connectedness risk hedge funds systemic sharing rules role various who carry participant counterparty
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Mila Getmansky Prof. Dr. Alternative spellings: Mila Sherman Getmansky Mila Getmansky Sherman Mila Sherman Getmansky Mila Getmansky Sherman Mila Sherman B: 1976
Profession Economist
Affiliations University of Massachusetts Amherst. Isenberg School of Management
Publishing years Series SAFE working paper (11) Working papers (6) Working paper / National Bureau of Economic Research, Inc. (5) University Ca' Foscari of Venice, Dept. of Economics Research Paper Series (2) NBER Working Paper (2) Working paper series / European Central Bank (1) ECONtribute discussion paper (1) Working paper series / International Center for Insurance Regulation (1) Sloan working papers (1) MIT Sloan Research Paper (1) 
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