Mila Getmansky Sherman
Associate Professor Finance
Office: Isenberg 308C
Tel: 413.577.3308
Academic Background
Education
PhD, Massachusetts Institute of Technology, 2004
BS, Massachusetts Institute of Technology, 1998
Academic Appointments
Associate Professor of Finance, Isenberg School of Management, UMass Amherst, 2011-Present
Visiting Scholar, MIT Sloan School of Management , 1/12-8/12
Assistant Professor of Finance, Isenberg School of Management, UMass Amherst, 2004-2011
Post-Doctoral Fellow, Laboratory for Financial Engineering, Department of Finance, MIT Sloan School of Management, 5/04-9/04
Research Interests
- Empirical Asset Pricing
- Systemic Risk
- Hedge Funds
- Financial Crises
- Financial Institutions
- System Dynamics
Teaching Interests
Undergraduate
- Alternative Investments
- Financial Modeling
- Corporate Finance
Masters
- Finance Theory Core
- Financial Modeling
- Alternative Investments
Professional Background
Professional Experience
Editor, Deutsche Asset Management, 2013-Present, Journal of Investments, Quantitative Research Group, New York, NY
Recent Honors & Awards
Advanced Cyber Security Center Grant ($40,000), 2014
Best Paper in the Area of Financial Institutions, Midwest Finance Association, 2012
Career Development Grand ($12,500), 2010-2011
Lilly Teaching Fellowship, 2010-2011
Dean's Research Excellence Award, 2009-2010
Selected Publications
With Monica Billio, Dale Gray, Robert C. Merton, Andrew W. Lo, and Loriana Pelizzon . "On a New Approach for Analyzing and Managing Macrofinancial Risks", Financial Analysts Journal, 69 (2), pp. 22-33 (2013)
With Monica Billio, Andrew W. Lo, and Loriana Pelizzon. "Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors", Journal of Financial Economics, 104 (3), pp. 536-559 (2012)
"The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance". Quarterly Journal of Finance, 2 (2), Article no. 1250003, pp. 1-53 (2012)