
Mila Getmansky Sherman
Academic Background
Research Interests
- Empirical Asset Pricing
- Systemic Risk
- Hedge Funds
- Financial Crises
- Financial Institutions
- System Dynamics
Teaching Interests
- Alternative Investments
- Financial Modeling
- Corporate Finance
- Finance Theory Core
- Financial Modeling
- Alternative Investments
Professional Background
- 2021-Present, Member, AIF Global Academic Council
- 2019-Present, Member, Managed Funds Association (MFA) Academic Advisory Board
- 2019-Present, Member, The Financial Data Professional Institute (FDPI) Curriculum
Recent Honors & Awards
Selected Publications
With Giulio Girardi, Kathleen Weiss Hanley, Stas Nikolova, and Loriana Pelizzon, “Portfolio Similarity and Asset Liquidation in the Insurance Industry”, Journal of Finance Economics (Forthcoming), 2021
With Hossein B. Kazemi and Xiaohui Yang, “Hedge Funds and Primer Brokers: Favorable IPO Allocations”, Journal of Portfolio Management (Forthcoming), 2021
With Giulio Girardi and Craig Lewis, “Interconnectedness in the CDS Market”, Financial Analysts Journal, 72 (4), pp. 62-82 (2016)
With Peter Lee and Andrew W. Lo, “Hedge Funds: A Dynamic Industry in Transition, Annual Review of Financial Economics”, 7 (1), pp. 483-577 (2015)
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)
With Darwin Choi, Brian Henderson, and Heather Tookes, “Convertible Bond Arbitrageurs as Suppliers of Capital”, Review of Financial Studies, 23 (6), pp. 2492-2522 (2010)
With Darwin Choi and Heather Tookes, Convertible Bond Arbitrage, Liquidity Externalities, and Stock Prices, Journal of Financial Economics, 91 (2), pp. 227-251 (2009)