Mila Getmansky Sherman
Professor & Judith Wilkinson O’Connell Faculty Fellow, Associate Director of CISDM
Education
Professional Experience
Academic Appointments
Recent Honors / Awards
Research Interests
Teaching Interests
- Finance Theory Core
- Financial Modeling
- Alternative Investments
- Alternative Investments
- Financial Modeling
- Corporate Finance
Selected Publications
"Female Representation in the Academic Finance Profession", Mila Getmansky Sherman and Heather Tookes, Journal of Finance, 77 (1), pp. 317-365 (2022) Internet Appendix
“Portfolio Similarity and Asset Liquidation in the Insurance Industry”, Giulio Girardi, Kathleen Weiss Hanley, Stas Nikolova, Loriana Pelizzon, and Mila Getmansky Sherman, Journal of Financial Economics, 142 (1), pp. 69-96 (2021)
“Hedge Funds and Primer Brokers: Favorable IPO Allocations”, Hossein B. Kazemi, Mila Getmansky Sherman, and Xiaohui Yang, Journal of Portfolio Management, 47 (8), pp. 105-123 (2021)
"Recovery From Fast Crashes: Role of Mutual Funds", Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg, Mila Getmansky Sherman, and Darya Yuferova, Journal of Financial Markets, (Forthcoming) (2021)
"Loss Sharing in Central Clearinghouses: Winners and Losers", Christian Kubitza, Loriana Pelizzon, and Mila Getmansky Sherman, Working paper (2021)
"Critical Risk Indicators (CRIs) for the Electric Power Grid: A Survey and Discussion of Interconnected Effects", Judy P. Che-Castaldo, Rémi Cousin, Stefani Daryanto, Grace Deng, Mei-Ling E. Feng, Rajesh K. Gupta, Dezhi Hong, Ryan M. McGranaghan, Olukunle O. Owolabi, Tianyi Qu, Wei Ren, Toryn L. J. Schafer, Ashutosh Sharma, Chaopeng Shen, Mila Getmansky Sherman, Deborah A. Sunter, Lan Wang, and David S. Matteson, Environment Systems and Decisions, 41, pp. 594-615 (2021)
"Share Restrictions and Investor Flows in the Hedge Fund Industry", Bing Liang, Chris Schwarz, Mila Getmansky Sherman, and Russell Wermers, Working paper (2021)
"Hedge Fund Liquidity Management", George Aragon, Tolga Ergun, Giulio Girardi, and Mila Getmansky Sherman, The Journal of Alternative Investments, 24 (1), pp. 26-42 (2021)
"Global Realignment in Financial Market Dynamics: Evidence from ETF Networks", Abalfazl Zareei, Monica Billio, Andrew Lo, Loriana Pelizzon, and Mila Getmansky Sherman, Working paper (2021)
“Interconnectedness in the CDS Market”, Mila Getmansky, Giulio Girardi and Craig Lewis, Financial Analysts Journal, 72 (4), pp. 62-82 (2016)
“Hedge Funds: A Dynamic Industry in Transition", Mila Getmansky, Peter Lee, and Andrew W. Lo, Annual Review of Financial Economics, 7 (1), pp. 483-577 (2015)
"On a New Approach for Analyzing and Managing Macrofinancial Risks", Monica Billio, Mila Getmansky, Dale Gray, Robert C. Merton, Andrew W. Lo, and Loriana Pelizzon, Financial Analysts Journal, 69 (2), pp. 22-33 (2013)
"Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors", Monica Billio, Mila Getmansky, Andrew W. Lo, and Loriana Pelizzon, Journal of Financial Economics, 104 (3), pp. 536-559 (2012)
"The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance", Mila Getmansky, Quarterly Journal of Finance, 2 (2), Article no. 1250003, pp. 1-53 (2012)
“Convertible Bond Arbitrageurs as Suppliers of Capital”, Darwin Choi, Mila Getmansky, Brian Henderson, and Heather Tookes, Review of Financial Studies, 23 (6), pp. 2492-2522 (2010)
"Convertible Bond Arbitrage, Liquidity Externalities, and Stock Prices", Darwin Choi, Mila Getmansky, and Heather Tookes, Journal of Financial Economics, 91 (2), pp. 227-251 (2009)
