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Publications by Mila Getmansky

The Life Cycle of Hedge Funds: Fund Flows, Size and Performance

SSRN Electronic Journal

English

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

SSRN Electronic Journal

English

Related publications

The Impact of Portfolio Disclosure on Hedge Fund Performance, Fees, and Flows

SSRN Electronic Journal

English

Using Hedge Funds to Enhance Asset Allocation in Life Cycle Pension Funds

Pensions: An International Journal

English

The Diversification Benefits of Hedge Funds and Funds of Hedge Funds

Derivatives Use, Trading & Regulation

English

Nonparametric Assessment of Hedge Fund Performance

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Performance Characteristics of Hedge Fund Indices

Theoretical Economics Letters

English

Carry Trades and the Performance of Currency Hedge Funds

Journal of International Money and Finance

English

Risk and Return in Hedge Funds and Funds of Hedge Funds: A Cross-Sectional Approach

SSRN Electronic Journal

English

Survival of Strategic, Market Defensive, Diversified and Conservative Fund of Hedge Funds: 1994–2005

Journal of Derivatives & Hedge Funds

English

Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach

English