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Research


Jumping the Gates: Using Beta-Overlay Strategies to Hedge Liquidity Constraints

2009
Journal of Investment Management 7 (2009), 1–20.
A. Healy

Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008

2008

Where Do Alphas Come From?: A New Measure of the Value of Active Investment Management

2008

130/30: The New Long-Only

2008
Journal of Portfolio Management 34 (2008), 12-38.
Pankaj Patel

Systemic Risk and Hedge Funds

2007
The Risks of Financial Institutions and the Financial Sector, edited by M. Carey and R. Stulz, 2007. Chicago, IL: University of Chicago Press.
Nicholas Chan, Mila Getmansky, Shane M. Haas

Can Hedge-Fund Returns Be Replicated?: The Linear Case

2007
Journal of Investment Management 5 (2007), 5–45.
Jasmina Hasanhodzic

What Happened To The Quants In August 2007?

2007

Attack of the Clones

2006
Alpha Magazine
Jasmina Hasanhodzic

Do Hedge Funds Increase Systemic Risks?

2006
Federal Reserve Bank of Atlanta Economic Review 2006:Q4, 49–80.
Nicholas Chan, Mila Getmansky, and Shane M. Haas

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

2006
Journal of Finance 61 (2006), 2805–2840.
Jiang Wang

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