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Research


What Happened To The Quants In August 2007?

2007

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

Sifting Through the Wreckage: Lessons from Recent Hedge Fund Liquidations

2004
Journal of Investment Management 2 (2004), 6–38.
Mila Getmansky and Shauna X. Mei

Marketable Alternatives

2002

The Psychophysiology of Real-Time Financial Risk Processing

2002
Journal of Cognitive Neuroscience 14 (2002), 323–339.
Dmitry V. Repin

Risk Management for Hedge Funds: Introduction and Overview

2001

Nonparametric Risk Management and Implied Risk Aversion

2000
Journal of Econometrics 94 (2000), 9–51.
Yacine Ait-Sahalia

The Three P’s of Total Risk Management

1999

Securities Transaction Taxes: What Would Be Their Effects on Financial Markets and Institutions?

1995
False Hopes and Unintended Consequences, edited by Suzanne Hammond, 1995. Chicago, IL: Catalyst Institute
John Heaton

A Large-Sample Chow Test for the Single Linear Simultaneous Equation

1985
Economics Letters 19 (1985), 351-353.
Whitney Newey

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