Mila Getmansky Sherman

Education

PhD, Massachusetts Institute of Technology, 2004 BS, Massachusetts Institute of Technology, 1998

Academic Appointments

Professor of Finance, Isenberg School of Management, UMass Amherst, 2018-Present Associate Professor of Finance, Isenberg School of Management, UMass Amherst, 2011-2018 Visiting Scholar, MIT Sloan School of Management , 1/12-8/12 Assistant Professor of Finance, Isenberg School of Management, UMass Amherst, 2004-2011 Post-Doctoral Fellow, Laboratory for Financial Engineering, Department of Finance, MIT Sloan School of Management, 5/04-9/04

Research Interests

• Empirical Asset Pricing
• Systemic Risk
• Hedge Funds
• Financial Crises
• Financial Institutions
• System Dynamics

Teaching Interests

Undergraduate

• Alternative Investments
• Financial Modeling
• Corporate Finance

Masters

• Finance Theory Core
• Financial Modeling
• Alternative Investments

Professional Background

Professional Experience

Editor, Deutsche Asset Management, 2013-Present, Journal of Investments, Quantitative Research Group, New York, NY

Recent Honors & Awards

Advanced Cyber Security Center Grant ($40,000), 2014 Best Paper in the Area of Financial Institutions, Midwest Finance Association, 2012 Career Development Grand ($12,500), 2010-2011 Lilly Teaching Fellowship, 2010-2011 Dean's Research Excellence Award, 2009-2010

Selected Publications

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)