Christopher Schwarz

University of California at Irvine

Assistant Professor

Irvine, CA 92697-3125

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 2,075

SSRN RANKINGS

Top 2,075

in Total Papers Downloads

13,399

CITATIONS
Rank 4,864

SSRN RANKINGS

Top 4,864

in Total Papers Citations

108

Scholarly Papers (19)

1.
Downloads 3,148 ( 2,561)
Citation 18

Trust and Delegation

Number of pages: 43 Posted: 17 Aug 2009 Last Revised: 20 May 2011
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 2,893 (2,930)
Citation 18

Abstract:

Hedge Funds, Operational Risk, Due Diligence

Trust and Delegation

NYU Working Paper No. FIN-09-016
Number of pages: 43 Posted: 09 Nov 2009 Last Revised: 16 Feb 2012
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 219 (116,249)
Citation 18

Abstract:

Trust and Delegation

NBER Working Paper No. w15529
Number of pages: 47 Posted: 24 Nov 2009
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 36 (385,291)
Citation 18

Abstract:

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Journal of Finance, Forthcoming, Yale ICF Working Paper No. 06-15
Number of pages: 55 Posted: 21 Jul 2006 Last Revised: 11 Sep 2009
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 2,660 (3,380)
Citation 41

Abstract:

Hedge funds, operational risk, SEC filing, Form ADV

3.

Estimating Operational Risk for Hedge Funds: The ω-Score

Yale ICF Working Paper No. 08-08
Number of pages: 23 Posted: 25 Jan 2008 Last Revised: 11 Sep 2009
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 2,787 (3,017)
Citation 11

Abstract:

mutual funds, hedge funds, investments, the Omega Score

4.

The Progeny of CAPM

Number of pages: 21 Posted: 01 Mar 2007
Sanjay K. Nawalkha and Christopher Schwarz
University of Massachusetts Amherst - Isenberg School of Management and University of California at Irvine
Downloads 862 (19,959)
Citation 2

Abstract:

APT, CAPM, Multifactor Models, Beta, Asset Pricing

5.

Do Market Participants Care about Portfolio Disclosure? Evidence from Hedge Funds’ 13F Filings

Number of pages: 56 Posted: 28 Sep 2010 Last Revised: 08 May 2013
Stephen J. Brown and Christopher Schwarz
New York University - Stern School of Business and University of California at Irvine
Downloads 804 (18,418)

Abstract:

Hedge Funds, 13F Filings, Disclosure, copy-cat trading

6.

Performance Characteristics of Individual vs. Team Managed Mutual Funds

Number of pages: 25 Posted: 26 Sep 2006
Richard T. Bliss, Mark Potter and Christopher Schwarz
Babson College - Finance Division, Babson College - Finance Division and University of California at Irvine
Downloads 769 (22,284)
Citation 6

Abstract:

mutual funds, team, behavorial

7.

Mutual Fund Tournaments: The Sorting Bias and New Evidence

Number of pages: 56 Posted: 03 Jul 2008 Last Revised: 05 Jun 2009
Christopher Schwarz
University of California at Irvine
Downloads 399 (55,092)
Citation 12

Abstract:

Mutual Funds, Tournaments, Bias

8.

Is Pay for Performance Effective? Evidence from the Hedge Fund Industry

Number of pages: 44 Posted: 26 Jan 2009 Last Revised: 07 Mar 2011
Bing Liang and Christopher Schwarz
University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 286 (79,501)
Citation 2

Abstract:

Hedge funds, closed to investment, compensation

9.

Revisiting Mutual Fund Portfolio Disclosure

Number of pages: 53 Posted: 26 Jun 2012 Last Revised: 03 Jul 2015
Christopher Schwarz and Mark Potter
University of California at Irvine and Babson College - Finance Division
Downloads 267 (52,723)
Citation 1

Abstract:

mutual funds, disclosure, portfolio, Thomson, CRSP

10.

Share Restrictions and Investor Flows in the Hedge Fund Industry

Number of pages: 50 Posted: 20 Nov 2015
Mila Getmansky, Bing Liang, Christopher Schwarz and Russ Wermers
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, University of Massachusetts Amherst - Department of Finance, University of California at Irvine and University of Maryland - Robert H. Smith School of Business
Downloads 146 (168,548)
Citation 4

Abstract:

hedge fund flows, investor flow restrictions, hedge fund flow-performance relation

11.

Decision Making and Risk Aversion in the Cash Cab

Number of pages: 36 Posted: 25 Apr 2011
Richard T. Bliss, Mark Potter and Christopher Schwarz
Babson College - Finance Division, Babson College - Finance Division and University of California at Irvine
Downloads 143 (155,897)

Abstract:

Cash Cab, Risk Aversion, Teams, Group Decision Making

12.

Are Hedge Fund Managers Systematically Misreporting? Or Not?

Number of pages: 42 Posted: 08 Mar 2010 Last Revised: 11 Aug 2013
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California at Irvine
Downloads 124 (146,352)

Abstract:

Hedge Funds, Performance Evaluation, Valuation, Risk

13.

The Strategic Listing Decisions of Hedge Funds

Number of pages: 41 Posted: 11 Aug 2013
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California at Irvine
Downloads 102 (183,909)
Citation 1

Abstract:

hedge funds, advertising, public database, performance evaluation, backfill bias

14.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845
Number of pages: 23 Posted: 10 Sep 2013
Stephen Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University (NYU) - Leonard N. Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 71 (246,037)
Citation 10

Abstract:

15.

The Fix is In: Properly Backing Out Backfill Bias

Number of pages: 54 Posted: 01 Aug 2017
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California at Irvine
Downloads 0 (423,661)

Abstract:

hedge funds, public database, performance evaluation, backfill bias, listing dates

16.

Are Mutual Fund Investors Bayesian Learners?

Number of pages: 45 Posted: 25 Jan 2016
Christopher Schwarz and Zheng Sun
University of California at Irvine and University of California, Irvine - Paul Merage School of Business
Downloads 0 (261,197)

Abstract:

mutual funds, learning, bayes rule, bayesian, asset management

17.

The Delisting Bias in Hedge Fund Databases

Journal of Alternative Investments, Vol. 16, 2014
Posted: 11 Aug 2013 Last Revised: 21 Jun 2014
Philippe Jorion and Christopher Schwarz
University of California, Irvine - Paul Merage School of Business and University of California at Irvine

Abstract:

hedge funds, survivorship bias, delisting bias, performance evaluation

18.

Tax Equalization in Mutual Funds

Journal of American Taxation Association, Forthcoming
Posted: 07 Jan 2011
Steven L. Gill and Christopher Schwarz
San Diego State University and University of California at Irvine

Abstract:

tax equalization, mutual funds, tax efficiency

19.

Estimating Operational Risk for Hedge Funds: The Omega-Score

Financial Analysts Journal, Vol. 65, No. 1, 2009
Posted: 31 Jan 2009
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine

Abstract:

Risk Measurement and Management: Alternative Investments; Portfolio Management: Hedge Fund strategies; Alternative Investments: Hedge Fund Strategies