Yonathan Schwarzkopf

Lime Brokerage LLC

625 Broadway

New York, NY 10012

United States

Santa Fe Institute

1399 Hyde Park Road

Santa Fe, NM 87501

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 36,848

SSRN RANKINGS

Top 36,848

in Total Papers Downloads

1,163

CITATIONS
Rank 43,825

SSRN RANKINGS

Top 43,825

in Total Papers Citations

7

Scholarly Papers (6)

1.

Modeling Swap Spreads in Normal and Stressed Environments

Number of pages: 28 Posted: 24 Dec 2008
Vineer Bhansali, Yonathan Schwarzkopf and Mark B. Wise
LongTail Alpha, LLC, Lime Brokerage LLC and California Institute of Technology
Downloads 362 (80,637)

Abstract:

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2.

What Drives Mutual Fund Asset Concentration?

Number of pages: 33 Posted: 24 Jul 2008 Last Revised: 03 May 2010
Yonathan Schwarzkopf and J. Doyne Farmer
Lime Brokerage LLC and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 300 (99,444)
Citation 3

Abstract:

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mutual fund growth, firm growth, investor behavior, mutual fund flows, size distribution, power law

3.

An Explanation of Universality in Growth Fluctuations

Number of pages: 14 Posted: 29 Apr 2010 Last Revised: 13 Feb 2011
Yonathan Schwarzkopf, Robert Axtell and J. Doyne Farmer
Lime Brokerage LLC, George Mason University - Department of Computational Social Science and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 298 (100,172)
Citation 2

Abstract:

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firm growth, scaling, mutual fund flows

4.

Supporting Information – An Explanation of Universality in Growth Fluctuations

Number of pages: 36 Posted: 29 Apr 2010 Last Revised: 10 Feb 2011
Yonathan Schwarzkopf, Robert Axtell and J. Doyne Farmer
Lime Brokerage LLC, George Mason University - Department of Computational Social Science and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 111 (243,429)
Citation 1

Abstract:

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firm growth, scaling, mutual fund flows

5.

An Empirical Study of the Tails of Mutual Fund Size

Number of pages: 6 Posted: 27 May 2010
Yonathan Schwarzkopf and J. Doyne Farmer
Lime Brokerage LLC and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 92 (276,237)
Citation 2

Abstract:

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mutual funds, fund size, power law, log-normal, distribution

6.

Fat Tails and Stop-Losses in Portable Alpha

Journal of Investment Management (JOIM), Third Quarter 2011
Posted: 24 Aug 2011
Mark B. Wise, Yonathan Schwarzkopf and Vineer Bhansali
California Institute of Technology, Lime Brokerage LLC and LongTail Alpha, LLC

Abstract:

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Portable alpha, stop-loss, regime shifts, utility, risk aversion, Sharpe ratio