Christopher Schwarz’s research interests include the management, disclosure, and operational risk of the investment fund industry and the impact of manager incentives and structure on investment fund performance.

His research has been accepted for publication in such academic journals as the Journal of Finance, Financial Analysts Journal and the Journal of Portfolio Management and included in testimony before the U.S. Congress House Financial Services Committee.

Publications

• "Estimating Operational Risk for Hedge Funds: The ω-score" with Stephen J. Brown, William Goetzmann and Bing Liang, Financial Analyst Journal, forthcoming.

• "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration", with Stephen J. Brown, William Goetzmann and Bing Liang, Journal of Finance, forthcoming.

                         *Included in testimony before the US House Financial Services committee

• "Performance Characteristics of Individual vs. Team Managed Mutual Funds", with Richard Bliss and Mark Potter, Journal of Portfolio Management, 34 (3), 110-119.

                         *Mentioned in the Wall Street Journal

Grants and Awards

• BSI GAMMA Foundation Grant (with Stephen J. Brown, William Goetzmann and Bing Liang), 2007

• Isenberg School of Management Outstanding Teaching Assistant Award, 2007

• INQUIRE UK Research Grant (with Stephen J. Brown, William Goetzmann and Bing Liang), 2006