Philippe Jorion

Affiliations: 
University of California, Irvine, Irvine, CA 
Area:
Finance, Energy
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"Philippe Jorion"

Children

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Yanbo Jin grad student 2003 UC Irvine
Gaiyan Zhang grad student 2005 UC Irvine
Zachary R. Nye grad student 2009 UC Irvine
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Publications

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Jorion P, Schwarz C. (2019) The Fix Is In: Properly Backing Out Backfill Bias Review of Financial Studies. 32: 5048-5099
Jorion P, Schwarz C. (2014) The delisting bias in hedge fund databases Journal of Alternative Investments. 16: 37-47
Jorion P, Schwarz C. (2014) The Strategic Listing Decisions of Hedge Funds Journal of Financial and Quantitative Analysis. 49: 773-796
Jorion P, Schwarz C. (2014) Are hedge fund managers systematically misreportingα Or notα Journal of Financial Economics. 111: 311-327
Aggarwal RK, Jorion P. (2012) Is There a Cost to Transparency Financial Analysts Journal. 68: 108-123
Chernobai A, Jorion P, Yu F. (2011) The Determinants of Operational Risk in U.S. Financial Institutions Journal of Financial and Quantitative Analysis. 46: 1683-1725
Jorion P, Cherem M. (2010) Limited Liability Leverage (L^3): A New Measure of Leverage The Journal of Alternative Investments. 13: 35-42
Aggarwal RK, Jorion P. (2010) Hidden Survivorship in Hedge Fund Returns Financial Analysts Journal. 66: 69-74
Aggarwal RK, Jorion P. (2010) The performance of emerging hedge funds and managers. Journal of Financial Economics. 96: 238-256
Jorion P, Zhang G. (2010) Information Transfer Effects of Bond Rating Downgrades The Financial Review. 45: 683-706
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