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Adrian Buss
Adrian Buss
Frankfurt School of Finance and Management - Associate Professor of Finance
Bestätigte E-Mail-Adresse bei fs.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Measuring Equity Risk with Option-implied Correlations
A Buss, G Vilkov
Review of Financial Studies 25 (10), 3113-3140, 2012
237*2012
Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency
M Breugem, A Buss
Review of Financial Studies 32 (6), 2260-2301, 2019
822019
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees
A Buss, B Dumas
Journal of Finance 74 (2), 795-844, 2019
81*2019
The Intended and Unintended Consequences of Financial-Market Regulations: A General-Equilibrium Analysis
A Buss, B Dumas, R Uppal, G Vilkov
Journal of Monetary Economics 81, 25-43, 2016
59*2016
Asset prices in general equilibrium with transactions costs and recursive utility
A Buss, R Uppal, G Vilkov
Working Paper EDHEC-Risk y Goethe University, Francfort, 2011
53*2011
More risk, more information: How passive ownership can improve informational efficiency
A Buss, S Sundaresan
CEPR Discussion Paper No. DP14843, 2020
342020
Expected Correlation and Future Market Returns
A Buss, L Schönleber, G Vilkov
33*2019
Option-Implied Correlations, Factor Models, and Market Risk
A Buss, L Schoenleber, G Vilkov
232017
Dynamics of Asset Demands with Confidence Heterogeneity
A Buss, R Uppal, G Vilkov
CEPR Discussion Paper No. DP16441, 2021
20*2021
Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets
A Buss
ECB Working Paper, 2013
122013
What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets
M Breugem, A Buss, J Peress
CEPR Discussion Paper No. DP15766, 2021
5*2021
CAPM with Option-Implied Betas: Another Rescue Attempt
A Buss, C Schlag, G Vilkov
Available at SSRN 1342988, 2009
52009
Optimal Contracts in Delegated Portfolio Management-An Equilibrium Analysis
M Breugem, A Buss
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