Adrian Buss
Associate Professor of Finance • Professor
Associate Professor of Finance
Adrian Buss is an Associate Professor of Finance at Frankfurt School of Finance & Management, where he teaches in the MBA programme. Adrian graduated from the University of Mannheim with a degree (M.Sc. equivalent) in Mathematics and Business Information Systems and holds a Ph.D. in Finance from Goethe University Frankfurt. Before joining Frankfurt School, he was an Associate Professor of Finance at INSEAD.
His current research investigates the effects of financial frictions and financial market regulation on equity prices, prices of risk as well as real exchange rates.
His current research investigates the effects of financial frictions and financial market regulation on equity prices, prices of risk as well as real exchange rates.
- Finance department
- Professor
- Faculty
PUBLICATIONS
Buss, A., Sundaresan, S., 2023. More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency, Review of Financial Studies Vol. 36(12), pp. 4713-4758.
Breugem, M., Buss, A., 2019. Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency, Review of Financial Studies Vol. 32(6), pp. 2260-2301.
Buss, A., Dumas, B., 2019. The Dynamic Properties of Financial-Market Equilibrium with Trading Fees, Journal of Finance Vol. 74(2), pp. 795-844.
Buss, A., Dumas, B., Uppal, R., Vilkov, G., 2016. The Intended and Unintended Consequences of Financial-Market Regulations: a General-Equilibrium Analysis, Journal of Monetary Economics Vol. 81, pp. 25-43.
Buss, A., Vilkov, G., 2012. Measuring Equity Risk with Option-Implied Correlations, Review of Financial Studies Vol. 25(10), pp. 3113-3140.
Breugem, M., Buss, A., 2019. Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency, Review of Financial Studies Vol. 32(6), pp. 2260-2301.
Buss, A., Dumas, B., 2019. The Dynamic Properties of Financial-Market Equilibrium with Trading Fees, Journal of Finance Vol. 74(2), pp. 795-844.
Buss, A., Dumas, B., Uppal, R., Vilkov, G., 2016. The Intended and Unintended Consequences of Financial-Market Regulations: a General-Equilibrium Analysis, Journal of Monetary Economics Vol. 81, pp. 25-43.
Buss, A., Vilkov, G., 2012. Measuring Equity Risk with Option-Implied Correlations, Review of Financial Studies Vol. 25(10), pp. 3113-3140.
Buss, A., Uppal, R., Vilkov, G., 2021. Investor Sophistication and Portfolio Dynamics. (submitted)
Breugem, M., Buss, A., 2021. On the Importance of Benchmarking: Optimal Contracts in Delegated Portfolio Management.
Breugem, M., Buss, A., Peress, J., 2021. What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets, CEPR Discussion Paper No.DP15766.
Buss, A., 2019. Capital Controls and International Financial Stability: A Dynamic General equilibrium Analysis in Incomplete Markets.
Buss, A., Schönleber, L., Vilkov, G., 2017. Expected Stock Returns and the Correlation Risk Premium.
Schönleber, L., Vilkov, G., Buss, A., 2016. Option Implied Correlations, Factor Models, and Market Risk.
Buss, A., Dumas, B., Uppal, R., Vilkov, G., 2014. Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis.
Buss, A., Uppal, R., Vilkov, G., 2014. Where Experience Matters: asset Allocation and Asset Pricing with Opaque and Illiquid Assets, INSEAD Working Paper Series 2014/68/FIN, Fontainebleau.
Buss, A., Uppal, R., Vilkov, G., 2013. Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs, INSEAD Working Paper No. 2014/01/FIN.
Buss, A., Schlag, C., Vilkov, G., 2009. CAPM with Option-Implied Betas: another Rescue Attempt.
Breugem, M., Buss, A., 2021. On the Importance of Benchmarking: Optimal Contracts in Delegated Portfolio Management.
Breugem, M., Buss, A., Peress, J., 2021. What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets, CEPR Discussion Paper No.DP15766.
Buss, A., 2019. Capital Controls and International Financial Stability: A Dynamic General equilibrium Analysis in Incomplete Markets.
Buss, A., Schönleber, L., Vilkov, G., 2017. Expected Stock Returns and the Correlation Risk Premium.
Schönleber, L., Vilkov, G., Buss, A., 2016. Option Implied Correlations, Factor Models, and Market Risk.
Buss, A., Dumas, B., Uppal, R., Vilkov, G., 2014. Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis.
Buss, A., Uppal, R., Vilkov, G., 2014. Where Experience Matters: asset Allocation and Asset Pricing with Opaque and Illiquid Assets, INSEAD Working Paper Series 2014/68/FIN, Fontainebleau.
Buss, A., Uppal, R., Vilkov, G., 2013. Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs, INSEAD Working Paper No. 2014/01/FIN.
Buss, A., Schlag, C., Vilkov, G., 2009. CAPM with Option-Implied Betas: another Rescue Attempt.
Buss, A., Uppal, R., Vilkov, G.
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
Buss, A., Dumas, B., Uppal, R., Vilkov, G.
Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis
Buss, A., Uppal, R., Vilkov, G.
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
Buss, A., Dumas, B., Uppal, R., Vilkov, G.
Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis
Buss, A., Dumas, B., Uppal, R., Vilkov, G.
Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis
Buss, A., Uppal, R., Vilkov, G.
Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
Buss, A., Uppal, R., Vilkov, G.
Asset Prices in General Equilibrium with Recursive Utility and illiquidity Induced by Transactions Costs
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
| American Finance Association, 76th Annual Meeting, 2016, San Francisco, CA. |
Buss, A., Dumas, B., Uppal, R., Vilkov, G.
Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis
| Carnegie Mellon University, 84th Meeting of the Carnegie-Rochester-NYU Conference on Public Policy, 2015, Pittsburgh, PA. | |
| Financial Intermediation Research Society, 10th Annual FIRS Finance Conference, 2015, Rejkjavik. |
Buss, A., Uppal, R., Vilkov, G.
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets
| Northern Finance Association, 27th Annual Conference, 2015, Banff. | |
| European Finance Association, 42nd Annual Meeting, 2015, Wien. | |
| McGill Univ., 7th Biennial McGill Global Asset Management Conference, 2015, Montreal. | |
| Brunel Univ., Brunel Studies in Finance and Economics Conference, 2015, London. | |
| Coller Institute of Private Equity, 8th Private Equity Findings Symposium, 2015, London. | |
| EDHEC-Risk Institute, Princeton Univ., Edhec-Princeton Institutional Money and Management Conference, Academia meets Practice, 2015, New York. |
Buss, A., Dumas, B., Uppal, R., Vilkov, G.
Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis
| Center of Excellence SAFE, Goethe-Univ., Conference on Behavioral Aspects in Macroeconomics and Finance, 2014, Mailand. | |
| European Finance Association, 41st Annual Meeting, 2014, Lugano. | |
| Society for Financial Econometrics, Systemic Risk and Financial Regulation Conference, 2014, Paris. | |
| Western Finance Association, 49th Annual Conference, 2014, Monterey Bay. | |
| Banque de France, 10th Journée of the Foundation, 2014, Paris. |
Buss, A., Dumas, B., Uppal, R., Vilkov, G.
Comparing Different Regulatory Measures to Control Stock Market Volatility: a General Equilibrium Analysis
| Stockholm Institut for Financial Research, Conference on Re-Thinking Beta, 2013, Stockholm. | |
| Univ. of British Columbia, UBC Summer Finance Conference 2013, 2013, Vancouver. | |
| Centre for Economic Policy Research, European Summer Symposium in Financial Markets, 2013, Gerzensee. | |
| The Paul Woolley Centre, London School of Economics, 6th Annual Conference, 2013, London. |
Buss, A., Uppal, R., Vilkov, G.
Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
| Cass Business School, Asset Pricing Retreat, 2012, London. | |
| American Finance Association, Annual Meeting, 2012, Chicago. |
Buss, A., Uppal, R., Vilkov, G.
Asset Prices in General Equilibrium with Recursive Utility and illiquidity Induced by Transactions Costs
| China Center for Financial Research, China International Conference in Finance, 2012, Chongqing. |
OFFICE HOURS
During the lecture period
By appointment available upon request via email.
Room
3.02
OFFICE HOURS
During the lecture period
By appointment available upon request via email.
Room
3.02