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journal paper
Adams, Z., Füss, R., & Schindler, F. (2014). The Sources of Risk Spillovers Among U.S. REITs: Financial Characteristics and Regional Proximity. Real Estate Economics, 2014(forthcoming).
   
Füss, R., Miebs, F., & Trübenbach, F. (2014). A Jackknife-Type Estimator for Portfolio Revision. Journal of Banking and Finance(forthcoming), XX-XX.
   
Füss, R., Grabellus, M., Mager, F., & Plagge, J. C. (2013). How Risk-Return-Efficient are Target Risk Strategies?. The Journal of Index Investing, forthcoming.
   
Füss, R., Mager, F., & Zhao, L. (2013). The Effect of Macroeconomic News and Monetary Policy Surprises on U.S. REIT and Stock Prices. Real Estate Finance(forthcoming).
   
Zhu, B., Füss, R., & Rottke, N. (2013). Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets. Real Estate Economics, 41(1), 29-64, DOI:10.1111/j.1540-6229.2012.00337.x.
   
Adams, Z., & Füss, R. (2012). Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process. Journal of Real Estate Finance and Economics, 44(04/2012), 570-590, DOI:10.1007/s11146-010-9250-7.
   
Adams, Z., Füss, R., & Wohlschieß, V. (2012). Investment choice and performance potential in the mutual fund industry. Journal of Asset Management, 13(02/2012), 84-101, DOI:10.1057/jam.2012.1.
   
Adams, Z., Füss, R., & Gropp, R. (2012). Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach. Journal of Financial and Quantitative Analysis, forthcoming.
   
Füss, R., Stein, M., & Zietz, J. (2012). A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors. Real Estate Economics, 40(02/2012), 317-350.
   
Füss, R., & Schweizer, D. (2012). Short and Long-term Interactions between Venture Capital Returns and the Macroeconomy: Evidence for the United States. Review of Quantitative Finance and Accounting, 38(3), 391-410, DOI:10.1007/s11156-011-0233-4.
   
Füss, R., Richter, J., & Thomas, M. (2012). Excess Return Sources of Active Property Management: A Case Study. Journal of Property Investment and Finance, 30(04/2012), 354-374, DOI:10.1108/14635781211241761.
   
Füss, R., Rottke, N., & Zietz, J. (2011). What Drives CEOs to Take on More Risk? Some Evidence from the Laboratory of REITs. Journal of Applied Corporate Finance, 23(1), 92-105, DOI:10.1111/j.1745-6622.2011.00318.x.
   
Zhu, B., Füss, R., & Rottke, N. (2011). The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices. Journal of Real Estate Finance and Economics, 42(4), 542-565, DOI:10.1007/s11146-009-9209-8.
   
Richter, J., Thomas, M., & Füss, R. (2011). German Real Estate Return Distributions: Is There Anything Normal?. Journal of Real Estate Portfolio Management, 17(2), 161-179.
   
Füss, R., & Schindler, F. (2011). Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed-Asset-Portfolio. Perspektiven der Wirtschaftspolitik, 12(2), 170-191, DOI:10.1111/j.1468-2516.2011.00362.x.
   
Füss, R., Mager, F., & Zhao, L. (2011). The impact of macroeconomic announcements on implied volatility. Applied Financial Economics, 21(21), 1571-1580, DOI:10.1080/09603107.2011.583216.
   
Füss, R., & Nikitina, O. (2011). Explaining Yield Curve Dynamics. Journal of Fixed Income, 21(2), 68-87, DOI:10.3905/jfi.2011.21.2.068.
   
Füss, R., Adams, Z., & Kaiser, D. K. (2010). The Predictive Power of Value-at-Risk Models in Commodity Futures Markets. Journal of Asset Management, 11(4), 261-285, DOI:10.1057/jam.2009.21.
   
Adams, Z., & Füss, R. (2010). Macroeconomic Determinants of International Housing Markets. Journal of Housing Economics, 19(1), 38-50, DOI:10.1016/j.jhe.2009.10.005.
   
Bossert, T., Füss, R., Rindler, P., & Schneider, C. (2010). How "Informative" is the Information Ratio to Evaluate Mutual Fund Managers?. Journal of Investing, 19(1), 67-81.
   
Drobetz, W., Füss, R., & Stein, M. (2010). Fixed-Income Hedge-Funds-Strategien in Bondportfolios: Eine Anwendung des Copula-Opinion-Pooling-Ansatzes. Bankarchiv, 58(Heft 2), 103-110.
   
Füss, R., Hille, J., Rindler, P., Schmidt, J., & Schmidt, M. (2010). From Rising Stars and Falling Angels: On the Relation between Performance and Ratings of European Mutual Funds. Journal of Wealth Management, 13(1), 75-90.
   
Schindler, F., Rottke, N., & Füss, R. (2010). Testing the Predictability and Efficiency of Securitized Real Estate Markets. Journal of Real Estate Portfolio Management, 16(2), 171-191.
   
Bechtel, M., & Füss, R. (2010). Capitalizing on Partisan Politics? The Political Economy of Sector-Specific Redistribution in Germany. Journal of Money, Credit and Banking, 42(2-3), 203-235, DOI:10.1111/j.1538-4616.2009.00285.x.
   
Stein, M., Füss, R., & Drobetz, W. (2009). Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling Approach. Journal of Fixed Income, 18(4), 78-91.
   
Füss, R., Kaiser, D., & Strittmatter, A. (2009). Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?. Journal of Alternative Investments, 12(2), 41-53.
   
Füss, R., & Wölfle, M. (2009). A Higher-Moment CAPM of Korean Stock Returns. International Journal of Trade and Global Markets, 3(1), 24-51.
   
Füss, R., & Bechtel, M. M. (2008). When Traders Enjoy Less Policy Risk: Divided Government, Economic Policy Change, and Stock Market Volatility in Germany, 1970-2005. Swiss Political Science Review, 14(2), 287-314.
   
Bechtel, M. M., & Füss, R. (2008). Partisan Politics and Stock Market Performance: The Effect of Expected Government Partisanship on Stock Returns in the 2002 German Federal Election. Public Choice, 135(3-4), 131-150.
   
Morawski, J., Rehkugler, H., & Füss, R. (2008). The Nature of Listed Real Estate Companies: Property or Equity Market?. Financial Markets and Portfolio Management, 22(2), 101-126.
   
Hecker, A., Füss, R., & Gundel, S. (2008). Relevanz, Charakteristika und Klassifikation wirtschaftskrimineller Delikte. Zeitschrift Führung und Organisation(3), 143-149.
   
Füss, R., & Hecker, A. (2008). Profiling White-Collar Crime: Evidence from German-Speaking Countries. Corporate Ownership and Control, 5(4), 149-161.
   
Bechtel, M., & Füss, R. (2008). When Investors Enjoy Less Policy Risk: Divided Government, Economic Policy Change, and Stock Market Volatility in Germany, 1970-2005. Swiss Political Science Review, 14(2), 287-314.
   
Füss, R., & Bechtel, M. (2008). Partisan Politics and Stock Market Performance: The Effect of Expected Government Partisanship on Stock Returns in the 2002 German Federal Election. Public Choice, 135(3-4), 131-150.
   
Füss, R., Kaiser, D. K., & Adams, Z. (2007). Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility. Journal of Derivatives and Hedge Funds, 13(1), 2-25.
   
Füss, R. (2007). Die Prognose von Immobilienpreisen mit Hilfe von ARIMA-Modellen: Eine vergleichende Studie für den britischen und US-amerikanischen Gewerbeimmobilienmarkt. Zeitschrift für Immobilienökonomie (ZIÖ)(01), 21-42.
   
Füss, R., & Kaiser, D. (2007). The Tactical and Strategic Value of Hedge Fund Strategies: A Cointegration Approach. Financial Markets and Portfolio Management, 21(1), 425-444.
   
Füss, R., & Lenzner, B. (2007). Die Vorteilhaftigkeit von Dividendenstrategien für Privatanleger. Finanz Betrieb(2), 126-136.
   
Füss, R., Hoppe, C., & Kaiser, D. (2007). Die Benchmark-Problematik von Commodity-Futures-Indizes. Finanz Betrieb(11), 682-700.
   
Füss, R., Hecker, A., & Gundel, S. (2006). Korruption – Ursachen, Formen und Konsequezen. Zeitschrift für Interne Revision(2), 46-50.
   
Hecker, A., & Füss, R. (2006). Die Interne Revision im deutschen Mittelstand: Eine empirische Bestandsaufnahme. Zeitschrift für Corporate Governance, 1(2), 67-71.
   
Füss, R., & Hecker, A. (2006). Die Zusammenarbeit von Interner Revision und externen Abschlussprüfern: Anforderungen, Nutzen und realisierbare Formen. Zeitschrift für Corporate Governance, 1(3), 104-110.
   
Füss, R., & Nowak, A. A. (2006). Venture Capital Cycles: Empirical Evidence from the USA. Kredit und Kapital, 39(2), 183-210.
   
Füss, R., Rehkugler, H., & Disch, W. (2005). Fund of Hedge Funds: Portfolioallokation und Performance. Bank-Archiv, 53(4), 249-258.
   
Füss, R. (2005). Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets. Economic Change and Restructuring (formerly Economics of Planning), 38(1), 37-62.
   
Füss, R., Rehkugler, H., & Disch, W. (2005). Hedge Funds als Anlagealternative: Chancen und Risiken. Finanz Betrieb(1), 40-56.
   
Füss, R., & Herrmann, F. (2005). Long-term Interdependence between Hedge Fund Strategies and Stock Market Indices. Managerial Finance, 31(12), 29-45.
   
book chapter
Ahrens, F., Füss, R., & Kestel, S. (2013). A Bayesian Pricing Model for CAT Bonds. In A. Pinto and David Zilberman (eds.), Modelling, Optimization and Bioenergy: Springer.
   
Füss, R., & Adams, Z. (2012). Modellierung von Risiko-Spillovers in Mixed-Asset-Portfolios. In Asset Management- Festschrift für Prof. Dr. Klaus Spremann zur Emeritierung (pp. 493-506). Bern: Haupt. - ISBN 978-3-258-07742-0.
   
Füss, R., & Bossert, T. (2011). Die Leistungsbeurteilung von Portfoliomanagern. In Handbuch fur Investmentfonds fur institutionelle Anleger (pp. 821-856). Bad Soden: Uhlenbruch Verlag GmbH,.
   
Füss, R., Adams, Z., Wohlenberg, H., Hommel, U., & Grüber, P. (2011). Estimating the APT Factor Sensitivities Using Quantile Regression. In Non-Linear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (pp. 18-27). Houndsmills, Basingstoke, Hants: Palgrave Macmillan.
   
Füss, R., Adams, Z., Tilmes, R., Glück, T., & Lenz, J. (2011). Ansätze zur Optimierung eines Portfolios: Warum (nicht) Markowitz?. In repeat-Jahrbuch Treasury und Private Banking 2011 (pp. 151-181). Potsdam: ohne Verlag.
   
Füss, R., Glück, T., & Tilmes, R. (2009). Univariate und Multivariate Modellierung täglicher Volatilitäten von Rohstoff-Futures. In Risikomanagement bei Rohstoffen (pp. 425-441). Wiesbaden: Gabler-Verlag.
   
Füss, R., Fabozzi, F. J., Kaiser, D. G., & Anson, M. J. (2009). Alternative Assets. In Fabozzi, F. J. (Eds.), Institutional Investment Management - Equity and Bond Portfolio Strategies and Applications (pp. 767-808). Hoboken, New Jersey: John Wiley & Sons.
   
Füss, R., & Adams, Z. (2009). VaR Performance Criterion (VPC): A Performance Measure for. In The VaR Implementation Handbook (pp. 105-119). New York et al.: MacGraw-Hill.
   
Füss, R., Kaiser, D. G., & Stein, M. (2009). The Strategies of Hedge Funds and Robust Bayesian Portfolio Allocation in Fixed- Income Markets. In The Handbook of Credit Portfolio Management (pp. 325-348). New York et al.: McGraw-Hill.
   
Füss, R., Bechtel, M. M., Fahrholz, C., Hämmer, S., & Schneider, G. (2009). Globalisierung, Innenpolitik und Finanzmärkte. In Bechtel, M. M., Fahrholz, C., & Schneider, G. (Eds.), Krieg, Kooperation, Kursverlauf: Die internationale Politische Ökonomie (pp. 125-159). Wiesbaden: VS Verlag für Sozialwissenschaften (GWV).
   
Füss, R., Fabozzi, F. J., & Kaiser, D. G. (2008). The Fundamentals of Commodity Investments. In Fabozzi, F. J. (Eds.), Handbook of Finance Vol. 1, Financial Markets and Instruments (pp. 593-603). New York: John Wiley & Sons.
   
Füss, R. (2008). CRB (Commodity Research Bureau), Conversion Factors, Crude Oil Market, Price Discovery, Soft Commodities. In Encyclopedia of Alternative Investments (pp. 91-93, 105-107, 129-130, 363-364, 434-436). Boca Raton, London, New York: Chapman & Hall.
   
Füss, R., Fabozzi, F. J., & Kaiser, D. G. (2008). A Primer on Commodity Investing. In Füss, R., Fabozzi, F. J., & Kaiser, D. G. (Eds.), The Handbook of Commodity Investing (pp. 3-37). New York: Wiley & Sons.
   
Hoppe, C., Füss, R., & Kaiser, D. G. (2008). Review of Commodity Futures Performance Benchmarks. In Kaiser, D. G., & Füss, R. (Eds.), The Handbook of Commodity Investing (pp. 169-202). New York: John Wiley & Sons.
   
Adams, Z., Füss, R., & Kaiser, D. G. (2008). Commodities and the Macroeconomy. In Kaiser, D. G., & Füss, R. (Eds.), The Handbook of Commodity Investing (pp. 87-112). New York: John Wiley & Sons.
   
Füss, R., & Hecker, A. (2008). Inside Stakeholders. In Corporate Governance (pp. 108-116). Ukraine: Virtus Interpress.
   
Füss, R., & Kaiser, D. G. (2007). Rohstoffe. In Investment Banking (pp. 495-506). Stuttgart: Schäffer-Poeschel.
   
Füss, R., Rehkugler, H., Kaiser, D. G., & Butina, I. (2006). Long-term Co-movements between Hedge Funds and Financial Asset markets. In Hedge Funds and Managed Futures- The Handbook for Institutional Investors (pp. 397-428). London: Risk Books.
   
Füss, R., & Rehkugler, H. (2006). Modellierung von Volatilitäten für Hedge-Funds-Strategien. In Handbuch Alternative Investments (pp. 343-369). Wiesbaden: Gabler-Verlag.
   
Füss, R., & Rehkugler, H. (1998). Kundenorientierung als modernes Konzept des Depotmanagement. In Handbuch Portfoliomanagement (pp. 127-162). Bad Soden: Uhlenbruch Verlag.
   
working paper
Fecht, F., Füss, R., & Rindler, P. B. (2014). Corporate Transparency and Bond Liquidity. School of Finance Working Paper Series. St. Gallen: School of Finance.
   
Füss, R., Mahringer, S., & Prokopczuk, M., SoF (Eds.), (2013). Electricity Spot and Derivatives Pricing when Markets are Interconnected. SoF Working Paper Series. St. Gallen: SoF.
   
Füss, R., Mahringer, S., & Prokopczuk, M., SoF HSG (Eds.), (2013). Electricity Derivatives Pricing with Forward-Looking Information. SoF Working Paper Series. St. Gallen: SoF HSG.
   
Füss, R., Zietz, J., & Zhu, B. (2013). Why do Local Housing Prices React so Differently to a Monetary Stimulus?: -.
   
Füss, R., Gietzen, T., & Rindler, P. B., SoF - HSG (Eds.), (2011). Did the 2007-08 Financial Crisis Change Risk Perception?. School of Finance Working Paper Series. St. Gallen: SoF - HSG.
   
 
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*citation format: APA 5