Professor Ralf Zurbrugg

Biography/ Background

Ralf Zurbruegg is a Professor of Finance at the University of Adelaide Business School. He was previously the Acting Dean, and before that Deputy Head as well as Associate Dean within the Faculty of the Professions as community/external liaison, and has served on various committees both inside the University and in the private sector. Ralf has taught and held various visiting positions around the world, including the UK, Singapore, Switzerland, UAE and the US. He is also a Senior Fellow at the Bradford University School of Management, a Justice of the Peace for South Australia, serves on the editoral board of several other journals, is the academic convenor of the University's International Centre for Financial Services and a director of a quantitative investment solutions company. He regularly consults for industry, particularly for the hedge fund market, as well as being an expert witness on a number of state and federal court cases. He has also appeared on television and been quoted in national newspapers over the years.

Qualifications

After graduating with a degree in monetary economics from the London School of Economics, Ralf completed a Masters and then a PhD in financial econometrics from Manchester Business School. Since then he has taught finance and econometric related courses at several universities throughout the world.

Teaching Interests

Professor Zurbruegg's primary teaching responsibilities lie in supervising Masters research and PhD students. He also teaches a derivatives and risk management course.

Research Interests

Ralf's primary research interests lie in risk management issues as they relate to various different types of financial markets and instruments. His research spans work on stock selection processes, derivatives and the insurance markets, as well as securitised real estate assets. He has also published in various other areas, including work on international business dynamics and financial services provision, plus is heavily involved in the design of computer-aided trading platforms. His research has been published in both national and international press, various public institutions (such as the World Bank), and has appeared on Television and Radio as a commentator on financial issues. He also has been involved in numerous research grants over the years and manages several long-term competitively funded research projects.

Research Funding

Recent Contract research and ARC grants:

'Development of Evolutionary Computation Processes to aid in Stock Selection Picking', with Thuy To, Martin Schmidt, Zbigniew Michalewicz,, ABP Pension Fund, 2005-07.

‘Reporting Methods for Superannuation Performance’, with C. Cheong, IFSA (Financial Services Council), 2008.

 ARC-Linkage, Survival of Australia’s Family Farms: Capital Raising and Credit Access, with Stringer, R and Canil J. Partner ANZ Bank, 2009-2013.

 

‘Examination of the Impact of HomeStart loans on the South Australian Mortgage Market’, with Mihaylov, G., HomeStart, 2010.

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ARC-Discovery, The Implications for Greying Australia of International Property Market Inter-Linkages, with Gerlach, R. and Wilson, P., 2010-2011.

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ARC-Discovery, Computational Intelligence Methods for Financial Applications, with Z Michalewicz, 2010-2012.

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ARC-Linkage, The Adequacy and Sustainability of Self-Managed Superannuation Funds: Governance, Performance, Asset Allocation, Fee Structure and Compliance, with Yawson, A. and Tretola, J., 2010-2013. 

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ARC-Linkage, Funding our future: perceptions of the value of financial planning advice, with C Plewa, J Sweeney, and Michayluk, D., 2012-2014.

Publications

Ralf has publications in various general and specialised field journals and books, including Journal of International Money and Finance, Journal of Empirical Finance, Journal of Futures Markets, Journal of Risk and Insurance, Journal of Forecasting, Real Estate Economics, Journal of Real Estate Finance and Economics, and IEEE Transactions in Evolutionary Computation.

Recent Publications:

‘Implied Volatility Smiles, Option Mispricing and Net Buying Pressure: Evidence around the Global Financial Crisis’,  Larkin, J., Brooksby, A., Lin, C-T and R. Zurbruegg, Accounting and Finance, forthcoming.

‘Modelling Price Movements in Housing Micro-markets: Identifying Long-term Components in Local Housing Market Dynamics’, Cheong, C, Dunse, N., Wilson, P. and. R. Zurbruegg, Urban Studies, 48(9), 1853-1874, 2011.

 'The Role of Trading Volume in Volatility Forecasting’, Le, V. and R. Zurbruegg, Journal of International Financial Markets, Institutions and Money, 20(5), 533-555, 2010.

 ‘The Impact of IFRS on Financial Analysts’ Forecast Accuracy in the Asia-Pacific Region: The Case of Australia, Hong Kong and New Zealand’, Cheong, CS., Kim, S. and R. Zurbruegg, Pacific Accounting Review, 22(2), 124-146, 2010.

 

‘Pricing Assets with higher moments: Evidence from the Australian and US stock markets’, Doan, P., Lin, CT., and R. Zurbruegg, Journal of International Financial Markets, Institutions and Money, 2010, 20 (1), 51-67.

‘Can Switching Between Risk Measures Lead to Better Portfolio Optimisation?  The case of CVaR.’, Cain, B. and R.Zurbruegg, Journal of Asset Management, 2010, 10(6), 358-369.

 

‘An Application of Genetic Programming to Forecasting Foreign Exchange Rates’, Buckley, M., Michalewicz, Z. and R. Zurbruegg in Nature-Inspired Informatics for Intelligent Applications and Knowledge Discovery: Implications in Business, Science, and Engineering Edited by R. Chiong, p.26-48.

 

Expertise for Media Contact

Categories	Economics and finance, Real Estate
Expertise	Finance, Hedge Funds, Investment Banking

Entry last updated: Thursday, 4 Apr 2013