Research Statement

Personal finance; derivatives and asset pricing; risk managment; financial markets regulation

Presentations

  • ROBERT DUBIL (2023) The benefits of international diversification are in fact limited. A sequel. Conference Paper, Refereed, Presented, 08/03/2023.
  • ROBERT DUBIL (2018) How to position individual investors' bond portfolio for an inverting yield curve and recession. Conference Paper, Refereed, Presented, 10/09/2018.
  • ROBERT DUBIL (2016) Alpha Opportunities in Corporate Bond Markets. Conference Paper, Refereed, Presented, 10/2016.
  • ROBERT DUBIL (2015) Alpha Opportunities in Corporate Bond Markets, Academy of Financial Services, Orlando. Conference Paper, Refereed, Presented, 10/15/2015.
  • ROBERT DUBIL (2014) How Dumb is Smart Beta? Academy of Financial Services, Nashville. Conference Paper, Refereed, Presented, 10/15/2014.
  • ROBERT DUBIL (2013) “How to Turn Investors back to Diversification: ETF Examples and Graphic Visuals. Conference Paper, Refereed, Presented, 10/2013.
  • ROBERT DUBIL (2012) Step off the Ladder and Climb the Callable Bonds. Conference Paper, Refereed, Presented, 10/06/2012.
  • ROBERT DUBIL (2011) Structured Retail Products. Conference Paper, Refereed, Presented, 10/2011.
  • ROBERT DUBIL (2011) Hedge Fund Replication Strategies. Conference Paper, Refereed, Presented, 10/2011.
  • DUBIL, R. (2010) Credit Default Swaps and Collateralized Debt Obligations - Relative Pricing. Conference Paper, Refereed, Presented, 10/2010.
  • DUBIL, R. (2010) The Cost of OptionStrategies in Protecting Investment Portfolios - An Empirical Investigation. Conference Paper, Refereed, Presented, 10/2010.

Geographical Regions of Interest

  • Germany
    Study Abroad.

Publications

  • Robert Dubil (2020). John Bogle Had It Right: The Benefits of International Diversification Are Limited. The Journal of Wealth Management. Vol. 22 (4), 74-89. Discipline based - refereed, Published, 03/2020.
  • Robert Dubil (2019). How to Position Bond Portfolios in an Inverting Rate Environment and an Impending Recession. Journal of Financial Planning. Vol. 32(4), 42-55. Discipline based - refereed, Published, 06/2019.
  • Robert Dubil (2018). A retirement investor’s bond portfolio for a rising/inverting rate environment. Proceedings of the Academy of Financial Services 2018 Conference. Discipline based - other, Published, 12/28/2018.
  • Robert Dubil (2017). Is it Time to Switch from Bond Funds to Individual Bond Buying?. Journal of Wealth Management. Vol. 20(3), 45-51. Discipline based - refereed, Published, 09/2017.
  • Robert Dubil (2016). Investment Bargains in Corporate Bond Markets?. Journal of Financial Planning. Vol. 29(3)pp.52-. Discipline based - refereed, Published, 05/2016.
  • How Dumb Is Smart Beta? Analyzing the Growth of Fundamental Indexing, Journal of Financial Planning 28(3), 2015. Practice - refereed, Published, 03/31/2015.
  • Robert Dubil (2013). Make Callable Bonds Part of Your Fixed Income Allocation. Journal of Financial Planning. Vol. 26, 54-60. Discipline based - refereed, Published, 06/2013.
  • Dubil, R. (2011). Financial Engineering and Arbitrage in the Financial Markets. (pp. 380). J. Wiley. Discipline based - refereed, Published, 11/2011.
    http://www.wiley.com/WileyCDA/WileyTitle/productCd...
  • Dubil, Robert (2011). Hedge Funds: Alpha, Beta and Replication Strategies. Journal of Financial Planning. , 68-77. Discipline based - refereed, Published, 10/2011.
  • DUBIL, R. (2010) The Varying Cost of Options and Implications for Choosing the Right Strategy to Protect Your Investment Portfolio. Journal of Financial Planning. Discipline based - refereed, Published, 05/2010.
  • Dubil, R.(2009). The VaR Modeling Handbook, ed. Greg N. Gregoriou. (pp. 147-182). McGraw-Hill. Practice - refereed, Published, 2009.
  • Dubil, R.(2008). Benefits of Protecting Investment Portfolios with Options: A Historical Perspective. Journal of Financial Planning., 62-70. Practice - refereed, Published, 2008.
  • Dubil, R.(2008). An Arbitrage Perspective of the Purpose and Structure of Financial Markets. (pp. 93-106). Handbook of Finance - J. Wiley. Practice - refereed, Published, 2008.
  • Dubil, R.(2007). Economic Derivatives Markets – New Opportunities for Individual Investors: A Research Agenda. Financial Services Review. 16 (2), 89-104. Discipline based - refereed, Published, 2007.
  • Dubil, R.(2007). Binary Economics: How To Trade Inflation, Gas, Oil, Gold…And Even Hurricanes. Stocks, Futures and Options. Feb., 63-68. Practice - refereed, Published, 2007.
  • Dubil, R.(2007). You Want To Diversify Risk? Consider Economic Derivatives. Journal of Wealth Management. 9 (4), 37-43. Discipline based - refereed, Published, 2007.
  • Dubil, R.(2005). 'Lifetime Dollar Cost Averaging: Forget Cost Savings, Think Risk Reduction'. Journal of Financial Planning., 90-93. Practice - refereed, Published, 10/2005.
  • Dubil, R.(2005). 'Investment Averaging: A Risk-Reducing Strategy'. Journal of Wealth Management. 7 (4). Practice - refereed, Published, 2005.
  • Dubil, R.(2005). 'On rankings and loss aversion',. Focus on Macroeconomic Research'. Discipline based - other, Published, 2005.
  • Dubil, R.(2004). 'Does less competition lead to better capital allocation? On rankings and loss aversion'. Corporate Finance Review. 9 (2). Practice - refereed, Published, 09/2004.
  • Dubil, R.(2004). 'The Arbitrage Trading Game for use in Capital Markets instruction'. Journal of Financial Education., 62-75. Teaching - refereed, Published, 2004.
  • Dubil, R.(2004). 'The risk and return of investment averaging: An option-theoretic approach'. Financial Services Review. 13 (4). Discipline based - refereed, Published, 2004.
  • Dubil, R.(2004). 'An Arbitrage Guide to Financial Markets'. (pp. 336). An Arbitrage Guide to Financial Markets. Discipline based - other, Published, 2004.
  • Dubil, R.(2003). 'How to Include Liquidity in a Market VaR Statistic?,'. Journal of Applied Finance. 13 (1). Discipline based - refereed, Published, 2003.
  • Dubil, R.(2003). 'A Simple Utility Approach to Private equity Sales'. Journal of Entrepreneurial Finance and Business Ventures. 8 (1). Discipline based - refereed, Published, 2003.
  • Dubil, R.(2003). 'The Risk/Return Tradeoff When Converting Wealth into Cash'. Journal of Investing. 12 (3). Practice - refereed, Published, 2003.
  • Dubil, R., & M. Harjoto. (2003). 'Are venture capital firms and hedge funds safer than mutual funds? A theory of investor loss aversion'. Journal of Wealth Management. 6 (2). Practice - refereed, Published, 2003.
  • Dubil, R.(2002). 'How quickly should you liquidate your vested stock?',. Financial Services Review. 11 (1). Discipline based - refereed, Published, 2002.
  • Dubil, R.(2002). 'Optimal Liquidation of Venture Capital Stakes',. Journal of Entrepreneurial Finance and Business Ventures. 7 (2). Discipline based - refereed, Published, 2002.