Thomas Ruf M.Sc. (USC), Dipl. math.-oec. (Ulm, Germany) Ph.D. Candidate Office:    HA 884F Email:    < thomas.ruf at sauder.ubc.ca > University of British Columbia Sauder School of Business 2053 Main Mall, Vancouver BC, V6T 1Z2

Curriculum Vitae

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Personal Homepage

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Research Interests

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Option-implied skewness of asset returns; Commodities; Mutual funds & passive investing; Real Estate Finance; Exchange Rates


Teaching

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COMM 374 (Spring 2009); COMM 374 (Spring 2008)


Working Papers

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Glen Donaldson, Maurice Levi, Barrie Nault, and Thomas Ruf
“Exchange-Rate Variability and Foreign Factor Income” (2011)

Thomas Ruf
“Limits to Arbitrage and the Skewness Risk Premium in Options Markets” (2011)

Thomas Ruf
“The Dynamics of Overpricing in Structured Products” (2011)

Thomas Ruf and Maurice Levi
“The Law of One Price in Unfamiliar Places: The Case of International Real Estate” (2011)

Awards, Recognitions, and Relations

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2011 - Canadian Securities Institute Research Foundation Ph.D. Scholarship

2011 - Midwest Finance Association Best Paper Award

2010 - AFA Student Travel Grant, American Finance Association

2009 - Dean Earle D MacPhee Memorial Fellowship in Commerce and Business Administration

2008 - University of BC Graduate Fellowship

2007 - Dean Earle D MacPhee Memorial Fellowship in Commerce and Business Administration

2006 - Bank of Montreal Graduate Fellowship

2006 - Leslie G J Wong Memorial Fellowship