Robert G Schwebach
Finance and Real Estate

Contact Information
Office Number: 308
Office Phone: (970) 491-5547

Education
Ph.D. in Finance from University of Nebraska-Lincoln, Lincoln NE, 1992
M.A. in Mathematics from University of South Dakota, Vermillion SD, 1983
B.S. in Business Administration from University of South Dakota, Vermillion SD, 1980
Articles
The Impact of Financial Crises on International Diversification
Global Financial Journal, Vol.13, No. 2, pages 147-161, 2002
Rob Schwebach, John P. Olienyk, J. Kenton Zumwalt
Using World Equity Benchmark Shares to Achieve International Diversification
Journal of Financial Planning, Vol.14, No. 6, pages 98-113, 2000
John P. Olienyk, Robert G. Schwebach, J. Kenton Zumwalt
Original-Issue Systematic and Default Risk Pricing Efficiency of Speculative Grade Bonds
Journal Of Risk And Insurance, Vol.69, No. 4, pages 489-516, 2002
Ronald W. Spahr, Robert G. Schwebach, Mark A. Sunderman
The Effect of Serial Dependence on Multiperiod Holding Period Return Performance
Financial Review, Vol.36, No. 4, pages 49-74, 2001
Ronald W. Spahr, Robert G. Schwebach
The Central Bank, Competition in Banking and Economic Development: U.S. and Russian Experience
Proceedings of the Bank Marketing Conference in Saratov Russia, November 2000
Ronald W. Spahr, Mohammad Ashraf, Yuri I. Korobov, Robert G. Schwebach
Time Diversification and Distribution Moments of Serially Non-Independent Holding Period Returns
Proceedings of the Twenty-Ninth Annual Meeting of the Western Decision Sciences Institute, pages 378-84, 2000
Ronald W. Spahr, Robert G. Schwebach
Syndicated Loan Announcements and Borrower Value
Journal Of Financial Research, Vol.27, No. 1, pages 133-141, Spring 2004
Dominic Gasbarro, Kim-Song Le, Robert G. Schwebach, J. Kenton Zumwalt
The Response of Bank Share Prices to Securitization Announcements
Quarterly Journal Of Business And Economics, Vol.44, No. 1 & 2, pages 89-105, Winter/Spring 2005
Dominic Gasbarro, Mark Stevenson, Robert G Schwebach, J. Kenton Zumwalt
Per Unit Cost Allocation of Invested Capital with Anticipated Nonlevel Production: The Case of Extractive Industries
Engineering Economist, Vol.44, No. 4, pages 332-347, 1999
Ronald W Spahr, Rober G Schwebach, Frank A Putnam III
WEBS, SPDRs, and Country Funds: An Analysis of International Cointegration
Journal Of Multinational Financial Management, Vol.9, pages 217-232, 1999
John P Olienyk, Robert G Schwebach, J. Kenton Zumwalt
Comparing Mean Reverting Versus Pure Diffusion Interest Rate Processes in Valuing Postponement Options
Quarterly Review Of Economics And Finance, Vol.38, No. Special Issue, pages 579-598, 1998
Ronald W Spahr, Robert G Schwebach
A Simple Derivation of the Fisher Equation Under Uncertainty
Journal Of Financial Education, Vol.23, pages 84-87, Fall 1997
Robert G Schwebach, Thomas S Zorn
Insurance Futures and Hedging Insurance Price Risk
Journal Of Risk And Insurance, Vol.59, No. 4, pages 628-44, 1992
Samuel H Cox, Robert G. Schwebach
A Comparison of Mean Reverting Versus Pure Diffusion Interest Rate Processes in Valuing Caps and Floors
Proceedings of the Twenty-Eighth Annual Meeting of the Western Decision Sciences Institute, pages 244-48, 1999
Robert G Schwebach, Ronald W Spahr, Ying Li
The Postponement Option in Capital Budgeting: A Practical Option-Based Approach
Proceedings of the Twenty-Sixth Annual Meeting of the Western Decision Sciences Institute, pages 255-59, 1997
Robert G Schwebach, Ronald W. Spahr
Preliminary Trial on the Effectiveness of Early Intervention Manual Therapy in Reducing Costs of Presenteeism Due to Musculoskeletal Pain
Journal of Health and Productivity, pages 18-24, March 2007
Robert G Schwebach, Jon Schmidt
Awards, Honors, and Grants
Formally recognized by CSU chapter of AACSB honor society Beta Gamma Sigma as the most influential faculty member to at least one student inductee at induction ceremony on May 12, 2001 from Beta Gamma Sigma, 2001
Received Best Paper Award, Finance Track at their 2000 Annual Meeting for paper presented with Ronald W. Spahr, Time Diversification and Distribution Moments of Serially Non-Independent Holding Period Returns. from Western Decision Sciences Institute, 2000
Formally recognized by CSU chapter of AACSB honor society Beta Gamma Sigma as the most influential faculty member to at least one student inductee at induction ceremony on May 10, 2002 from Beta Gamma Sigma, 2002
Formally recognized by Colorado State University chapter of AACSB honor society Beta Gamma Sigma as the most influential faculty member to at least one student inductee at induction ceremony on May 14, 2004. from Beta Gamma Sigma, 2004
Formally recognized by Colorado State University chapter of AACSB honor society Beta Gamma Sigma as the most influential faculty member to at least one student inductee at induction ceremony on May 13, 2005. from Beta Gamma Sigma, 2005
Paper entitled, Original-Issue Systematic and Default Risk Pricing Efficiency of Speculative Grade Bonds, was formally recognized at the 1st Annual Appreciation of Research Contributions luncheon on December 6, 2002. Papers were chosen on the basis of be from College of Business, Colorado State University, 2002
Colorado State University Business College Council Club of the Year Award, awarded to Finance and Real Estate Club, spring 1999, faculty co-advisors Robert G. Schwebach and Elaine Worzala. from Colorado State University Business College Council, 1999
Mortar Board Cap and Gown Society Top Prof Award, University of Wyoming, 1993. from Mortar Board, 1993
Outstanding Graduate Student Research Award, Finance Department, University of Nebraska-Lincoln, 1990-91. from University of Nebraska-Lincoln, 1990
Presidential Fellowship, University of Nebraska-Lincoln, 1991-92 academic year, $10,000 stipend, one of four awarded university-wide. from University of Nebraska-Lincoln, 1992
Presidential Fellowship, University of Nebraska-Lincoln, 1991-92 academic year, $10,000 stipend, one of four awarded university-wide. from University of Nebraska-Lincoln, 1991
Most influential faculty member who has added most value to their Colorado State University experience from Beta Gamma Sigma, 2007
Memberships
Eastern Finance Association
Financial Management Association
Western Decision Sciences Institute
Presentations
The Impact of Syndication Announcements on Borrower Share Prices
15th Australasian Finance and Banking Conference, Sydney, Australia, December, 2002
Robert G Schwebach, Dominic Gasbarro, Kim-Song Le, J. Kenton Zumwalt
A Macro-Finance Explanation for Standard of Living Differences Between Russia and the United States: Economic Policy Implications
The Second Annual Meeting of the Association for Studies in Public Economics and the Fifth International Conference on Public Sector Transition, St. Petersberg, Russia, May, 2002
Robert G Schwebach, Ronald W. Spahr, Mohammad Ashraf, Nancy Scanell
The Share Price Response to Securitisation Announcements
14th Australasian Finance and Banking Conference, Sydney, Australia, January, 2002
Robert G Schwebach, J Kenton Zumwalt, Dominc Gasbarro, Mark Stevenson
Macro-Finance: Application of Financial Economic Theory for Implementing Macroeconomic Policy
Southern Finance Association 2001 Annual Meeting, Destin, Florida, November, 2001
Robert G Schwebach, Ronald W. Spahr, Mohammad Ashraf, Yuri I. Korobov
Scenic and Productive Ranch Properties as Components of Diversified Portfolios
American Real Estate Society 2001 Annual Meeting, Coeur d'Alene, Idaho, April, 2001
Robert G Schwebach, Ronald W. Spahr, Mark A. Sunderman
Time Diversification and Distribution Moments of Serially Non-Independent Holding Period Returns
Western Decision Sciences Institute 2000 Annual Meeting, Maui, Hawaii, April, 2000
Robert G Schwebach, Ronald W. Spahr
Decomposing Multiperiod Return Covariance into Cross Sectional and Serial Components for Agricultural Real Estate, RETIs and Standard Financial Instruments
American Real Estate Society 2000 Annual Meeting, Santa Barbara, California, March, 2000
Robert G Schwebach, Ronald W. Spahr, Mark A. Sunderman
A Critique of U.S. and Russian Central and Commercial Bank Practices as Determinants of Economic Prosperity
International Bank Marketing Conference, Saratov, Russia, November, 2000
Robert G Schwebach, Ronald W Spahr, Mohammad Ashraf, Yuri I Korobov
Time Diversification and Cross-Sectional and Serial Covariance of Non-Independent Holding Period Returns
Financial Management Association 2000 Annual Meeting, Seattle, Washington, October, 2000
Robert G Schwebach, Ronald W Spahr
The Impact of Financial Crises on International Diversification
Twelfth Annual Pacific-Basin Capital Markets Research Center/ Financial Management Association Conference, Melbourne, Australia, July, 2000
Robert G Schwebach, John P Olienyk, J Kenton Zumwalt
Decomposing Multiperiod Return Covariance into Cross-Sectional and Seasonal Components
2000 Financial Management Association European Conference, Edinburgh, Scotland, May, 2000
Robert G Schwebach, Ronald W. Spahr
The Effect Of Mean Reversion In Pricing Interest Rate Derivatives: The Case Of Caps And Floors
Financial Management Association 1999 Annual Meeting, Orlando, Florida, October, 1999
Robert G Schwebach, Ronald W. Spahr, Ying Li
Optimal Portfolio Weights For Agricultural Real Estate And Standard Financial Instruments
American Real Estate Society 1999 Annual Meeting, Tampa, Florida, April, 1999
Robert G Schwebach, Ronald W. Spahr, Mark A. Sunderman
A Comparison of Mean Reverting Versus Pure Diffusion Interest Rate Processes in Valuing Caps and Floors
Western Decision Sciences Institute 1999 Annual Meeting, Puerto Vallarta, Mexico, April, 1999
Robert G Schwebach, Ronald W. Spahr, Yung Li
The Effect of Mean Reverting Interest Rates on the Value of Embedded Bond Options
Midwest Finance Association 1999 Annual Meeting, Nashville, Tennessee, March, 1999
Robert G Schwebach, Ronald W. Spahr, Min Rao
Empirical Analysis of International Cointegration and Granger Causality Using World Equity Benchmark Shares
11th Annual Australasian Finance and Banking Conference, Sydney, Australia, December, 1998
Robert G Schwebach, John P Olienyk, J Kenton Zumwalt
Time Diversification and Optimal Portfolios: A Stochastic Dominance Analysis
Financial Management Association 1998 Annual Meeting, Chicago, Illinois, October, 1998
Robert G Schwebach, Ronald W. Spahr
A Comparison of Business School Research Productivity
Academy of Financial Services 1998 Annual Meeting, Chicago, Illinois, October, 1998
Robert G Schwebach, Vickie L Bajtelsmit
Using World Equity Benchmark Shares to Test for International Cointegration
Sixth Conference on Pacific Basin Business, Economics and Finance, Hong Kong, China, May, 1998
Robert G Schwebach, John P Olienyk, J Kenton Zumwalt
A Comparison of Mean Reverting Versus Pure Diffusion Interest Rate Processes in Valuing the Capital Budgeting Postponement Option
Midwest Finance Association 1998 Annual Meeting, Chicago, Illinois, March, 1998
Robert G Schwebach, Ronald W. Spahr
Time Diversification and Inflation Hedges: A Multiplicative Model of Holding Period Returns
Financial Management Association 1997 Annual Meeting, Honolulu, Hawaii, October, 1997
Robert G Schwebach, Ronald W. Spahr
The Time Diversification Debate
Academy of Financial Services 1997 Annual Meeting, Honolulu, Hawaii, October, 1997
Robert G Schwebach, Ronald W. Spahr
The Postponement Option in Capital Budgeting: A Practical Option-Based Approach
Real Options Conference, New York, New York, June, 1997
Robert G Schwebach, Ronald W. Spahr
The Postponement Option in Capital Budgeting: A Practical Option-Based Approach
Western Decision Sciences Institute 1997 Annual Meeting, Hilo, Hawaii, March, 1997
Robert G Schwebach, Ronald W. Spahr
Time Diversification and Inflation Hedges: A Holding Period Perspective
Financial Management Association 1996 Annual Meeting, New Orleans, Louisiana, October, 1996
Robert G Schwebach, Ronald W. Spahr
The Asymmetry Between the Short and Long Positions
Financial Management Association 1994 Annual Meeting, St. Louis, Missouri, October, 1994
Robert G Schwebach, Thomas S. Zorn
Insurance Futures and Hedging Insurance Price Risk
Risk Theory Seminar, University Park, Pennsylvania, April, 1992
Robert G Schwebach, Samuel H. Cox
Insurance Futures and Hedging Insurance Price Risk
Southern Finance Association Annual Meeting, Key West, Florida, 1992
Robert G Schwebach, Samuel H. Cox
Using Cumulants to Decompose Multiperiod Return Covariance into Cross-Sectional and Serial Components
Financial Management Association 2001 Annual Meeting, Toronto, Canada, October, 2001
Robert G Schwebach, Ronald W. Spahr
The Effect of Multiperiod Cross-Sectional and Serial Covariance on Holding Period Return Performance
Eastern Finance Association 2001 Annual Meeting, Charleston, South Carolina, April, 2001
Robert G Schwebach, Ronald W. Spahr
Corporate Social Responsibility and Stock Returns: Evidence from Changes to the Domini Index
Academy of Economics and Finance, Pensacola, Florida, 2009
Sanjay Ramchander, Robert G Schwebach, Kim Staking
Speculative Grade Bond Market Efficiency in Pricing Systematic and Default Risk
Financial Management Association 1998 Annual Meeting, Chicago, Illinois, October, 1998
Robert G Schwebach, Ronald W. Spahr, Mark A. Sunderman
Per Unit Cost Allocation of Invested Capital with Anticipated Nonlevel Production: The Case of Extractive Industries
Financial Management Association 1998 Annual Meeting, Chicago, Illinois, October, 1998
Robert G Schwebach, Ronald W. Spahr, Frank A. Putnam III
The Postponement Option in Capital Budgeting: A Practical Option-Based Approach
Financial Management Association 1997 Annual Meeting, Honolulu, Hawaii, October, 1997
Robert G Schwebach, Ronald W. Spahr
The Effect of Mortgage Securitization on the Option-Adjusted Spread of Single Family Mortgages
Financial Management Association 1996 Annual Meeting, New Orleans, Louisiana, October, 1996
Robert G Schwebach, Ronald W. Spahr
 
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