Marcel Rindisbacher
Marcel Rindisbacher
Questrom School of Business, Boston University
Verified email at bu.edu
Title
Cited by
Cited by
Year
A Monte Carlo method for optimal portfolios
JB Detemple, R Garcia, M Rindisbacher
The Journal of Finance 58 (1), 401-446, 2003
3462003
Dynamic asset allocation: Portfolio decomposition formula and applications
J Detemple, M Rindisbacher
The Review of Financial Studies 23 (1), 25-100, 2010
642010
Dynamic asset liability management with tolerance for limited shortfalls
J Detemple, M Rindisbacher
Insurance: Mathematics and Economics 43 (3), 281-294, 2008
532008
Closed‐Form Solutions for Optimal Portfolio Selection with Stochastic Interest Rate and Investment Constraints
J Detemple, M Rindisbacher
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005
502005
Representation formulas for Malliavin derivatives of diffusion processes
J Detemple, R Garcia, M Rindisbacher
Finance and Stochastics 9 (3), 349-367, 2005
502005
Life-cycle finance and the design of pension plans
Z Bodie, J Detemple, M Rindisbacher
Annu. Rev. Financ. Econ. 1 (1), 249-286, 2009
492009
Intertemporal asset allocation: A comparison of methods
J Detemple, R Garcia, M Rindisbacher
Journal of Banking & Finance 29 (11), 2821-2848, 2005
452005
Heterogeneous preferences and equilibrium trading volume
T Berrada, J Hugonnier, M Rindisbacher
Journal of Financial Economics 83 (3), 719-750, 2007
372007
Asymptotic properties of Monte Carlo estimators of diffusion processes
J Detemple, R Garcia, M Rindisbacher
Journal of Econometrics 134 (1), 1-68, 2006
302006
Asymptotic properties of Monte Carlo estimators of derivatives
J Detemple, R Garcia, M Rindisbacher
Management science 51 (11), 1657-1675, 2005
262005
Asset pricing with beliefs-dependent risk aversion and learning
T Berrada, J Detemple, M Rindisbacher
Journal of Financial Economics 128 (3), 504-534, 2018
22*2018
A structural model of dynamic market timing
J Detemple, M Rindisbacher
The Review of Financial Studies 26 (10), 2492-2547, 2013
20*2013
Simulation methods for optimal portfolios
J Detemple, R Garcia, M Rindisbacher
Handbooks in Operations Research and Management Science 15, 867-923, 2007
142007
Optimal portfolio allocations with hedge funds
J Detemple, R Garcia, M Rindisbacher
AFA 2010 Atlanta Meetings Paper, 2009
102009
Monte Carlo methods for derivatives of options with discontinuous payoffs
J Detemple, M Rindisbacher
Computational statistics & data analysis 51 (7), 3393-3417, 2007
92007
Insider information, arbitrage and optimal portfolio and consumption policies
M Rindisbacher
Arbitrage and Optimal Portfolio and Consumption Policies (June 2001), 2001
42001
Lifecycle consumption-investment policies and pension plans: A dynamic analysis
Z Bodie, J Detemple, M Rindisbacher
Journal of Investment Management 10 (1), 16, 2012
22012
Real Business Cycle Models-Some Evidence for Switzerland
G Kürsteiner, M Rindisbacher
Swiss Journal of Economics and Stati-stics 130, 21-43, 1994
21994
A rationale for the clientele effect in money management
Q Hu, M Rindisbacher
Working Paper, Boston University, 2018
12018
The private information price of risk
J Detemple, M Rindisbacher
The Handbook of Post Crisis Financial Modeling, 190-213, 2016
12016
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Articles 1–20