Marcel Rindisbacher
Affiliations: | Boston University, Boston, MA, United States |
Area:
Finance, Applied MathematicsGoogle:
"Marcel Rindisbacher"
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Publications
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| Berrada T, Detemple J, Rindisbacher M. (2018) Asset pricing with beliefs-dependent risk aversion and learning Journal of Financial Economics. 128: 504-534 |
| Detemple J, Rindisbacher M. (2013) A structural model of dynamic market timing Review of Financial Studies. 26: 2492-2547 |
| Detemple J, Rindisbacher M. (2010) Dynamic asset allocation: Portfolio decomposition formula and applications Review of Financial Studies. 23: 25-100 |
| Detemple J, Rindisbacher M. (2008) Dynamic asset liability management with tolerance for limited shortfalls Insurance: Mathematics and Economics. 43: 281-294 |
| Detemple J, Garcia R, Rindisbacher M. (2007) Chapter 21 Simulation Methods for Optimal Portfolios Handbooks in Operations Research and Management Science. 15: 867-923 |
| Berrada T, Hugonnier J, Rindisbacher M. (2007) Heterogeneous preferences and equilibrium trading volume Journal of Financial Economics. 83: 719-750 |
| Detemple J, Rindisbacher M. (2007) Monte Carlo methods for derivatives of options with discontinuous payoffs Computational Statistics and Data Analysis. 51: 3393-3417 |
| Detemple J, Garcia R, Rindisbacher M. (2006) Asymptotic properties of Monte Carlo estimators of diffusion processes Journal of Econometrics. 134: 1-68 |
| Detemple J, Garcia R, Rindisbacher M. (2005) Asymptotic properties of Monte Carlo estimators of derivatives Management Science. 51: 1657-1675 |
| Detemple J, Rindisbacher M. (2005) Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints Mathematical Finance. 15: 539-568 |